PET - Plain English Taxonomy

ARF_721_0B: ABS / RBA Repurchase Agreements and Securities Lending (Option B)
Effective date: 1 June 2024

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)
OI14315	OI14316	OI14317	OI14318	BSL22691	BSL22692	BSAO29489	BSAO29490
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	RFC debt securities - short-term
ETFs	RFC debt securities - long-term
Other non-MM financial investment funds	Non-financial corporate debt securities - short-term
Other financial institutions	Non-financial corporate debt securities - long-term
REITs	Asset-backed securities - short-term
Other private non-financial investment funds	Asset-backed securities - long-term
Other private non-financial corporations	Other resident debt securities - short-term
Commonwealth general government	Other resident debt securities - long-term
Other residents	Supra-national and foreign agency debt securities - short-term
Non-resident banks	Supra-national and foreign agency debt securities - long-term
Non-resident superannuation funds	Other non-resident debt securities - short-term
Other non-residents	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)
OI14319	OI14320	OI14321	BSL22693	BSAO29491
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 institution debt securities	> 3 months to <= 1 year
Clearing houses and CCPs	Non-financial debt securities	> 1 year
Other financial auxiliaries	Asset-backed securities	Undefined (open repo)
Insurance corporations	Other debt securities
Superannuation funds	Equity securities
Money-market investment funds	Other assets
ETFs
Other non-MM financial investment funds
Other financial institutions
REITs
Other private non-financial investment funds
Other private non-financial corporations
Commonwealth general government
Other residents
Non-resident banks
Non-resident superannuation funds
Other non-residents

3. Haircuts on repos and reverse repos outstanding

Collateral type	Haircut	Repo collateral residual maturity	Repos outstanding	Reverse repos outstanding
(1)	(2)	(3)	(4)	(5)
OI14322	OI14323	OI14324	BSL22694	BSAO29492
Australian Government securities	0 to <= 0.5	<= 1 month
Semi-government securities	> 0.5 to <= 1.5	> 1 month to <= 3 months
Supra-national and foreign agency debt securities	> 1.5 to <= 3	> 3 months to <= 1 year
Financial institution debt securities	> 3 to <= 4	> 1 year to <= 5 years
Non-financial debt securities	> 4 to <= 6	> 5 years to <= 10 years
Asset-backed securities	> 6 to <= 10	> 10 years
Other debt securities	> 10 to <= 15
Equity securities	> 15 to <= 25
Other assets	> 25 to <= 50
	> 50

4. Securities borrowing and lending outstanding

					Securities borrowing		Securities lending
Counterparty sector	Loaned security type	Loan residual maturity	Collateral type	Collateral management	Market value of security	Lending fee / premium or rebate rate	Market value of security	Lending fee / premium or rebate rate
(1)	(2)	(3)	(4)	(5)	(6)	(7)	(8)	(9)
OI14325	OI14326	OI14327	OI14328	OI14329	BSL22695	BSL22696	BSAO29493	BSAO29494
RBA	Australian Government securities	<= 1 day	Cash	Bilateral
ADIs	Semi-government securities	> 1 day to <= 1 month	Australian Government securities	Tri-party
RFCs	Supra-national and foreign agency debt securities	> 1 month to <= 3 months	Semi-government securities
Central borrowing authorities	Financial institution debt securities	> 3 months to <= 1 year	Supra-national and foreign agency debt securities
Clearing houses and CCPs	Non-financial debt securities	> 1 year	Financial institution debt securities
Other financial auxiliaries	Asset-backed securities		Non-financial debt securities
Insurance corporations	Other debt securities		Asset-backed securities
Superannuation funds	Equities - ADIs		Other debt securities
Money-market investment funds	Equities - Insurance corporations		Equity securities
ETFs	Equities - Money-market investment funds		Other assets
Other non-MM financial investment funds	Equities - Non-money market financial investment funds
Other financial institutions	Equities - other financial institutions
REITs	Equities - Private non-financial investment funds
Other private non-financial investment funds	Equities - Other private non-financial corporations
Other private non-financial corporations	Equities - Other residents
Commonwealth general government	Equities - Non-resident
Other residents	Other assets
Non-resident banks
Non-resident superannuation funds
Other non-residents

5. Reinvestment of cash collateral from securities lending

	Value	Rate of return
	(1)	(2)
5.1. Outstanding cash collateral from securities lending reinvested	BSAO29477	BSAO29478
5.1.1. Money-market investment funds	BSAO29479	BSAO29480
5.1.2. Other commingled pool	BSAO29481	BSAO29482
5.1.3. Repo market	BSAO29483	BSAO29484
5.1.4. Direct purchase of securities	BSAO29485	BSAO29486
5.1.5. Other assets	BSAO29487	BSAO29488