RBNZ Securities

Repo Eligible Securities - NZ Government
Issuer
Rating
Instrument
NZ Government
NZ Government
NZ Government
NZ Government
NZ Government
NZ Government
NZ Government
NZ Government
NZ Government
NZ Government
A-1+
AA+
AA+
AA+
AA+
AA+
AA+
AA+
AA+
AA+
Treasury bills
Bonds
Bonds
Bonds
Bonds
Bonds
Bonds
Inflation-Indexed Bonds
Coupon Maturity Date

N/A
6.000%
5.000%
3.000%
6.000%
5.500%
4.500%
2.000%
3.000%
2.500%
All
12/15/2017
3/15/2019
4/15/2020
5/15/2021
4/15/2023
4/15/2027
9/20/2025
9/20/2030
9/20/2035
Haircut
0 1 yrs 1 - 5 yrs 5 yrs
1%
1%
2%
3%
1%
2%
3%
1%
2%
3%
1%
2%
3%
1%
2%
3%
1%
2%
3%
1%
2%
3%
1%
2%
3%
1%
2%
3%
ISIN
NZGOVD0008C0
NZGOVDT319C0
NZGOVDT420C6
NZGOVD0521C2
NZGOVDT423C0
NZGOVDT427C1
NZIIBDT002C2
NZIIBDT003C0
NZIIBDT004C8
Repo Eligible Securities - Reserve Bank Bills

Issuer
Reserve Bank of New Zealand
Rating Instrument Coupon Maturity Date

N/A*
RB bills
N/A
All
Haircut
0 1 yrs 1 - 5 yrs
1%
2%
*RB bills are technically unrated but for the purpose of Domestic Market Operations
are treated as having the same rating as securities issued by the New Zealand Government.
Haircut
rations
overnment.
5 yrs
3%
ISIN
-
Repo Eligible Securities - NZ Local Government Funding Agency Limited

Issuer
New Zealand Local Government Funding Agency Limited
Rating Instrument Coupon

A-1+
AA+
AA+
AA+
AA+
AA+
AA+
Bills
Bonds
Bonds
Bonds
Bonds
Bonds
Bonds
N/A
6.000%
5.000%
3.000%
6.000%
5.500%
4.500%
Maturity Date
All
12/15/2017
3/15/2019
4/15/2020
5/15/2021
4/15/2023
4/15/2027
Haircut
0 1 yrs 1 - 5 yrs 5 yrs
3%
3%
4%
5%
3%
4%
5%
3%
4%
5%
3%
4%
5%
3%
4%
5%
3%
4%
5%
ISIN
NZLGFDT002C5
NZLGFDT003C3
NZLGFDT006C6
NZLGFDT004C1
NZLGFDT005C8
NZLGFDT007C4
Repo Eligible Securities - Local Authorities

Issuer
Rating
Instrument
Coupon
Auckland Council
Auckland Council
Auckland Council
Auckland Council
Auckland Council
Auckland Council
Auckland Council
Auckland Council
Auckland Council
Auckland Council
Auckland Council
Auckland Council
Auckland Council
Auckland Council
Auckland Council
Auckland Council
Auckland Council
Auckland Council
Auckland Council
Dunedin City Treasury Ltd
Genesis Energy Ltd
Genesis Energy Ltd
Genesis Energy Ltd
Genesis Energy Ltd
Greater Wellington Regional Council
Hamilton City Council
Hamilton City Council
Hutt City Council
Hutt City Council
Meridian Energy Limited
Mighty River Power
Mighty River Power
Mighty River Power
Nelson City Council
Nelson City Council
Nelson City Council
Nelson City Council
A-1 and above

AA- to AA+
AA- to AA+
AA- to AA+
AA- to AA+
AA- to AA+
AA- to AA+
AA- to AA+
AA- to AA+
AA- to AA+
AA- to AA+
AA- to AA+
AA- to AA+
AA- to AA+
AA- to AA+
AA- to AA+
AA- to AA+
AA- to AA+
AA- to AA+
AA- to AA+
AA- to AA+
AA- to AA+
AA- to AA+
AA- to AA+
AA- to AA+
AA- to AA+
AA- to AA+
AA- to AA+
AA- to AA+
AA- to AA+
BBB- to BBB+
BBB- to BBB+
BBB- to BBB+
BBB- to BBB+
A-1 and above
AA- to AA+
AA- to AA+
AA- to AA+
AA- to AA+
BBB- to BBB+
BBB- to BBB+
BBB- to BBB+
BBB- to BBB+
A-1 and above
AA- to AA+
AA- to AA+
AA- to AA+
CP Programme
Fixed Rate Bonds
Fixed Rate Bonds
Fixed Rate Bonds
Fixed Rate Bonds
Fixed Rate Bonds
Fixed Rate Bonds
Fixed Rate Bonds
Fixed Rate Bonds
Fixed Rate Bonds
Fixed Rate Bonds
Fixed Rate Bonds
Fixed Rate Bonds
Fixed Rate Bonds
FRNs
FRNs
FRNs
FRNs
FRNs
Fixed Rate Bonds
Fixed Rate Bonds
Fixed Rate Bonds
Fixed Rate Bonds
Fixed Rate Bonds
Fixed Rate Bonds
Fixed Rate Bonds
FRNs
FRNs
FRNs
FRNs
Fixed Rate Bonds
Fixed Rate Bonds
Fixed Rate Bonds
FRNs
CP Programme
FRNs
FRNs
Fixed Rate Bonds
FRNs
Fixed Rate Bonds
Fixed Rate Bonds
Fixed Rate Bonds
FRNs
CP Programme
FRNs
FRNs
FRNs
N/A
5.790%
6.520%
4.410%
7.065%
6.650%
4.728%
3.040%
6.930%
4.017%
6.050%
5.084%
5.806%
4.176%
N/A
N/A
N/A
N/A
N/A
6.790%
7.810%
6.850%
5.560%
3.150%
4.880%
3.980%
N/A
N/A
N/A
N/A
8.100%
8.300%
4.140%
N/A
N/A
N/A
N/A
4.750%
N/A
4.530%
7.550%
8.210%
N/A
N/A
N/A
N/A
N/A
Nelson City Council

Nelson City Council
Taupo District Council
Watercare Services Limited
Watercare Services Limited
Wellington City Council
Christchurch City Council
Christchurch City Holdings Limited
Housing New Zealand Limited
Invercargill City Council
Invercargill City Council
New Plymouth District Council
New Zealand Post Limited
New Zealand Post Limited
South Taranaki District Council
Tauranga City Council
Transpower Finance Limited
Transpower New Zealand Limited
WRC Holdings Ltd
AA- to AA+
AA- to AA+
A-1 and above
A-1 and above
AA- to AA+
A-1 and above
A- to A+
A- to A+
A- to A+
A-1 and above
A- to A+
A- to A+
A- to A+
A- to A+
A-1 and above
AA- to AA+
AA- to AA+
A-1 and above
A-1 and above
A- to A+
A-1 and above
A- to A+
A- to A+
A- to A+
A- to A+
A- to A+
A- to A+
A-1 and above
A-1 and above
A- to A+
A- to A+
A- to A+
A-1 and above
A- to A+
A- to A+
A- to A+
A- to A+
A- to A+
A-1 and above
FRNs
FRNs
CP Programme
CP Programme
Fixed Rate Bonds
CP Programme
FRNs
FRNs
FRNs
CP Programme
Fixed Rate Bonds
FRNs
FRNs
FRNs
CP Programme
FRNs
Fixed Rate Bond
CP Programme
CP Programme
Fixed Rate Bonds
CP Issues
Fixed Rate Bond
Fixed Rate Bond
FRNs
FRNs
FRNs
FRNs
CP Programme
CP Programme
Fixed Rate Bonds
Fixed Rate Bonds
Fixed Rate Bonds
CP Programme
Fixed Rate Bonds
Fixed Rate Bonds
Fixed Rate Bonds
Fixed Rate Bonds
Fixed Rate Bonds
CP Programme
N/A
N/A
N/A
N/A
5.685%
N/A
N/A
N/A
N/A
N/A
6.870%
N/A
N/A
N/A
N/A
N/A
3.160%
N/A
N/A
5.225%
N/A
7.000%
6.900%
N/A
N/A
N/A
N/A
N/A
N/A
6.595%
7.190%
6.950%
N/A
5.140%
4.650%
5.448%
5.893%
4.300%
N/A
Maturity Date
< 365 days
4/18/2017
9/29/2017
12/18/2018
2/4/2019
2/18/2019
10/2/2019
3/30/2020
10/28/2020
9/24/2020
3/29/2022
6/20/2022
3/25/2024
3/24/2025
3/10/2017
4/3/2019
4/3/2019
12/18/2019
7/15/2026
11/15/2016
10/15/2017
12/17/2018
11/16/2020
4/15/2021
11/25/2021
4/15/2026
2/15/2017
10/9/2017
5/15/2018
10/15/2022
2/20/2017
6/23/2020
3/18/2022
2/20/2017
< 365 days
9/20/2016
10/4/2017
8/4/2017
12/3/2020
3/14/2023
10/12/2016
2/11/2020
10/12/2016
< 365 days
11/28/2016
7/29/2019
7/1/2020
Haircut
0 1 yrs 1 - 5 yrs 5 yrs
6%
6%
7%
8%
6%
7%
8%
6%
7%
8%
6%
7%
8%
6%
7%
8%
6%
7%
8%
6%
7%
8%
6%
7%
8%
6%
7%
8%
6%
7%
8%
6%
7%
8%
6%
7%
8%
6%
7%
8%
6%
7%
8%
6%
7%
8%
6%
7%
8%
6%
7%
8%
6%
7%
8%
6%
7%
8%
6%
7%
8%
6%
7%
8%
6%
7%
8%
6%
7%
8%
6%
7%
8%
6%
7%
8%
6%
7%
8%
6%
7%
8%
6%
7%
8%
6%
7%
8%
15%
17%
20%
15%
17%
20%
15%
17%
20%
15%
17%
20%
6%
6%
7%
8%
6%
7%
8%
6%
7%
8%
6%
7%
8%
15%
17%
20%
15%
17%
20%
15%
17%
20%
15%
17%
20%
6%
6%
7%
8%
6%
7%
8%
6%
7%
8%
ISIN
NZAKCDT206C2
NZMCC050D5L1
NZAKCDT279C9
NZ605D0219L3
NZACCDT107C2
NZAKCDT346C6
NZAKCDT400C1
NZACCDT205C4
NZAKCDT366C4
NZAKCDT248C4
NZAKCDT263C3
NZAKCDT324C3
NZAKCDT363C1
NZAKCDT315C1
NZ605D1904L9
NZ605D1943L7
NZAKCDT357C3
NZAKCDT221C1
NZDCTDT004C9
NZDCTDT005C6
NZDCTDT008C0
NZDCTDT055C1
NZDCTDT108C8
NZDCTDT076C7
NZDCTDT109C6
NZDCTDT036C1
NZDCTDT067C6
NZDCTDT065C0
NZDCTDT097C3
NZGPWDT002C0
NZGPWDT004C6
NZGNEDG001C1
NZGPWDT003C8
NZHCCDT119C0
NZHCCDT065C5
NZHUCDT126C3
NZHUCDT129C7
NZMELDT016C8
NZMTYDT004C2
NZMTYDT006C7
NZMTYDT005C9
NZNCCD1116L2
NZNCCD0719L4
NZNCCD0720L2
12/3/2020
6/27/2022
< 365 days
< 365 days
10/26/2018
< 365 days
7/13/2016
4/30/2018
3/20/2020
< 365 days
6/27/2016
10/17/2016
11/15/2018
11/1/2019
< 365 days
4/8/2019
4/8/2021
<365 days
< 365 days
11/15/2016
8/15/2016
8/15/2016
9/25/2018
4/29/2020
10/22/2019
4/22/2022
< 365 days
< 365 days
2/15/2017
11/12/2019
6/10/2020
< 365 days
11/30/2018
9/6/2019
3/15/2023
3/15/2028
6/30/2022
< 365 days
6%
6%
6%
6%
6%
6%
10%
10%
10%
6%
10%
10%
10%
10%
6%
11%
11%
6%
6%
10%
11%
15%
15%
10%
10%
10%
10%
6%
6%
10%
10%
10%
6%
10%
10%
10%
10%
10%
6%
7%
7%
7%
12%
12%
12%
12%
12%
12%
12%
12%
12%
12%
N/A
17%
17%
12%
12%
12%
12%
12%
12%
12%
12%
12%
12%
12%
12%
-
8%
8%
8%
15%
15%
15%
15%
15%
15%
15%
13%
13%
15%
N/A
20%
20%
15%
15%
15%
15%
15%
15%
15%
15%
15%
15%
15%
15%
-
NZNCCD1220L2
NZNCCD0622L0
NZ816D1018L1
NZCCCDT026C2
NZCCCDT022C1
NZCCCDT059C3
NZCCHDT716C3
NZCCHDT022C6
NZCCHDT010C1
NZCCHDT750C2
NZICCDT003C5
NZICCDT004C3
NZ564D1116L9
NZSOTDT001C4
NZSOTDT002C2
NZSOTDT044C4
NZSOTDT037C8
NZSOTDT046C9
NZSOTDT048C5
NZ519D0217L0
NZ519D1119L7
NZ519D0620N1
NZ519D1118L9
NZTRPD0020L4
NZTRPD0323L2
NZTRPD0328L1
NZTRPD0030L3
-
Repo Eligible Securities - Kauris

Issuer
Rating
Instrument
African Development Bank

Asian Development Bank
European Investment Bank
European Investment Bank
Export Development Canada
Inter-American Development Bank
Inter-American Development Bank
International Bank for Reconstruction and Development
International Finance Corporation
KfW Germany
KfW Germany
Kommunalbanken Norway
Landeskredtibank Baden-Wrttemberg - Frderbank (L-Bank)
Landeskredtibank Baden-Wrttemberg - Frderbank (L-Bank)
Nordic Investment Bank
N.V Bank Nederlandse Gemeenten
N.V Bank Nederlandse Gemeenten
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
NZ$ MTN
NZ$ MTN
NZ$ MTN
NZ$ MTN
NZ$ MTN
NZ$ MTN
NZ$ MTN
FRNs
NZ$ MTN
NZ$ MTN
NZ$ MTN
NZ$ MTN
NZ$ MTN
NZ$ MTN
NZ$ MTN
NZ$ MTN
NZ$ MTN
NZ$ MTN
NZ$ MTN
NZ$ MTN
NZ$ MTN
NZ$ MTN
NZ$ MTN
NZ$ MTN
NZ$ MTN
NZ$ MTN
NZ$ MTN
NZ$ MTN
NZ$ MTN
NZ$ MTN
NZ$ MTN
NZ$ MTN
NZ$ MTN
NZ$ MTN
NZ$ MTN
FRNs
NZ$ MTN
NZ$ MTN
NZ$ MTN
NZ$ MTN
NZ$ MTN
NZ$ MTN
NZ$ MTN
NZ$ MTN
FRNs
NZ$ MTN
FRNs
Rentenbank
Rentenbank
Rentenbank
Rentenbank
Rentenbank
Rentenbank
Rentenbank
Rentenbank
Council of Europe Development Bank
Korea Development Bank
Queensland Treasury Corporation
Municipality Finance Plc
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AA- to AA+
AA- to AA+
AA- to AA+
AA- to AA+
NZ$ MTN
NZ$ MTN
NZ$ MTN
NZ$ MTN
NZ$ MTN
NZ$ MTN
NZ$ MTN
FRNs
NZ$ MTN
FRNs
NZ$ MTN
NZ$ MTN

4.500%
4.125%
3.250%
4.625%
3.875%
2.875%
7.500%
N/A
3.875%
3.500%
4.875%
3.750%
6.250%
3.500%
4.500%
3.375%
3.625%
4.625%
3.750%
3.500%
4.625%
3.500%
6.250%
3.875%
3.625%
3.000%
3.750%
3.375%
4.250%
3.750%
5.000%
5.625%
5.125%
4.000%
3.375%
N/A
3.875%
2.500%
4.125%
3.500%
4.875%
4.125%
3.125%
3.875%
N/A
7.270%
N/A
8/27/2019
10/28/2016
7/20/2017
3/6/2019
1/28/2020
4/28/2021
12/15/2017
6/16/2021
3/16/2017
2/20/2018
1/24/2019
5/8/2020
12/15/2017
5/15/2021
8/16/2016
8/13/2017
2/20/2018
2/26/2019
2/10/2020
1/22/2021
10/6/2021
9/5/2017
12/15/2017
2/26/2018
5/20/2020
5/6/2021
5/29/2020
2/15/2021
5/2/2017
12/11/2017
3/28/2019
2/14/2024
5/14/2021
8/20/2025
6/7/2023
5/26/2021
5/29/2019
12/15/2017
3/16/2017
1/30/2018
1/22/2019
3/19/2020
3/18/2021
9/2/2025
9/20/2021
12/15/2017
6/25/2018
Haircut
0 1 yrs 1 - 5 yrs 5 yrs
3%
4%
5%
3%
4%
5%
3%
4%
5%
3%
4%
5%
3%
4%
5%
3%
4%
5%
3%
4%
5%
3%
4%
5%
3%
4%
5%
3%
4%
5%
3%
4%
5%
3%
4%
5%
3%
4%
5%
3%
4%
5%
3%
4%
5%
3%
4%
5%
3%
4%
5%
3%
4%
5%
3%
4%
5%
3%
4%
5%
3%
4%
5%
3%
4%
5%
3%
4%
5%
3%
4%
5%
3%
4%
5%
3%
4%
5%
3%
4%
5%
3%
4%
5%
3%
4%
5%
3%
4%
5%
3%
4%
5%
3%
4%
5%
3%
4%
5%
3%
4%
5%
3%
4%
5%
3%
4%
5%
3%
4%
5%
3%
4%
5%
3%
4%
5%
3%
4%
5%
3%
4%
5%
3%
4%
5%
3%
4%
5%
3%
4%
5%
3%
4%
5%
3%
4%
5%
3%
4%
5%
ISIN
NZAFBDT002C3
NZADBDT002C5
NZADBDT003C3
NZADBDT004C1
NZADBDT005C8
NZADBDT006C6
NZEIBDT002C6
NZEIBDT004C2
NZEDCDT003C8
NZEDCDT004C6
NZEDCDT005C3
NZEDCDT006C1
NZIDBDT002C7
NZIDBDT003C5
NZIBDDT004C3
NZIBDDT005C0
NZIBDDT006C8
NZIBDDT007C6
NZIBDDT009C2
NZIBDDT010C0
NZIBDDT008C4
NZIFCDT005C7
NZIFCDT002C4
NZIFCDT006C5
NZIFCDT007C3
NZIFCDT008C1
NZKFZDT001C5
NZKFZDT002C3
NZKBNDT005C4
NZKBNDT006C2
NZKBNDT004C7
NZKBNDT007C0
NZKBNDT008C8
NZKBNDT009C6
NZKBNDT010C4
NZKBNDT003C9
NZLBKDT001C5
NZLBKDT002C3
NZNIBDT005C8
NZNIBDT006C6
NZNIBDT008C2
NZNIBDT007C4
NZNIBDT010C8
NZNIBDT009C0
NZNIBDT004C1
NZBNGDT003C5
NZBNGDT004C3
7.485%
3.875%
4.750%
4.000%
4.375%
3.000%
5.375%
N/A
7.500%
N/A
7.125%
4.750%
12/15/2017
9/19/2017
3/12/2019
1/30/2020
10/8/2020
5/3/2021
4/23/2024
9/7/2018
4/30/2018
4/18/2019
9/18/2017
10/5/2018
3%
3%
3%
3%
3%
3%
3%
3%
6%
12%
6%
6%
4%
4%
4%
4%
4%
4%
4%
4%
7%
13%
7%
7%
5%
5%
5%
5%
5%
5%
5%
5%
8%
14%
8%
8%
NZLRBDT002C6
NZLRBDT006C7
NZLRBDT008C3
NZLRBDT010C9
NZLRBDT007C5
NZLRBDT011C7
NZLRBDT009C1
NZLRBDT005C9
NZCEBDT002C2
NZKDBDT001C5
NZQTCDT001C0
NZMFPDT002C3
Repo Eligible Securities - Bank Securities

Issuer
Rating
Instrument
Coupon
ANZ Bank New Zealand Limited

ASB Bank Limited
ASB Bank Limited
ASB Bank Limited
ASB Bank Limited
ASB Bank Limited
ASB Bank Limited
ASB Bank Limited
ASB Bank Limited
ASB Bank Limited
ASB Bank Limited
ASB Bank Limited
ASB Bank Limited
Bank of New Zealand
Bank of New Zealand
Bank of New Zealand
Bank of New Zealand
Bank of New Zealand
Bank of New Zealand
Bank of New Zealand
Bank of New Zealand
Bank of New Zealand
Bank of New Zealand
Bank of New Zealand
CCB NZ Limited
CCB NZ Limited
HSBC New Zealand
ICBC NZ Limited
AA- to AA+
AA- to AA+
AA- to AA+
AA- to AA+
AA- to AA+
AA- to AA+
AA- to AA+
AA- to AA+
AA- to AA+
AA- to AA+
AA- to AA+
AA- to AA+
AA- to AA+
AA- to AA+
AA- to AA+
AA- to AA+
AA- to AA+
AA- to AA+
AA- to AA+
AA- to AA+
AA- to AA+
AA- to AA+
AA- to AA+
AA- to AA+
AA- to AA+
AA- to AA+
AA- to AA+
AA- to AA+
AA- to AA+
AA- to AA+
AA- to AA+
AA- to AA+
AA- to AA+
AA- to AA+
AA- to AA+
AA- to AA+
AA- to AA+
AA- to AA+
AA- to AA+
A- to A+
A- to A+
AA- to AA+
A- to A+
Fixed Rate Bonds

Fixed Rate Bonds
Fixed Rate Bonds
Fixed Rate Bonds
Fixed Rate Bonds
Fixed Rate Bonds
Fixed Rate Bonds
Fixed Rate Bonds
FRNs
FRNs
FRNs
FRNs
FRNs
FRNs
FRNs
FRNs
Fixed Rate Bonds
Fixed Rate Bonds
Fixed Rate Bonds
Fixed Rate Bonds
Fixed Rate Bonds
Fixed Rate Bonds
FRNs
FRNs
FRNs
FRNs
FRNs
FRNs
Fixed Rate Bonds
Fixed Rate Bonds
Fixed Rate Bonds
Fixed Rate Bonds
Fixed Rate Bonds
Fixed Rate Bonds
Fixed Rate Bonds
FRNs
FRNs
FRNs
FRNs
Fixed Rate Bonds
FRNs
FRNs
Fixed Rate Bonds
4.890%
6.850%
6.080%
5.430%
6.250%
4.480%
4.030%
4.000%
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
6.908%
6.060%
4.476%
5.060%
4.423%
4.245%
N/A
N/A
N/A
N/A
N/A
N/A
5.730%
6.905%
4.680%
6.100%
5.570%
4.102%
4.426%
N/A
N/A
N/A
N/A
4.317%
N/A
N/A
4.740%
ICBC NZ Limited
A- to A+
Kiwibank Limited
A- to A+
Kiwibank Limited
A- to A+
Kiwibank Limited
A- to A+
NZ Registered Banks
A-1 and above
NZ Registered Banks
A-2
Rabobank Nederland New Zealand Branch
A- to A+
A- to A+
A- to A+
A- to A+
A- to A+
A- to A+
A- to A+
Westpac New Zealand Limited
AA- to AA+
AA- to AA+
AA- to AA+
AA- to AA+
AA- to AA+
AA- to AA+
AA- to AA+
AA- to AA+
FRNs
Fixed Rate Bonds
FRNs
FRNs
RCDs
RCDs
Fixed Rate Bonds
Fixed Rate Bonds
Fixed Rate Bonds
Fixed Rate Bonds
Fixed Rate Bonds
FRNs
FRNs
Fixed Rate Bonds
Fixed Rate Bonds
Fixed Rate Bonds
Fixed Rate Bonds
FRNs
FRNs
FRNs
FRNs
N/A
4.648%
N/A
N/A
N/A
N/A
5.380%
6.250%
3.641%
6.100%
4.592%
N/A
N/A
5.545%
5.610%
7.020%
3.795%
N/A
N/A
N/A
N/A
Maturity Date
9/18/2017
2/16/2018
9/20/2018
2/27/2019
3/13/2019
5/11/2020
9/25/2020
3/22/2021
5/20/2016
5/27/2016
8/18/2016
11/18/2016
3/8/2017
12/1/2017
3/22/2019
8/26/2020
9/15/2016
6/8/2017
12/20/2017
7/18/2018
2/25/2020
5/26/2021
12/5/2016
3/23/2017
6/6/2017
8/2/2018
3/6/2018
3/8/2019
7/15/2016
9/15/2016
3/28/2018
12/20/2018
6/25/2019
6/15/2023
6/18/2020
5/27/2016
2/26/2018
3/28/2018
4/26/2018
6/18/2018
6/18/2020
12/10/2018
12/22/2017
Haircut
0 1 yrs 1 - 5 yrs 5 yrs
8%
9%
10%
8%
9%
10%
8%
9%
10%
8%
9%
10%
8%
9%
10%
8%
9%
10%
8%
9%
10%
8%
9%
10%
8%
9%
10%
8%
9%
10%
8%
9%
10%
8%
9%
10%
8%
9%
10%
8%
9%
10%
8%
9%
10%
8%
9%
10%
8%
9%
10%
8%
9%
10%
8%
9%
10%
8%
9%
10%
8%
9%
10%
8%
9%
10%
8%
9%
10%
8%
9%
10%
8%
9%
10%
8%
9%
10%
8%
9%
10%
8%
9%
10%
8%
9%
10%
8%
9%
10%
8%
9%
10%
8%
9%
10%
8%
9%
10%
8%
9%
10%
8%
9%
10%
8%
9%
10%
8%
9%
10%
8%
9%
10%
8%
9%
10%
10%
12%
15%
10%
12%
15%
8%
9%
10%
10%
12%
15%
ISIN
NZANBDT011C4
NZANBDG018C4
NZANBDG021C8
NZANBDG024C2
NZANBDT010C6
NZANBDG027C5
NZANBDT014C8
NZANBDT016C3
NZANBDT012C2
NZANBDG019C2
NZANBDG025C9
NZANBDG023C4
NZANBDG022C6
NZANBDG026C7
NZANBDT015C5
NZANBDG020C0
NZABBDT017C5
NZABBDT024C1
NZABBDT025C8
NZABBDT026C6
NZABBDT032C4
NZABBDT034C0
NZABBDT029C0
NZABBDT028C2
NZABBDT030C8
NZABBDT027C4
NZABBDT033C2
NZABBDT035C7
NZBNZDT335C8
NZBNZDT305C1
NZBNZDT366C3
NZBNZDT344C0
NZBNZDT353C1
NZBNZDT387C9
NZBNZDT380C4
NZBNZDT378C8
NZBNZDT384C6
NZBNZDT365C5
NZBNZDT385C3
NZCCBDT001C6
NZCCBDT002C4
NZHKBDT006C0
NZICBDT002C8
12/22/2017
5/29/2020
11/13/2017
5/13/2019
< 365 days
< 365 days
5/3/2017
5/16/2018
9/4/2018
3/19/2019
6/10/2020
4/20/2018
9/4/2018
9/20/2018
7/12/2019
2/10/2017
4/28/2021
8/8/2016
7/12/2017
10/24/2017
3/16/2018
10%
10%
10%
10%
10%
20%
10%
10%
10%
10%
10%
10%
10%
8%
8%
8%
8%
8%
8%
8%
8%
12%
12%
12%
12%
12%
12%
12%
12%
12%
12%
12%
9%
9%
9%
9%
9%
9%
9%
9%
15%
15%
15%
15%
15%
15%
15%
15%
15%
15%
15%
10%
10%
10%
10%
10%
10%
10%
10%
NZICBDT001C0
NZKIWD0520L7
NZKIWD1117L1
NZKIWD0519L9
NZRABDT012C8
NZRABDT007C8
NZRABDT015C1
NZRABDT011C0
NZRABDT014C4
NZRABDT006C0
NZRABDT016C9
NZWNZD0918L1
NZWNZD0719L3
NZWNZD0217L8
NZWNZD0421L6
NZWNZD0816L7
NZWNZD0717L7
NZWNZD1017L1
NZWNZD0318L4
Repo Eligible Securities - Corporates

Issuer
Rating
Instrument
Auckland International Airport Limited

Contact Energy Limited
Contact Energy Limited
Fonterra Co-operative Group Ltd
GE Capital New Zealand Funding
Port of Tauranga Limited
Port of Tauranga Limited
Spark Finance Ltd
Spark Finance Ltd
Spark Finance Ltd
Telstra Corporation Limited
Toyota Finance New Zealand Ltd
A- to A+
A- to A+
A- to A+
A- to A+
A- to A+
A-2
BBB+ to BBBA-2
A- to A+
A- to A+
A- to A+
A- to A+
A- to A+
A- to A+
A- to A+
A-1 and above
BBB+ to BBBBBB+ to BBBA-2
A- to A+
A- to A+
A-1 and above
A-1 and above
AA- to AA+
AA- to AA+
AA- to AA+
AA- to AA+
Fixed Rate Bonds

Fixed Rate Bonds
Fixed Rate Bonds
FRNs
FRNs
CP Programme
Fixed Rate Bonds
CP Programme
Fixed Rate Bonds
Fixed Rate Bonds
Fixed Rate Bonds
Fixed Rate Bonds
Fixed Rate Bonds
Fixed Rate Bonds
FRNs
CP Programme
Fixed Rate Bonds
Fixed Rate Bonds
CP Programme
Fixed Rate Bonds
Fixed Rate Bonds
CP Programme
CP Programme
Fixed Rate Bonds
Fixed Rate Bonds
Fixed Rate Bonds
FRNs

8.000%
5.520%
4.280%
N/A
N/A
N/A
5.800%
N/A
4.600%
5.520%
4.330%
5.900%
4.420%
5.080%
N/A
N/A
5.865%
4.792%
N/A
5.250%
4.500%
N/A
N/A
4.913%
4.405%
5.250%
N/A
8/10/2016
5/28/2021
11/9/2022
4/11/2017
10/1/2018
<365 days
5/15/2019
< 365 days
10/24/2017
2/25/2020
10/20/2021
2/25/2022
3/7/2023
6/19/2025
10/24/2017
< 365 days
10/29/2019
1/29/2021
< 365 days
10/25/2019
3/25/2022
<365 days
< 365 days
7/30/2018
11/21/2018
4/23/2019
4/23/2019
Haircut
0 1 yrs 1 - 5 yrs 5 yrs
15%
17%
20%
10%
12%
15%
15%
17%
20%
10%
12%
15%
15%
17%
20%
20%
15%
17%
20%
20%
15%
17%
20%
10%
12%
15%
10%
12%
15%
10%
12%
15%
15%
17%
20%
15%
17%
20%
15%
17%
20%
10%
15%
17%
20%
15%
17%
20%
20%
10%
12%
15%
15%
17%
20%
10%
10%
8%
9%
10%
8%
9%
10%
8%
9%
10%
8%
9%
10%
ISIN
NZAIADG016C6
NZAIADT130L1
NZAIADT200L2
NZAIADT317L4
NZAIAD1018L8
NZCEND0020L3
NZFCGDT285C7
NZFCGDT265C9
NZFCGDG003C9
NZFCGDT266C7
NZFCGDG004C7
NZFCGDT310C3
NZFCGDT286C5
NZPOTD1019L2
NZPOTD0121L7
NZTCNDT003C9
NZSPFD0322L1
NZTFSDT568C3
NZTFSDT498C3
NZTFSDT539C4
NZTFSDT540C2
Repo Eligible Securities - ABS

Issuer
Rating
Instrument
Coupon
Fisher & Paykel Financial Services Ltd RFS Trust 2006-1

MTF Valiant Trust 2014 (Class A Notes)
A-1+
AAA
CP Programme
ABS
N/A
N/A
Maturity Date
< 365 days
7/15/2022
Haircut
ISIN
< 3yrs 3 yrs
15%
10%
15% NZVTMTFAT019
Repo Eligible Securities - RMBS Single name

Issuer
Rating
ANZ National Bank Ltd Kingfisher NZ 2008-1

ANZ National Bank Ltd Kingfisher NZ 2008-1
ASB Bank Ltd Medallion NZ Trust Series 2009-1R
Bank of New Zealand BNZ RMBS Trust Series 2008-1
The Co-operative Bank Ltd RMBS Trust Series 2013-1
The Co-operative Bank Ltd RMBS Trust Series 2015-1
Kiwibank Kiwibank RMBS Trust Series 2009-1
Southland Building Society SBS Oreti Trust Series 09-1-Tranche 1
Westpac New Zealand Ltd Westpac NZ Securitisation Ltd
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
Instrument
Coupon
Maturity Date
CP (Class A2)
Floating Rate Notes (Class B2)
Floating Rate Notes (Class A)
Floating Rate Notes (Tranche 1)
Floating Rate Notes (Class A1)
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
< 365 days

4/19/2050
4/15/2050
12/31/2049
12/1/2044
1/8/2047
7/15/2050
3/31/2050
2/28/2049
Haircut
< 3 yrs 3 yrs
19%
19%
19%
19%
19%
19%
19%
19%
19%
ISIN
NZKNZD1022G6
NZMDRDT001C5
NZBNRDT001C6
NZCORDT001C4
NZCORDT003C0
NZKRMD1001G9
NZS2OD0901O8
NZWWAD0001W7
Repo Eligible Securities - RMBS Two names

Issuer
Rating
Instrument
-

-
Haircut
< 3 yrs 3 yrs
-
ISIN
-
Repo Eligible Securities - Covered Bonds

Issuer
Rating
Instrument
ASB Bank Limited

ASB Bank Limited
Bank of New Zealand
Bank of New Zealand
Bank of New Zealand
Bank of New Zealand
AAA
AAA
AAA
AAA
AAA
AAA
Fixed Rate Covered Bonds

Floating Rate Covered Bond

5.255%
5.980%
6.425%
5.773%
4.261%
N/A
12/19/2017
2/7/2019
6/30/2017
1/19/2018
2/3/2023
3/31/2019
Haircut
< 3 yrs
5%
5%
5%
5%
5%
5%
Haircut
3 yrs
8%
8%
8%
8%
8%
8%
ISIN
NZACBDT001C8
NZACBDT002C6
NZBCBDT002C5
NZBCBDT345C8
NZBCBDT004C1
NZBCBDT003C3

RBNZ Securities

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Repo Eligible Securities - NZ Government

Coupon Maturity Date

Repo Eligible Securities - Reserve Bank Bills

Rating Instrument Coupon Maturity Date

Repo Eligible Securities - NZ Local Government Funding Agency Limited

Rating Instrument Coupon

Repo Eligible Securities - Local Authorities

A-1 and above

Nelson City Council

Repo Eligible Securities - Kauris

African Development Bank

Coupon Maturity Date

Repo Eligible Securities - Bank Securities

ANZ Bank New Zealand Limited

Fixed Rate Bonds

Repo Eligible Securities - Corporates

Auckland International Airport Limited

Fixed Rate Bonds

Coupon Maturity Date

Repo Eligible Securities - ABS

Fisher & Paykel Financial Services Ltd RFS Trust 2006-1

Repo Eligible Securities - RMBS Single name

ANZ National Bank Ltd Kingfisher NZ 2008-1

< 365 days

Repo Eligible Securities - RMBS Two names

Coupon Maturity Date

Repo Eligible Securities - Covered Bonds

ASB Bank Limited

Fixed Rate Covered Bonds

Coupon Maturity Date

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