GUIDELINE OF THE EUROPEAN CENTRAL BANK
of 22 March 2013
concerning statistics on holdings of securities
(ECB/2013/7)
(2013/215/EU)
Article 1
Scope
Article 2
Definitions
Article 3
NCBs’ reporting obligations for holdings of securities with an ISIN code
Article 4
Reporting approaches for holdings of securities without an ISIN code
Article 5
Approaches for compiling statistics on holdings of securities held in custody
Article 6
Derogations
Article 7
Reference data on reporting groups’ consolidated balance sheet assets
Article 8
Notification procedure to heads of reporting groups
Article 9
Review procedure by the Governing Council
Article 10
Cooperation with competent authorities other than NCBs
Article 11
Verification
Article 12
Transmission standards
Article 13
Simplified amendment procedure
Article 14
Taking effect and implementation
Article 15
Addressees
ANNEX I
REPORTING SCHEMES
Reported information(1) |
Attribute |
Status(2) |
Description |
||||
|
Reporting institution |
M |
Identification code of the reporting institution |
||||
Submission date |
M |
Date on which the data are submitted to the SHSDB |
|||||
Reference period |
M |
Period to which the data refer |
|||||
Reporting frequency |
M |
|
Quarterly data |
||||
|
Monthly data(3) |
||||||
|
M |
Treatment of early redemptions |
|||||
M |
Treatment of accrued interest |
Reported information(4) |
Attribute |
Status(5) |
Description |
|
Securities related information |
Holder sector |
M |
Sector/subsector of the investor. |
|
|
|
Non-financial corporations (S.11)(6) |
||
|
Deposit-taking corporations except central banks (S.122) |
|||
|
Money market funds (MMF) (S.123) |
|||
|
Non-MMF investment funds (S.124) |
|||
|
Other financial corporations(7) excluding financial vehicle corporations |
|||
|
Financial vehicle corporations |
|||
|
Insurance corporations (S.128) |
|||
|
Pension funds (S.129) |
|||
|
Insurance corporations and pension funds (subsector not identified) (S.128 + S.129) (transitional period) |
|||
|
Central government (S.1311) (voluntary breakdown) |
|||
|
State government (S.1312) (voluntary breakdown) |
|||
|
Local government (S.1313) (voluntary breakdown) |
|||
|
Social security funds (S.1314) (voluntary breakdown) |
|||
|
Other general government (subsector not identified) |
|||
|
Households excluding non-profit institutions serving households (S.14) (voluntary breakdown for resident investors, mandatory for third party holdings) |
|||
|
Non-profit institutions serving households (S.15) (voluntary breakdown) |
|||
|
Other households and non-profit institutions serving households (S.14 + S.15) (subsector not identified) |
|||
|
Non-financial investors excluding households (only for third party holdings) (S.11 + S.13 + S.15)(8) |
|||
|
Central banks and general government to be reported only for holdings by non-euro area countries (S.121 + S.13)(9) |
|||
|
Investors other than central banks and governments to be reported only for holdings by non-euro area countries(9) |
|||
|
Unknown sector(10) |
|||
Holder country |
M |
Country of residence of the investor |
||
Source |
M |
Source of the submitted information on securities holdings |
||
|
|
Direct reporting |
||
|
Custodian reporting |
|||
|
Mixed reporting(11) |
|||
|
Not available |
|||
Function |
M |
Function of the investment according to the classification of balance of payments statistics |
||
|
|
Direct investment |
||
|
Portfolio investment |
|||
|
Not specified |
|||
Reporting basis |
M/V(12) |
Indicates how the security is quoted, as a percentage or in units |
||
|
|
Percentage |
||
|
|
Units |
||
Nominal currency |
V |
Currency in which the ISIN is denominated, reported when the reporting basis equals percentage |
||
Positions |
M |
Total amount of securities held |
||
|
|
At nominal value(13). Number of shares or units of a security or aggregated nominal amount (in nominal currency or euro) if the security is traded in amounts rather than in units, excluding the accrued interest |
||
|
At market value. Amount held at the price quoted in the market in euro, including accrued interest(14) |
|||
Positions: of which amount |
M(15) |
Amount of securities held by the two largest investors |
||
|
|
At nominal value, according to the same valuation method as positions |
||
|
At market value, according to the same valuation method as positions |
|||
Format |
M(13) |
Specifies the format used for the positions at nominal value |
||
|
|
Nominal value in euro or other relevant currency |
||
|
Number of shares/units(16) |
|||
Other changes in volume |
M |
Other changes in the amount of the security held |
||
|
|
At nominal value in the same format as the positions at nominal value |
||
|
At market value in euro |
|||
Other changes in volume: of which amount |
M(15) |
Other changes in volume in the amount held by the two largest investors |
||
|
|
At nominal value, according to the same valuation method as positions |
||
|
At market value, according to the same valuation method as positions |
|||
Financial transactions |
M(17) |
Sum of purchases minus sales of a security, recorded at transaction value in euro including accrued interest(18) |
||
Financial transactions: of which amount |
M(15),(19) |
Sum of the two largest transactions in absolute terms by individual holders, according to the same valuation method as the financial transactions |
||
Confidentiality status |
M(20) |
Confidentiality status for positions, transactions, other changes in volume |
||
|
|
Not for publication, restricted for internal use only |
||
|
Confidential statistical information |
|||
|
Not applicable(21) |
Reported information(22) |
Attribute |
Status(23) |
Description |
Reference data |
ISIN code |
M |
ISIN code |
Reported information(24) |
Attribute |
Status(25) |
Description |
|||
|
Aggregation flag |
M |
Type of data |
|||
|
|
Data reported on a security-by-security basis |
||||
|
Aggregated data (no security-by-security) |
|||||
Securities/aggregates identification number |
M |
Internal securities identification number for securities without an ISIN code and aggregated data on securities holdings |
||||
Securities identification number type |
M(26) |
Specifies the securities identification number for securities reported on a security-by-security basis(27) |
||||
|
|
NCB internal number |
||||
|
CUSIP |
|||||
|
SEDOL |
|||||
|
other (to be specified in metadata) |
|||||
Instrument classification |
M |
Classification of the security according to ESA 2010 and Regulation (EU) No 1011/2012 (ECB/2012/24) |
||||
|
|
Short-term debt securities (F.31) |
||||
|
Long-term debt securities (F.32) |
|||||
|
Listed shares (F.511) |
|||||
|
Investment fund shares or units (F.52) |
|||||
|
Other security types(28) |
|||||
Issuer sector |
M |
Institutional sector of the issuer according to ESA 2010 and Regulation (EU) No 1011/2012 (ECB/2012/24) |
||||
Issuer country |
M |
Country of legal incorporation or domicile of the issuer of the security |
||||
Price value(29) |
V |
Price of the security at the end of the reference period |
||||
Price value basis(29) |
V |
Basis on which the price value is given |
||||
|
|
euro or other relevant currency |
||||
|
Percentage |
|||||
|
Issuer name |
V |
Name of the issuer |
|||
Short name |
V |
Short name of the security given by issuer, defined according to the characteristics of the security and any other available information |
||||
Issue date |
V |
The date on which the securities are delivered to the underwriter by the issuer against payment. This is the date when the securities are available for delivery to investors for the first time |
||||
Maturity date |
V |
Date on which the instrument is redeemed |
||||
Amount outstanding |
V |
Amount outstanding converted into euro |
||||
Market capitalisation |
V |
Latest available market capitalisation in euro |
||||
Accrued interest |
V |
Interest accrued since the last coupon payments or the accrual start date |
||||
Last split factor |
V |
Stock splits and reverse splits of shares |
||||
Last split date |
V |
Date from which the stock split becomes effective |
||||
Coupon type |
V |
Type of coupon (fixed, floating, stepped, etc.) |
||||
Debt type |
V |
Type of debt instrument |
||||
Dividend amount |
V |
Amount of last dividend payment per share in dividend amount type before tax (gross dividend) |
||||
Dividend amount type |
V |
Denomination either in dividend currency or number of shares |
||||
Dividend currency |
V |
Currency of last dividend payment |
||||
Asset securitisation type |
V |
Type of securing asset |
Reported information(30) |
Attribute |
Status(31) |
Description |
|||
|
Reporting institution |
M |
Identification code of the reporting institution |
|||
Submission date |
M |
Date on which the data are submitted to the SHSDB |
||||
Reference period |
M |
Period to which the data refer |
||||
Reporting frequency |
M |
Quarterly data |
||||
|
M |
Treatment of early redemptions |
||||
M |
Treatment of accrued interest |
Reported information(32) |
Attribute |
Status(33) |
Description |
|
Securities related information |
Reporting group ID |
M |
ID of the reporting group(34) |
|
Residency of the entities of the group |
V |
Residency of the entities of the group, when reported separately from head office(35) |
||
|
|
Resident in the country of the head office |
||
|
Not resident in the country of the head office |
|||
|
If not resident in the country of the head office, resident of other euro area countries |
|||
|
If not resident in the country of the head office, resident outside the euro area |
|||
Entity ID |
V |
ID of the entity of the group(34) |
||
Country of residency of the entity |
V |
Country of legal incorporation or domicile of the entity |
||
Group type |
M |
Group type |
||
|
|
Banking group |
||
Reporting basis |
M |
Indicates how the security is quoted, as a percentage or in units |
||
|
|
Percentage |
||
|
Units |
|||
Nominal currency |
V |
Currency in which the ISIN is denominated, reported when reporting basis equals percentage |
||
Format |
M(36) |
Specifies the format used for the positions at nominal value |
||
|
|
Nominal value in euro or other relevant currency |
||
|
Number of shares/units(37) |
|||
Positions |
M |
Total amount of securities held |
||
|
|
At nominal value(36). Number of shares or units of a security or aggregated nominal amount in nominal currency or euro if the security is traded in amounts rather than in units, excluding the accrued interest |
||
|
At market value. Amount held of a security at the price quoted in the market in euro, including accrued interest(38) |
|||
Other changes in volume |
V |
Other changes in volume in the amount of the security held |
||
|
|
At nominal value in the same format as the positions at nominal value(36) |
||
|
At market value in euro |
|||
Financial transactions |
V |
Sum of purchases minus sales of a security, recorded at transaction value in euro including accrued interest(38) |
||
|
Issuer is part of the reporting group |
V |
Indicates whether the security was issued by an entity of the same reporting group |
Reported information(39) |
Attribute |
Status(40) |
Description |
Reference data |
ISIN code |
M |
ISIN code |
Reported information(41) |
Attribute |
Status(42) |
Description |
|||
|
Aggregation flag |
M |
Type of data |
|||
|
|
Data reported on a security-by-security basis |
||||
|
Aggregated data (no security-by-security) |
|||||
Securities identification number |
M |
Internal NCB identification number for holdings of securities without an ISIN code reported on a security-by-security basis, or on an aggregated basis |
||||
Securities identification number type |
M(43) |
Specifies the securities identification number for securities reported on a security-by-security basis(44) |
||||
|
|
NCB internal number |
||||
|
CUSIP |
|||||
|
SEDOL |
|||||
|
Other(45) |
|||||
Instrument classification |
M |
Classification of the security according to ESA 2010 and Regulation (EU) No 1011/2012 (ECB/2012/24) |
||||
|
|
Short-term debt securities |
||||
|
Long-term debt securities |
|||||
|
Quoted shares |
|||||
|
Investment fund shares |
|||||
|
Other security types(46) |
|||||
Issuer sector |
M |
Institutional sector of the issuer according to ESA 2010 and Regulation (EU) No 1011/2012 (ECB/2012/24) |
||||
Issuer country |
M |
Country of legal incorporation or domicile of the issuer of the security |
||||
Price value(47) |
V |
Price of the security at the end of the reference period |
||||
Price value basis(47) |
V |
Specifies the basis on which the price value is given |
||||
|
|
euro or other relevant currency |
||||
|
Percentage |
|||||
|
Issuer name |
V |
Name of the issuer |
|||
Short name |
V |
Short name of the security given by issuer, defined according to the characteristics of the issue and any other available information |
||||
Issuer is part of the reporting group |
V |
Indicates whether the security was issued by an entity of the same reporting group for securities reported on a security-by-security basis |
||||
Issue date |
V |
The date on which the securities are delivered to the underwriter by the issuer against payment. This is the date when the securities are available for delivery to investors for the first time |
||||
Maturity date |
V |
Date on which the debt instrument is redeemed |
||||
Amount outstanding |
V |
Amount outstanding converted into euro |
||||
Market capitalisation |
V |
Latest available market capitalisation in euro |
||||
Accrued interest |
V |
Interest accrued since the last coupon payments or the accrual start date |
||||
Last split factor |
V |
Stock splits and reverse splits of shares |
||||
Last split date |
V |
Date from which the stock split becomes effective |
||||
Coupon type |
V |
Type of coupon (fixed, floating, stepped, etc.) |
||||
Debt type |
V |
Type of debt instrument |
||||
Dividend amount |
V |
Amount of last dividend payment per share in dividend amount type before tax (gross dividend) |
||||
Dividend amount type |
V |
Denomination either in dividend currency or number of shares |
||||
Dividend currency |
V |
Currency of last dividend payment |
||||
Asset securitisation type |
V |
Type of securing asset |