Document ID: chunk:federal_register_of_legislation:F2021L01099:body:0:p19
Version: federal_register_of_legislation:F2021L01099
Segment Type: other
Provision Reference: 
Character Range: 55427–60320

cash collateral received from securities lending that has been reinvested in the direct purchase of securities.

Item 9.1.5  Report cash collateral received from securities lending that has been reinvested in any assets other than those listed in items 9.1.1 to 9.1.4.

            For column 1, item 9.1.5 is a derived item.  Report the value of cash collateral received from securities lending that has been reinvested as the value of item 9.1 less the sum of items 9.1.1 to 9.1.4 inclusive.

            Where an ADI or RFC is unable to separately identify the specific assets purchased with cash collateral received from securities lending, report the value of all reinvested cash collateral received from securities lending in this item.

  ARF_721_0B: ABS/RBA Repurchase Agreements and Securities Lending (Option B)

Australian Business Number  Institution Name

Reporting Period            Scale Factor
Monthly
Reporting Consolidation
Domestic

                                               1. Repos and reverse repos outstanding
                                                                                                                                                                     Repos             Reverse repos
Counterparty sector                           Collateral type                                                       Repo residual maturity    Collateral management  Principal amount  Market value of collateral  Principal amount  Market value of collateral
(1)                                           (2)                                                                   (3)                       (4)                    (5)               (6)                         (7)               (8)

RBA                                           Australian Government securities - short-term                         <= 1 day                  Bilateral
ADIs                                          Australian Government securities - long-term                          > 1 day to <= 1 month     Tri-party
RFCs                                          Semi-government securities - short-term                               > 1 month to <= 3 months
Central borrowing authorities                 Semi-government securities - long-term                                > 3 months to <= 1 year
Clearing houses and CCPs                      ADI debt securities - NCDs                                            > 1 year
Other financial auxiliaries                   ADI debt securities - other short-term debt                           Undefined (open repo)
Insurance corporations                        ADI debt securities - covered bonds
Superannuation funds                          ADI debt securities - other long-term debt
Money-market investment funds
ETFs
Other non-MM financial investment funds       RFC debt securities - short-term
Other financial institutions                  RFC debt securities - long-term
REITs                                         Non-financial corporate debt securities - short-term
Other private non-financial investment funds  Non-financial corporate debt securities - long-term
Other private non-financial corporations      Asset-backed securities - short-term
Commonwealth general government               Asset-backed securities - long-term
Other residents                               Other resident debt securities - short-term
Non-resident banks                            Other resident debt securities - long-term
Non-resident superannuation funds             Supra-national and foreign agency debt securities - short-term
Other non-residents                           Supra-national and foreign agency debt securities - long-term
Other non-residents                           Other non-resident debt securities - short-term
                                              Other non-resident debt securities - long-term - issued in Australia
                                              Other non-resident debt securities - long-term - issued offshore
                                              Equity securities
                                              Other assets

2.  Rates on repos and reverse repos outstanding

Counterparty sector                           Collateral type                                    Repo original maturity    Repo rates  Reverse repo rates
(1)                                           (2)                                                (3)                       (4)         (5)

RBA                                           Australian Government securities                   <= 1 day
ADIs                                          Semi-government securities                         > 1 day to <= 1 month
RFCs                                          Supra-national and foreign agency debt securities  > 1 month to <= 3 months
Central borrowing authorities                 Financial