Document ID: chunk:federal_register_of_legislation:F2021L01099:body:0:p7
Version: federal_register_of_legislation:F2021L01099
Segment Type: other
Provision Reference: 
Character Range: 18612–21772

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 measurement: report column 8 as a three-letter ISO 4217 currency code.

Column 9  Report the value of the principal amount.

Item 1  For each repo transaction outstanding as at the end of the reporting period, provide a unique transaction identification number and details on the repo – whether the repo was intermediated and/or centrally cleared, the counterparty sector, counterparty jurisdiction, residual maturity of the repo, repo rate, the cash currency and the principal amount.

    2.             Repo stocks – collateral characteristics

Item 2 collects information on repos outstanding as at the end of the reporting period. Report detail on the characteristics of each piece of collateral sold under the repo against the repo's unique transaction identification number.

For example, if two pieces of collateral have been sold under a single repo, there must be two entries against the unique transaction identification number in item 2 – one for each piece of collateral. If one piece of collateral is used under multiple repos, then the collateral must be apportioned and reported separately for each repo.

SBR: submit item 2 with accounting type of credit (liability), except for column 8.

Column 1  Report the unique transaction identification number.

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

Column 2  Report whether the collateral is managed by a tri-party agent.

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

Column 3  Report whether the collateral is available for re-use.

          Unit of measurement: column 3 as Y or N.

Column 4  Report the collateral type.
          Unit of measurement: report column 4 as text selected from the collateral type list below.
          The collateral type list options are:
               * 'ST AGS' for short-term Australian Government Securities;
               * 'LT AGS' for long-term Australian Government Securities;
               * 'ST SGS' for short-term semi‑government securities;
               * 'LT SGS' for long-term semi‑government securities;
               * 'NCD' for negotiable certificates of deposit (NCDs) issued by resident ADIs;
               * 'Other ST ADI' for commercial paper and other short-term debt securities (other than NCDs) issued by resident ADIs;
               * 'Covered bond' for covered bonds issued by resident ADIs;
               * 'Other LT ADI' for long-term debt securities other than covered bonds issued by resident ADIs;
               *  'ST RFC' for short-term  debt securities issued by resident registered financial corporations;
               * 'LT RFC' for long-term debt securities issued by resident registered financial corporations;
               * 'ST PNFC' for short-term debt securities issued by resident private non-financial corporations other than SPVs;
               * 'LT PNFC' for long-term debt securities issued