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Version date: 29 March 2021 - onwards
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5.6 Reuse data, cash reinvestment and funding sources

395. As highlighted in the RTS, the logic that underpins Table 4 of the Annex to the TS on reporting is different from the other tables, and will not be used for reconciliation, as this information cannot be linked to individual transactions. Instead, non-cash collateral reuse, cash collateral reinvestment and funding sources shall be reported as aggregates at reporting-entity level.

396. Moreover, if data on collateral reuse, cash reinvestment or funding sources is reported at different points in time, only the first report should be reported with action type “NEWT” for a given combination of reporting counterparty and entity responsible for reporting, irrespective of which fields it includes. The subsequent reports for that combination should be made with the relevant action type.

5.6.1 Collateral reuse

397. Collateral reuse shall be reported using the formula agreed in the FSB framework [FSB Non-cash collateral re-use: Measure and metrics] and included in the RTS. Market partici

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