EBU Single Rulebook Q&A 2 March 2018 2018_3745 Reporting of cash flows related to collateral management transactions in which collateral to be delivered/received is defined using the participants netting exposure

If a credit institution has two repo/reverse repo trades of the same size, same basket, different positions and different maturities (one within 30 days and the latter maturing after 30 days horizon) with a CCP which requires for collateral exchange on a net basis, how should these operations be represented in LCR?