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[null,"REPORTING TEMPLATE SPECIFICATION FOR REPO-ELIGIBLE SECURITIES"]
[]
[null,"Commercial Mortgage Backed Securities"]
[null,"Security Level Data"]
[]
[null,"Version 1.0 (December 2013)"]
[]
[null,"GUIDANCE NOTES"]
[null,"•  All data fields are mandatory."]
[null,"•  Entries should comply with the data formats specified for the relevant field."]
[null,"•  For fields containing multiple entries, the entries should be separated with a semi-colon (;)."]
[null,"•  When data are not available for a particular field, refer to the \"No Data\" template to record an appropriate response. Unless specified in the guidance notes, data fields should not be left blank under any circumstances."]
[null,"•  For fields with a 'Dynamic' reporting frequency, related data should be as at the most recent report date."]
[null,"•  For fields with a 'Static' reporting frequency, related data should be as at origination. However, if updated information for these fields is available, these data should be recorded."]
[null,"•  Issuers are expected to adhere to the definitions and guidance notes provided in the data template."]
[null,"• This template is to be completed for every security issued from the trust for the transaction."]
[null,"Field Code","Category","Field Name","Reporting\nFrequency","Description","Data Type","Data Format","Guidance Notes"]
[null,"CS001","General","Report Date","Dynamic","As at date of the data. Should correspond with the last day of the collection period for post-issuance reporting.","Date","dd-mm-yyyy"]
[null,"CS002","Transaction Details","Transaction ID","Dynamic","Unique numeric identifier of the transaction assigned by the Trust Manager.","Numeric",12345,"Should match the Transaction ID in field CT002 of the Transaction Level Reporting Template."]
[null,"CS003","General","Master Trust Name","Static","Full name of the master trust for the transaction.","Text","N/A","For transactions structured under a master trust arrangement. Enter N/A if a master trust structure is not applicable to this transaction."]
[null,"CS004","General","Series Trust Name","Static","Full name of the series trust for the transaction","Text","N/A","May also be known as the transaction name."]
[null,"CS005","Security / Tranche","Class Name","Static","The designation (typically a letter and/or number) given to a class of CMBS which exhibit the same rights, priorities and characteristics as defined in the offering document. Also known as a tranche.","Text","A1/A"]
[null,"CS006","Security / Tranche","ISIN","Static","ISIN code for the security","Text","N/A","The security identification code assigned to each class of security pursuant to standards established by the ISO (International Organisation for Standardisation)."]
[null,"CS007","Security / Tranche","Austraclear Series ID","Static","Unique security (series) identifier assigned by Austraclear. Enter N/A for the data field if this security does not have an Austraclear identifier.","Text","N/A"]
[null,"CS008","Security / Tranche","Clearing system","Static","Name of any clearing / settlement systems that each class of note will be lodged into. Enter N/A for this data field if the security is not logged with any clearing or settlement system.","Text","Austraclear; Clearstream; Euroclear","If there are multiple entities, list the names separated by a semi-colon ';'."]
[null,"CS009","Security / Tranche","Issue Date","Static","The date on which a class of securities was first issued","Date","dd-mm-yyyy"]
[null,"CS010","Security / Tranche","Accrual Start Date","Dynamic","The start date of the accrual period for calculating coupon earned on the securities, in relation to the period being covered in this report.","Date","dd-mm-yyyy"]
[null,"CS011","Security / Tranche","Accrual End Date","Dynamic","The end date of the accrual period for calculating coupon earned on the securities, in relation to the period being covered in this report.","Date","dd-mm-yyyy"]
[null,"CS012","Security / Tranche","Accrual Period","Dynamic","The number of calendar days in the accrual period inclusive of the Accrual Start Date and the Accrual End Date, in relation to the period being covered in this report.","Numeric",12]
[null,"CS013","Security / Tranche","Currency of issuance","Static","Currency denomination of the security as specified in the currency codes published by the International Organisation for Standardisation (ISO 4217 codes).","Text","ABC","For example, \"AUD\" for Australian dollar denominated notes."]
[null,"CS014","Security / Tranche","Denomination","Static","The minimum denomination by which the value of a class of securities can increase by. For example, if the minimum increment from $1.1m to $1.2m is $100,000, report $100,000 for this data field.","Numeric",{"v":123456789.12,"d":"$123,456,789.12"}]
[null,"CS015","Security / Tranche","Stock Exchange Listings","Static","Full legal name of any exchanges or regulated markets on which the security is intended to be listed and traded. Enter N/A for this data field if the security is not listed or not intended to be listed on an exchange.","Text","N/A"]
[null,"CS016","Security / Tranche","Credit Ratings Agency","Static","Identify all credit rating agencies that have rated the security:\n1 - Fitch\n2 - Moody's\n3 - Standard and Poor's\n4 - Other (specify)\nEnter N/A for this data field if the security has not been rated by a ratings agency.","Numeric",1,"If there are multiple entities, list the identifiers separated by a semi-colon ';'. Please specify the full business name in brackets when response is '4' - Other. E.g. \"4 (DBRS)\"."]
[null,"CS017","Security / Tranche","Original Credit Rating","Static","The original public rating assigned to the security by each Credit Rating Agency. Enter N/A for this data field if the security has not been rated by a ratings agency.","Text","AAA; Aaa; AAA","If there are multiple ratings, list the ratings separated by a semi-colon ';' in the same order as the Credit Ratings Agencies they correspond with in CS016."]
[null,"CS018","Security / Tranche","Current Credit Rating","Dynamic","The current public rating assigned to the security by each Credit Rating Agency. Enter N/A for this data field if the security has not been rated by a ratings agency.","Text","AAA; Aaa; AAA","If there are multiple ratings, list the ratings separated by a semi-colon ';' in the same order as the Credit Ratings Agencies they correspond with in CS016."]
[null,"CS019","Security / Tranche","Business Day Calendar","Static","The jurisdiction(s) which determine whether a given day is a good business day or not.","Text","Sydney; Melbourne","Used for the purposes of determining Payment Dates and other calendar based events for the transaction. If there are multiple calendars used, list each one separated by a semi-colon ';'."]
[null,"CS020","Security / Tranche","Business Day Convention","Static","The protocol used when a particular event (e.g. Payment Date) falls on a non-business day. Choose one of:\n1 - Following Business Day\n2 - Modified Business Day\n3 - Other (specify)","Text","N/A","For example, “Following Business Day\" means if a Payment Date falls on a weekend or a non-business day, the Payment Date moves to the next business day. The \"Modified business day” convention refers to the next business day, except when the next business day falls in the following month, in which case it would be moved back to the last business day of that month."]
[null,"CS021","Security / Tranche","Original Subordination","Static","The original level of subordination (expressed as a percentage of the notes issued) supporting each class of security.","Numeric",12.34]
[null,"CS022","Security / Tranche","Current Subordination","Dynamic","The current level of subordination (expressed as a percentage of the current level of notes outstanding) supporting each class of security.","Numeric",12.34]
[null,"CS023","Security / Tranche","Offer Amount","Static","Total dollar amount of the security issued.","Numeric",{"v":123456789.12,"d":"$123,456,789.12"},"Quoted in currency of issuance."]
[null,"CS024","Security / Tranche","Offer Type","Static","A description of the manner in which the offering is obliged to be made, relevant to the jurisdictions involved. It is dependent on the rules governing the location of investors, and the type of investors to which the offer of securities is made. Examples include REG-AB, REG D and 144A, UCITS regulations.","Text","N/A"]
[null,"CS025","Payments","Principal Distribution Frequency","Static","The frequency with which principal payments will be made to note holders for each class of securities:\n1 - Daily\n2 - Every second business day\n3 - Weekly\n4 - Fortnightly\n5 - Monthly\n6 - Quarterly\n7 - Semi-annually\n8 - Annually\n9 - Bullet\n10 - Other","Numeric",12]
[null,"CS026","Payments","Coupon Distribution Frequency","Static","The frequency with which coupon payments will be made to note holders for each class of securities:\n1 - Daily\n2 - Every second business day\n3 - Weekly\n4 - Fortnightly\n5 - Monthly\n6 - Quarterly\n7 - Semi-annually\n8 - Annually\n9 - Bullet\n10 - Other","Numeric",12]
[null,"CS027","Payments","Coupon Payment Reference","Static","Is the coupon payment based on the 'invested' or 'stated' amount? Choose one of:\n1 - Invested\n2 - Stated","Numeric",1]
[null,"CS028","Payments","Books Close Convention","Static","The books close (ex-coupon) convention used for a specific class of securities. Chose one of:\n1 - Business Day\n2 - Calendar Day\n3 - Other","Numeric",1]
[null,"CS029","Payments","Books Close Period","Static","The number of days, with respect to the books close convention used in CS028, in the books close (ex-coupon) period for a specific class of securities.","Numeric",12]
[null,"CS030","Payments","Payment Convention","Static","The Payment day convention used for a specific class of securities. Chose one of:\n1 - Business Day\n2 - Calendar Day\n3 - Other","Numeric",1]
[null,"CS031","Payments","Payment Day Count","Static","The day of the month, with respect to the payment convention used in CS030, on which payment of coupon and principal to holders of a class of securities is scheduled to occur. (e.g. for 10th business day of the month, report \"10\" for this data field)","Numeric",12]
[null,"CS032","Payments","Coupon Payment Date","Dynamic","The date on which payment of coupon to holders of a specific class of securities occurred in relation to the current reporting period.","Date","dd-mm-yyyy"]
[null,"CS033","Payments","Principal Payment Date","Dynamic","The date on which payment of principal to holders of a specific class of securities occurred in relation to the current reporting period.","Date","dd-mm-yyyy"]
[null,"CS034","Payments","Record Date","Dynamic","The date on which registered note holders are determined by the Trustee for the purpose of making payments.","Date","dd-mm-yyyy"]
[null,"CS035","Payments","Determination Date","Dynamic","The date on which payments to note holders will be calculated by the Trust Manager for a given payment date.","Date","dd-mm-yyyy"]
[null,"CS036","Payments","Previous Bond Factor","Dynamic","The ratio of the Stated Amount prior to payment of a specific class of CMBS to the original Stated Amount of the class.","Numeric",1.234]
[null,"CS037","Payments","Current Bond Factor","Dynamic","The ratio of the Stated Amount of a specific CMBS class subsequent to payment to the original Stated Amount of the class.","Numeric",1.234]
[null,"CS038","Payments","Total Original Invested Amount ","Static","The total original principal balance of a specific class of CMBS at issuance.","Numeric",{"v":123456789.12,"d":"$123,456,789.12"},"Quoted in currency of issuance."]
[null,"CS039","Payments","Total Invested Amount Prior to Payment","Dynamic","The total principal balance of a specific class of CMBS after the immediately preceding Principal Payment Date (excluding charge-offs and reimbursements).","Numeric",{"v":123456789.12,"d":"$123,456,789.12"},"Quoted in currency of issuance."]
[null,"CS040","Payments","Total Invested Amount after Payment","Dynamic","The total principal balance of a specific class of CMBS after the Principal Payment Date (excluding charge-offs and reimbursements).","Numeric",{"v":123456789.12,"d":"$123,456,789.12"},"Quoted in currency of issuance."]
[null,"CS041","Payments","Total Stated Amount Prior to Payment","Dynamic","The total principal balance of a specific class of CMBS after the preceding Principal Payment Date, after deducting charge-offs and adding reimbursements.","Numeric",{"v":123456789.12,"d":"$123,456,789.12"},"Quoted in currency of issuance."]
[null,"CS042","Payments","Total Stated Amount after Payment","Dynamic","The total principal balance of a specific class of CMBS after the Principal Payment Date, after deducting charge-offs and adding reimbursements.","Numeric",{"v":123456789.12,"d":"$123,456,789.12"},"Quoted in currency of issuance."]
[null,"CS043","Payments","Invested Amount per Note Prior to Payment","Dynamic","The principal balance of a single note within a specific class of CMBS after the immediately preceding Principal Payment Date (excluding charge-offs and reimbursements).","Numeric",{"v":12345.67,"d":"$12,345.67"},"Quoted in currency of issuance."]
[null,"CS044","Payments","Invested Amount per Note after Payment","Dynamic","The principal balance of a single note within a specific class of CMBS after the Principal Payment Date (excluding charge-offs and reimbursements).","Numeric",{"v":12345.67,"d":"$12,345.67"},"Quoted in currency of issuance."]
[null,"CS045","Payments","Stated Amount per Note Prior to Payment","Dynamic","The principal balance of a single note within a specific class of CMBS after the preceding Principal Payment Date, after deducting charge-offs and adding reimbursements.","Numeric",{"v":12345.67,"d":"$12,345.67"},"Quoted in currency of issuance."]
[null,"CS046","Payments","Stated Amount per Note after Payment","Dynamic","The principal balance of a single note within a specific class of CMBS after the Principal Payment Date, after deducting charge-offs and adding reimbursements.","Numeric",{"v":12345.67,"d":"$12,345.67"},"Quoted in currency of issuance."]
[null,"CS047","Payments","Coupon Reference Index","Static","The name of the base reference coupon index as defined in the offering document applicable to a specific class of securities:\n1 - BBSW (Bank Bill Swap Rate)\n2 - Libor\n3 - Euribor\n4 - Other (specify)\nEnter N/A for this data field if there is no base reference coupon index for this security.","Numeric",1]
[null,"CS048","Payments","Coupon Reference Index Tenor","Static","The tenor of the coupon reference index (as defined in CS047):\n1 - One month\n2 - Three month\n3 - Six month\n4 - Twelve month\n5 - Other (specify)\nEnter N/A for this data field if there is no base reference coupon index for this security (i.e. CS047 is equal to N/A).","Numeric",1]
[null,"CS049","Payments","Coupon Reference Rate","Dynamic","Current applicable reference rate applied to a specific class of securities for the Accrual Period. Expressed as a percentage. Enter N/A for this data field if there is no base reference coupon index for this security.","Numeric",12.3456]
[null,"CS050","Payments","Current Coupon Margin","Dynamic","Margin over/under the Coupon Reference Rate for the current Accrual Period for a specific class. Only required for floating rate notes. Expressed in basis points. Enter N/A for this data field if there is no base reference coupon index for this security.","Numeric",123.45,"All public transactions must report this data. However, for private placements and internal (self) securitisations, this data should be made available to the RBA only. "]
[null,"CS051","Payments","Next Step-up Margin","Dynamic","The incremental change to the coupon margin for a class of securities. Expressed in basis points. If the transaction does not have a step-up (or similar) margin in the transaction, enter N/A for this data field.","Numeric",123,"All public transactions must report this data. However, for private placements and internal (self) securitisations, this data should be made available to the RBA only."]
[null,"CS052","Payments","Step-up Date","Dynamic","Date upon which there is to be an increase in the coupon payable. If there is no step-up (or similar) margin in the transaction, enter N/A for this data field.","Date","dd-mm-yyyy"]
[null,"CS053","Payments","Total Scheduled Coupon","Dynamic","Total amount of scheduled coupon due on the Coupon Payment Date for a class of notes. ","Numeric",{"v":123456789.12,"d":"$123,456,789.12"},"All public transactions must report this data. However, for private placements and internal (self) securitisations, this data should be made available to the RBA only. Quoted in currency of issuance."]
[null,"CS054","Payments","Scheduled Coupon per Note","Dynamic","Amount of scheduled coupon due on the relevant Coupon Payment Date for a single note within a class of notes. ","Numeric",{"v":123456789.12,"d":"$123,456,789.12"},"All public transactions must report this data. However, for private placements and internal (self) securitisations, this data should be made available to the RBA only. Quoted in currency of issuance."]
[null,"CS055","Payments","Current Coupon Rate","Dynamic","The coupon rate on the security, which is used to calculate coupon due for the coupon period for each specific class.  Expressed as a percentage.","Numeric",12.3456,"All public transactions must report this data. However, for private placements and internal (self) securitisations, this data should be made available to the RBA only."]
[null,"CS056","Payments","Total Coupon Payments","Dynamic","The total amount of coupon paid on a class of CMBS  for the current Coupon Payment Date. ","Numeric",{"v":123456789.12,"d":"$123,456,789.12"},"All public transactions must report this data. However, for private placements and internal (self) securitisations, this data should be made available to the RBA only. Quoted in currency of issuance."]
[null,"CS057","Payments","Coupon Payment per Note","Dynamic","The total amount of coupon paid on a single note within a specific class of CMBS for the current Coupon Payment Date. ","Numeric",{"v":123.45,"d":"$123.45"},"All public transactions must report this data. However, for private placements and internal (self) securitisations, this data should be made available to the RBA only. Quoted in currency of issuance."]
[null,"CS058","Payments","Total Scheduled Principal","Dynamic","The total amount of principal scheduled to be paid on a class of CMBS on the Principal Payment Date, as specified in the Offer Document for notes with a pre-defined amortisation schedule.","Numeric",{"v":123456789.12,"d":"$123,456,789.12"},"All public transactions must report this data. However, for private placements and internal (self) securitisations, this data should be made available to the RBA only. Quoted in currency of issuance."]
[null,"CS059","Payments","Scheduled Principal per Note","Dynamic","The total amount of principal scheduled to be paid on a single note within a specific class of CMBS on the Principal Payment Date, as specified in the Offer Document.","Numeric",{"v":123.45,"d":"$123.45"},"All public transactions must report this data. However, for private placements and internal (self) securitisations, this data should be made available to the RBA only. Quoted in currency of issuance."]
[null,"CS060","Payments","Total Principal Payments","Dynamic","The total amount of principal paid on a class of CMBS for the current Principal Payment Date.","Numeric",{"v":123456789.12,"d":"$123,456,789.12"},"Quoted in currency of issuance."]
[null,"CS061","Payments","Principal Payment Per Note","Dynamic","The total amount of principal paid on a single note within a specific class of CMBS for the current Principal Payment Date.","Numeric",{"v":123456789.12,"d":"$123,456,789.12"},"Quoted in currency of issuance."]
[null,"CS062","Payments","Current Coupon Shortfall per Note","Dynamic","The difference between the Total Coupon Payments per Note and the Scheduled Coupon per Note for the current Accrual Period for the current Coupon Payment Date. ","Numeric",{"v":123456.78,"d":"$123,456.78"},"Quoted in currency of issuance."]
[null,"CS063","Payments","Cumulative Coupon Shortfall per Note","Dynamic","The cumulative difference between the Total Coupon Payments per Note and the Scheduled Coupon per Note up to and including the current Accrual Period on a specific class of note. ","Numeric",{"v":1234567.89,"d":"$1,234,567.89"},"Quoted in currency of issuance."]
[null,"CS064","Payments","Total Coupon Shortfall","Dynamic","The difference between the Total Scheduled Coupon and the Total Coupon Payments for the current Accrual Period for a specific class of notes. ","Numeric",{"v":1234567.89,"d":"$1,234,567.89"},"Quoted in currency of issuance."]
[null,"CS065","Payments","Cumulative Coupon Shortfall ","Dynamic","The cumulative difference between Total Scheduled Coupon amounts and the Total Coupon Payment for the current Accrual Period and all previous Accrual Periods on a specific class of notes. ","Numeric",{"v":1234567.89,"d":"$1,234,567.89"},"Quoted in currency of issuance."]
[null,"CS066","Payments","Total Principal Shortfall","Dynamic","The difference between the Total Scheduled Principal and the Total Principal Payments for the current Accrual Period for a specific class of notes. ","Numeric",{"v":1234567.89,"d":"$1,234,567.89"},"Quoted in currency of issuance."]
[null,"CS067","Payments","Cumulative Principal Shortfall ","Dynamic","The cumulative difference between Total Scheduled Principal amounts and the Total Principal Payment for the current Accrual Period and all previous Accrual Periods for a specific of class of note.","Numeric",{"v":1234567.89,"d":"$1,234,567.89"},"Quoted in currency of issuance."]
[null,"CS068","Payments","Legal Maturity Date","Static","The date by which a specific class of securities must be fully repaid in order not to be in default.","Date","dd-mm-yyyy"]
[null,"CS069","WAL and Underlying Assumptions","Original Estimated Weighted Average Life (WAL)","Static","As at the date of issuance, the expected weighted average number of years a dollar of principal on the security remains outstanding based on its total original balance. Using the issuer's (not rating agency) underlying assumptions.","Numeric",12.34,"For internal (self) or external securitisations with pool top-up facilities, assume that the pool is closed in order to calculate this data field."]
[null,"CS070","WAL and Underlying Assumptions","Current WAL","Dynamic","The estimated current WAL of each class of security. Using the issuer's (not rating agency) underlying assumptions.","Numeric",12.34,"For internal (self) or external securitisations with pool top-up facilities, assume that the pool is closed in order to calculate this data field."]
[null,"CS071","WAL and Underlying Assumptions","Estimated last principal payment date","Dynamic","The estimated last principal payment date of each class of security.","Date","dd-mm-yyyy","For internal (self) or external securitisations with pool top-up facilities, assume that the pool is closed in order to calculate this data field."]
[null,"CS072","WAL and Underlying Assumptions","Original CPR","Static","The estimated original constant prepayment rate (CPR) on the underlying pool of mortgages. Expressed as a percentage.","Numeric",12.3456,"For internal (self) or external securitisations with pool top-up facilities, assume that the pool is closed in order to calculate this data field."]

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[]
[null,null,"\"No Data\" Responses"]
[null,null,"To capture non-available data fields, a set of five \"No data\" (ND) options are included in this template which must be used whenever a particular data field cannot be submitted in accordance with the template."]
[]
[null,"Value","Reason","Example"]
[null,1,"Data not collected at loan origination","ND1"]
[null,2,"Data collected at loan origination but not loaded into the reporting system at completion","ND2"]
[null,3,"Data collected at loan origination but loaded into a separate system from the reporting one","ND3"]
[null,4,"Data collected at loan origination but will only be available from YYYY-MM","ND4, YYYY-MM"]
[null,5,"Field not applicable to the transaction","N/A"]