Document ID: chunk:federal_register_of_legislation:F2021L01099:body:0:p6
Version: federal_register_of_legislation:F2021L01099
Segment Type: other
Provision Reference: 
Character Range: 15454–18860

in words as a mathematical expression in these instructions.

Examples included under 'Include' and 'Exclude' must not be taken as an exhaustive list of items to be included or excluded.

Each repo, reverse repo, securities lending transaction and securities borrowing transaction must be assigned a unique transaction identification number for reporting purposes.

     1. Repo stocks – repo characteristics

Item 1 collects information on repos outstanding as at the end of the reporting period.  Characteristics of each repo must be reported against the repo's unique transaction identification number.  Each repo must only be reported once in item 1.

SBR: submit item 1 with accounting type of credit (liability).

Column 1  Report the unique transaction identification number.

          Unit of measurement: report column 1 as an alphanumeric value.

Column 2  Report whether the repo was intermediated.

          Unit of measurement: report column 2 as Y or N.

Column 3  Report whether the repo was centrally cleared.

          Unit of measurement: report column 3 as Y or N.

Column 4  Report the repo counterparty sector.
          Unit of measurement: report column 4 as text selected from the counterparty sector list below.
          The counterparty sector list options are:
               * 'RBA' for RBA;
               * 'ADI' for resident ADIs;
               *  'RFC' for resident registered financial corporations;
               * 'CBA' for resident central borrowing authorities;
               * 'CCP' for resident clearing houses and central counterparties;
               * 'Auxiliary' for any resident financial auxiliaries other than clearing houses and central counterparties;
               * 'Insurance' for resident insurance corporations;
               * 'Superannuation' for resident superannuation funds;
               * 'MMIF' for resident money-market investment funds;
               * 'ETF' for resident exchange-traded funds;
               * 'Other NMMIF' for any resident non-money-market financial investment funds other than exchange-traded funds;
               * 'Other FI' for any resident financial institutions other than those reported above;
               * 'REIT' for resident REITs;
               * 'Other PNFIF' for any resident private non-financial investment funds other than REITs;
               * 'Other PNFC' for resident other private non-financial corporations;
               * 'Government' for Commonwealth general government;
               * 'Other resident' for any residents other than those reported above;
               * 'Non-resident bank' for non-resident banks;
               * 'Non-resident superannuation' for non-resident superannuation funds; and
               * 'Other non-resident' for any non-residents other than those reported above.

Column 5  Report the repo counterparty jurisdiction.

          Unit of measurement: report column 5 as a two-letter ISO 3166 country code.

Column 6  Report the residual maturity of the repo.

          Unit of measurement: report column 6 as a whole number greater than or equal to zero to the nearest day for a repo with a defined term or as "-1" for an undefined (open) repo.

Column 7  Report the repo rate.

          Unit of measurement: report column 7 as an annualised percentage rate to two decimal places.

Column 8  Report the cash currency.

          Unit of