3.

in Annex III, Parts 2, 3 and 4 are replaced by the following: ‘PART 2 DSDs and datasets 1. In the SDMX messages exchanged, statistical concepts can be used either as dimensions (in composing the ‘keys’ identifying the time series) or as attributes (providing information about the data). Coded dimensions and attributes take their values from predefined code lists. The DSDs define the structure of the exchanged series keys, in terms of concepts and associated code lists. In addition, they define their relationship with the relevant attributes. The same structure can be used for several data flows, which are differentiated by the data set information. 2. In the context of monetary and financial statistics, the ECB has defined 12 DSDs currently used for the exchange of statistics with the ESCB and other international organisations. For the majority of those DSDs, one data set using that structure is exchanged and as a consequence the DSD identifier and the associated data set identifier (DSI) used in the SDMX data messages are the same. For treatment, timeliness and responsibility purposes, two different data sets following the ‘ECB_BSI1’ DSD have been defined and are distinguished at the DSI level. Similarly, two different data sets following the ‘ECB_ICPF1’ DSD have been defined and are distinguished at the DSI level. The following data flows characteristics are in production: — balance sheet items (BSI), DSD identifier and DSI ‘ECB_BSI1’, — balance sheet items in the context of the Blue Book (BSP), DSD identifier ‘ECB_BSI1’ and DSI ‘ECB_BSP’, — banking structural financial indicators (SSI), DSD identifier and DSI ‘ECB_SSI1’, — banking structural financial indicators in the context of the Blue Book (SSP), DSD identifier ‘ECB_SS1’ and DSI ‘ECB_SSP’, — MFI interest rates (MIR), DSD identifier and DSI ‘ECB_MIR1’, — other financial intermediaries (OFI), DSD identifier and DSI ‘ECB_OFI1’, — securities issues (SEC), DSD identifier and DSI ‘ECB_SEC1’, — payment and settlement systems (PSS), DSD identifier and DSI ‘ECB_PSS1’, — investment funds (IVF), DSD identifier and DSI ‘ECB_IVF1’, — financial vehicle corporations (FVC), DSD identifier and DSI ‘ECB_FVC1’, — consolidated banking data (CBD), DSD identifier and DSI ‘ECB_CBD1’, — international consolidated banking statistics (CBS), DSD identifier and DSI ‘BIS_CBS’, — insurance corporations' assets and liabilities (ICB), DSD identifier ‘ECB_ICPF1’ and DSI ‘ECB_ICB’, — insurance corporations' operations (premiums, claims, commissions) (ICO), DSD identifier and DSI ‘ECB_ICO1’, — pension funds' assets and liabilities (PFB), DSD identifier ‘ECB_ICPF1’ and DSI ‘ECB_PFB’. 2.1. The DSI ‘ECB_BSI1’ is used to define the series keys for data on: — MFI balance sheet statistics, — e-money, — credit institutions balance sheet statistics, — MMF balance sheet statistics, — central government deposit liabilities and holdings of cash and securities, — memorandum items, — supplementary BSI data reported by the NCBs to the International Monetary Fund using the ECB gateway services, — securitised and sold MFI loans to third parties, — reserve base statistics, — macro ratio, — loans to non-financial corporations broken down by branch of activity, — credit lines. 2.2. For the purposes of insurance corporations and pension funds (ICPF), the DSI ‘ECB_ICPF1’ is used to define the series keys for data on insurance corporations' assets and liabilities and on pension funds' assets and liabilities. PART 3 Dimensions The table below identifies the dimensions composing the series keys of the specific monetary and financial statistics listed in Part 2, their format and the code lists from which they take their code values. Data structure definition (DSD) Concept Concept name Value Code list Code list name BSI SSI MIR OFI SEC PSS IVF FVC CBD CBS (9) ICPF ICO (identifier) format (10) DIMENSION ORDER IN THE KEY DIMENSIONS 1 1 1 1 1 1 1 1 1 1 1 1 FREQ Frequency AN1 CL_FREQ Frequency code list 2 2 2 2 2 2 2 2 2 REF_AREA Reference area AN2 CL_AREA_EE Area code list 2 2 REF_AREA Reference area AN2 CL_AREA (11) Area code list 3 3 3 3 ADJUSTMENT Adjustment indicator AN1 CL_ADJUSTMENT Adjustment indicator code list 4 3 BS_REP_SECTOR Balance sheet reference sector breakdown AN..2 CL_BS_REP_SECTOR Balance sheet reference sector breakdown code list 3 REF_SECTOR Reference sector breakdown AN4 CL_ESA95_SECTOR ESA 95 reference sectoral breakdown code list 3 SEC_ISSUING SECTOR Securities issuing sector AN4 CL_ESA95_SECTOR ESA 95 reference sectoral breakdown code list 3 PSS_INFO_TYPE PSS information type AN4 CL_PSS_INFO_TYPE Payment and settlement system information type code list 4 PSS_INSTRUMENT PSS instrument AN4 CL_PSS_INSTRUMENT Payment and settlement system instrument code list 5 PSS_SYSTEM PSS entry point AN4 CL_PSS_SYSTEM Payment and settlement system entry point code list 6 DATA_TYPE_PSS PSS data type AN2 CL_DATA_TYPE_PSS Payment and settlement system data type code list 3 COMP_APPROACH Compilation approach indicator AN1 CL_COMP_APPROACH Compilation approach indicator code list 4 OFI_REP_SECTOR Other financial intermediaries reporting sector AN2 CL_OFI_REP_SECTOR Other financial intermediaries reference sectoral breakdown code list 4 IVF_REP_SECTOR Investment funds reporting sector AN2 CL_IVF_REP_SECTOR Investment funds reference sectoral breakdown code list 4 FVC_REP_SECTOR Financial vehicle corporations reporting sector AN1 CL_FVC_REP_SECTOR Financial vehicle corporations reference sectoral breakdown code list 4 3 REPORTING_SECTOR Reporting sector AN..6 CL_SECTOR (11) Institutional sector code list 3 CB_REP_SECTOR CBD reference sector breakdown AN2 CL_CB_REP_SECTOR Consolidated banking data reference sector breakdown code list 4 CB_SECTOR_SIZE CBD reference sector size AN1 CL_CB_SECTOR_SIZE Consolidated banking data reference sector size code list 4 SSI_INDICATOR Structural financial indicator AN3 CL_SSI_INDICATOR Structural financial indicator's code list 5 4 BS_ITEM Balance sheet item AN..7 CL_BS_ITEM Balance sheet item code list 5 OFI_ITEM Other financial intermediaries balance sheet item AN3 CL_OFI_ITEM Other financial intermediaries balance sheet item code list 4 SEC_ITEM Securities item AN6 CL_ESA95_ACCOUNT ESA 95 account code list 5 IF_ITEM Investment funds assets and liabilities AN3 CL_IF_ITEM IF balance sheet item code list 5 FVC_ITEM Financial vehicle corporations assets and liabilities AN3 CL_FVC_ITEM Financial vehicle corporations balance sheet item code list 5 ICPF_ITEM Insurance corporations and pension funds assets and liabilities AN..4 CL_ICPF_ITEM Insurance corporations and pension funds assets and liabilities code list 4 ICO_PAY_ITEM Insurance corporations operations item AN1 CL_ICO_PAY Insurance corporations operations item code list 5 CB_ITEM Consolidated banking data item AN5 CL_CB_ITEM Consolidated banking data item code list 6 5 6 6 6 6 MATURITY_ORIG Original maturity AN..3 CL_MATURITY_ORIG Original maturity code list 6 MATURITY Maturity AN..6 CL_MATURITY (11) Maturity code list 5 SEC_VALUATION Securities valuation AN1 CL_MUFA_VALUATION Valuation in MUFA context code list 7 5 7 7 7 7 7 DATA_TYPE Data type AN1 CL_DATA_TYPE Money and banking type of data, flow and position code list 6 DATA_TYPE_MIR MIR data type AN1 CL_DATA_TYPE_MIR MFI interest rates data type code list 6 DATA_TYPE_SEC Securities data type AN1 CL_DATA_TYPE_SEC Securities data type code list 2 L_MEASURE Stock, flow AN1 CL_STOCK_FLOW Stock, flow 3 L_REP_CTY Reference area code for BIS international financial statistics (BIS-IFS) AN2 CL_BIS_IF_REF_AREA Reference area code for BIS-IFS 4 CBS_BANK_TYPE CBS bank type AN2 CL_BIS_IF_REF_AREA CBS bank type 5 CBS_BASIS CBS reporting basis AN1 CL_CBS_BASIS CBS reporting basis 6 L_POSITION CBS position type AN1 CL_L_POSITION Position type 7 L_INSTR CBS instrument type AN1 CL_L_INSTR Instrument type 8 REM_MATURITY CBS remaining maturities AN1 CL_ISSUE_MAT Issue maturity code list 9 CURR_TYPE_BOOK CBS currency type of booking location AN3 CL_CURRENCY_3POS Currency type of booking location 10 L_CP_SECTOR CBS counterparty sector AN1 CL_L_SECTOR CBS counterparty sector 11 L_CP_COUNTRY CBS counterparty area AN2 CL_BIS_IF_REF_AREA Reference area code for BIS-IFS 8 6 8 7 8 8 8 COUNT_AREA Counterpart area AN2 CL_AREA_EE Area code list 8 5 COUNTERPART_AREA Counterpart area AN2 CL_AREA Area code list 7 AMOUNT_CAT Amount category AN1 CL_AMOUNT_CAT Amount category code list 9 8 9 9 9 9 BS_COUNT_SECTOR Balance sheet counterpart sector AN..7 CL_BS_COUNT_SECTOR Balance sheet counterpart sector code list 9 COUNTERPART_SECTOR Counterpart sector AN..6 CL_SECTOR Institutional sector code list 8 COUNTERPART_SECTOR Counterpart sector AN2 CL_PS_COUNT_SECTOR Payment and settlement system receiving/acquiring sector 10 FVC_ORI_SECTOR Financial vehicle corporations originator sector AN2 CL_FVC_ORI_SECTOR Financial vehicle corporations originator sector code list 6 ICO_UNIT Insurance corporations unit AN1 CL_ICO_UNIT Insurance corporations unit code list 10 7 9 10 7 9 10 11 10 10 CURRENCY_TRANS Currency of transaction AN3 CL_CURRENCY Currency code list 8 11 8 10 11 11 SERIES_DENOM Denomination of the series or special calculation AN1 CL_SERIES_DENOM Denomination of the series or special calculation code list 11 7 CURRENCY_DENOM Currency denominator AN..15 CL_UNIT Unit code list 11 12 BS_SUFFIX Balance sheet suffix AN..3 CL_BS_SUFFIX Balance sheet suffix code list 9 SEC_SUFFIX Series suffix in securities context AN1 CL_SEC_SUFFIX Securities suffix code list 10 IR_BUS_COV Interest rates business coverage AN1 CL_IR_BUS_COV Interest rates business coverage code list Frequency. This dimension indicates the frequency of the reported time series. The specific data exchange requirements are as follows: — for the ‘ECB_OFI1’ DSD: when national data are only available at a lower frequency, i.e. biannually or annually, NCBs estimate quarterly data. When quarterly estimates are not feasible, data are nevertheless provided as quarterly time series, i.e. annual data are provided as yyyyQ4 and biannual data are provided as yyyyQ2 and yyyyQ4 with the remaining quarters either not reported or reported as missing with the observation status ‘L’, — for the ‘ECB_SEC1’ DSD: if the required monthly data are not available and no estimates can be made, then quarterly or annual data can be sent. Reference area. This dimension relates to the country of residence of the reporting institution. In the ‘ECB_SEC1’ DSD, it indicates the country of residence of the issuing sector (*). Adjustment indicator. This dimension indicates whether a seasonal adjustment and/or a working day adjustment are applied. Balance sheet reference sector breakdown. This dimension refers to the reporting sector according to the breakdown defined in the associated code list. Reference sector breakdown. This dimension indicates the reference sector for the structural financial indicators (in the ‘ECB_SSI1’ DSD). Securities issuing sector. This dimension refers to the sector of the securities issuers (in the ‘ECB_SEC1’ DSD). PSS information type. This dimension represents the general type of information to be provided in the context of the ‘ECB_PSS1’ DSD. PSS instrument. This dimension, used in the ‘ECB_PSS1’ DSD, indicates the particular type of instrument/device used for the payment transactions, e.g. cards with a cash function or credit transfers, etc. PSS entry point. This dimension is linked to the type of terminal or system through which the underlying payments transaction was done. For the correspondence of payment systems and PSS entry point code values, see Part 16 of Annex II. PSS data type. In the PSS context, this dimension gives the unit of measurement for the observation, i.e. whether a number or a value should be reported for the item (e.g. number of transactions per card, value of transactions per card, etc.). Compilation approach. This dimension indicates whether data represent the home or the host approach. Other financial intermediaries reporting sector. This dimension indicates the sector of the reporting institution within the OFI sector. Investment funds reporting sector. This dimension indicates the sector of the reporting institution within the IF sector. Financial vehicle corporations reporting sector. This dimension indicates the sector of the reporting institution within the FVC sector. Reporting sector. This dimension indicates whether the reporting institution is a PF or a type of IC. CBD reference sector breakdown. This dimension indicates the ownership and type of the reporting institution (domestic credit institutions versus foreign controlled subsidiaries or branches). CBD sector size. This dimension indicates the size of the reporting institution with respect to its total assets. It only applies to the domestic credit institutions. Structural financial indicator. This dimension is ‘ECB_SSI1’ DSD specific and represents the type of structural financial indicator. Balance sheet item. This dimension indicates the item of the MFI balance sheet as defined in Regulation (EU) No 1071/2013 (ECB/2013/33). Other financial intermediaries balance sheet item. This dimension indicates an item of the OFI balance sheet. OFIs concentrate on different financial activities depending on the type of institution, and not all balance sheet items apply to all types of intermediaries. Therefore, while most of the balance sheet items are common to all types of other financial intermediaries, ‘other assets’ and ‘other liabilities’ can have different definitions for different types of intermediaries. On the asset side, two different definitions are adopted for the ‘other assets’ item: (a) for security and derivative dealers (SDDs) this item includes loans; and (b) for financial corporations engaged in lending (FCLs) the item includes deposits, cash, investment fund shares, fixed assets and financial derivatives. With regard to the ‘other liabilities’ item: (a) for SDDs this item excludes debt securities, capital and reserves and financial derivatives; and (b) for FCLs this item includes financial derivatives. Securities item. This dimension refers to the items taken from the list of items set up for the monetary union financial accounts (MUFA) in line with the European System of Accounts concepts. It is only used for the ‘ECB_SEC1’ DSD. Investment funds assets and liabilities. This dimension relates to the item of the IF's assets and liabilities as defined in Regulation (EU) No 1073/2013 (ECB/2013/38). Financial vehicle corporations assets and liabilities. This dimension relates to the item of the FVC's assets and liabilities as defined in Regulation (EU) No 1075/2013 (ECB/2013/40). Insurance corporations and pension funds assets and liabilities. This dimension indicates an item of the IC and PF assets and liabilities. In the case of ICs, the items are defined in Regulation (EU) No 1374/2014 (ECB/2014/50). In the case of PFs, the items are defined in the ESA 2010. Insurance corporations operations item. This dimension relates to the items of operations of ICs, i.e. premiums, claims and commissions, as defined in Regulation (EU) No 1374/2014 (ECB/2014/50). Consolidated banking data item. This dimension indicates the item of the CBD reporting scheme to be reported (from the banks' income statement, balance sheet and capital adequacy reports). Original maturity. For the ‘ECB_BSI1’, ‘ECB_FVC1’, ‘ECB_IVF1’, ‘ECB_CBD1’ and ‘ECB_OFI1’ DSDs, this dimension indicates the original maturity of the BSI. For the ‘ECB_MIR1’ DSD, this dimension indicates, for items on outstanding amounts, the breakdown by original maturity or period of notice of the deposits or loans; for items on new business, it indicates the breakdown by original maturity or period of notice in the case of deposits and the initial period of fixation in the case of loans. Maturity. This dimension indicates the original and the remaining maturity of the instrument in the ‘ECB_ICPF1’ DSD. Securities valuation. This dimension identifies the valuation method used for securities issues statistics in the ‘ECB_SEC1’ DSD. Data type. This dimension describes the type of data reported in the ‘ECB_BSI1’, ‘ECB_SSI1’, ‘ECB_OFI1’, ‘ECB_IVF1’, ‘ECB_FVC1’, ‘ECB_CBD1’, ‘ECB_ICPF1’ and ‘ECB_ICO1’ DSDs. MIR data type. In the ‘ECB_MIR1’ DSD, this dimension distinguishes MFI interest rate statistics from those relating to the volumes of new business or outstanding amounts. Securities data type. This dimension indicates the type of data contained within the securities issues statistics in the ‘ECB_SEC1’ DSD. Net issues are only provided if issues and redemptions cannot be separately identified. Stock, flow. This dimension, which is ‘BIS_CBS’ specific, indicates the data type stock or flow of the data that is reported. Reference area code for BIS-IFS. This dimension, which is ‘BIS_CBS’ specific, represents the area of residence of the reporting institutions. CBS bank type. This dimension, which is ‘BIS_CBS’ specific, refers to the group of the corresponding reporting sector. For transmission to the ECB the code ‘4P’ should be used, namely, data should be reported only for domestic bank offices referring to CBD large banking groups. CBS reporting basis. This dimension, which is ‘BIS_CBS’ specific, represents the recording basis of a claim or exposure. CBS position type. This dimension, which is ‘BIS_CBS’ specific, represents the type of financial position recorded by the data. CBS remaining maturity. This dimension, which is ‘BIS_CBS’ specific, represents the remaining maturity of the claims or exposures recorded. CBS currency type of booking location. This dimension, which is ‘BIS_CBS’ specific, represents the currency type of the claims recorded. CBS counterparty sector. This dimension, which is ‘BIS_CBS’ specific, is linked to the sectoral breakdown of the counterpart for the claims or exposures recorded. CBS counterparty area. This dimension, which is ‘BIS_CBS’ specific, gives the country of residence of the counterpart of the relevant item. Counterpart area. This dimension gives the area of residence of the counterpart of the relevant item. Amount category. This dimension gives the category of the amount of new loans to non-financial corporations; new loans are also reported according to their size. It is only relevant for the ‘ECB_MIR1’ DSD. Balance sheet counterpart sector. This dimension is linked to the sectoral breakdown of the counterpart of BSIs. In the ‘ECB_ICPF1’ DSD, it indicates the sector of the counterpart of the relevant item. Counterpart sector. This dimension, defined in the ‘ECB_PSS1’ DSD, represents the sector breakdown of the type of beneficiary (counterpart) involved in the payment transaction. Financial vehicle corporations originator sector. This dimension, defined in the ‘ECB_FVC1’ DSD, represents the sector of the transferor (originator) of the assets, or a pool of assets, and/or the credit risk of the asset or pool of assets to the securitisation structure. Insurance corporations unit. This dimension indicates the relevant business unit of the IC. Currency of transaction. This dimension describes the currency in which the securities are issued (for the ‘ECB_SEC1’ DSD), or in which the following are denominated: (a) the MFI balance sheet items (for the ‘ECB_BSI1’ DSD); (b) the structural financial indicators (for the ‘ECB_SSI1’ DSD); (c) the deposits and loans (for the ‘ECB_MIR1’ DSD); (d) the IF assets and liabilities (for the ‘ECB_IVF1’ DSD); (e) the payment transactions (for the ‘ECB_PSS1’ DSD); (f) the FVC assets and liabilities (for the ‘ECB_FVC1’ DSD); (g) the OFI balance sheet items (for the ‘ECB_OFI1’ DSD); (h) the CBD items (for the ‘ECB_CBD1’ DSD); and (i) the transactions in IC and PF assets and liabilities (for the ‘ECB_ICPF1’ DSD). Currency denominator. This dimension describes the currency in which (a) the IC and PF assets and liabilities (for the ‘ECB_ICPF1’ DSD); and (b) the operations of ICs (for the ‘ECB_ICO1’ DSD) are denominated. Denomination of the series or special calculation. This dimension indicates the currency denominator in which the observations within a time series are expressed, or specifies the underlying calculation. Balance sheet suffix. This dimension, present in the ‘ECB_BSI1’ DSD, gives the currency denominator in which the observations within a time series are expressed, or specifies the underlying calculation. Series suffix in securities context. This dimension contains supplementary data types for derived series. It is only used for the ‘ECB_SEC1’ DSD. Interest rates business coverage. This dimension, which is ‘ECB_MIR1’ DSD specific, indicates whether the MFI interest rates statistics refer to outstanding amounts or to a new business. PART 4 Attributes The sections below explain in detail the attributes associated with the exchanged data. Section 1 defines the attributes per DSD including their format and attachment level. Section 2 sets out the responsibility of the ESCB data exchange partners in the creation of attributes and their maintenance, as well as the status of the attributes. Sections 3, 4 and 5 focus on the content of the attributes sorted by attachment level, respectively the sibling, time series and observation level. Section 1: Coded and uncoded attributes defined in the ECB_BSI1, ECB_SSI1, ECB_MIR1, ECB_OFI1, ECB_SEC1, ECB_PSS1, ECB_IVF1, ECB_FVC1, ECB_CBD1, BIS_CBS, ECB_ICPF1 and ECB_ICO1 DSDs In addition to the dimensions defining the series keys, a set of attributes is defined. The attributes are attached at various levels of the exchanged information: at sibling, time series or observation level. As illustrated below, they either take their value from pre-defined lists of codes or are uncoded, and are used to add textual explanations on relevant data aspects. Attribute values are exchanged only when they are set for the first time and whenever they change with the exception of the mandatory attributes attached at observation level, which are attached to each observation and reported at every data transmission. The table below provides information on the attributes defined for each DSD under consideration, on the level at which they are attached, their format and the name of the code lists from which coded attributes take their values. Statistical concept Format (12) Code list BSI SSI MIR OFI SEC PSS IVF FVC CBD CBS ICPF ICO ATTRIBUTES AT SIBLING LEVEL (exchanged using the FNS group) √ √ √ √ √ √ √ √ TITLE Title AN..70 uncoded √ √ √ √ √ √ √ √ √ √ √ √ UNIT Unit AN..12 CL_UNIT Unit code list √ √ √ √ √ √ √ √ √ √ √ √ UNIT_MULT Unit multiplier AN..2 CL_UNIT_MULT Unit multiplier code list √ √ √ √ √ √ √ √ √ √ √ √ DECIMALS Decimals N1 CL_DECIMALS Decimals code list √ √ √ √ √ √ √ √ √ √ √ √ TITLE_COMPL Title complement AN..1050 uncoded √ √ √ √ √ √ √ NAT_TITLE National language title AN..350 uncoded √ √ √ √ √ √ √ √ √ √ √ √ COMPILATION Compilation AN..1050 uncoded √ √ √ √ √ √ COVERAGE Coverage AN..350 uncoded √ √ √ √ √ √ √ √ √ √ √ √ SOURCE_AGENCY Source agency AN3 CL_ORGANISATION Organisation code list √ METHOD_REF Methodology reference AN..1050 uncoded ATTRIBUTES AT TIME SERIES LEVEL (exchanged using the FNS group) √ √ √ √ √ √ √ √ √ √ √ √ COLLECTION Collection indicator AN1 CL_COLLECTION Collection indicator code list √ √ √ √ √ √ √ √ √ √ √ DOM_SER_IDS Domestic series identifier AN..70 uncoded √ √ √ √ √ √ √ √ BREAKS Breaks AN..350 uncoded √ √ √ √ √ √ √ UNIT_INDEX_BASE Unit index base AN..35 uncoded √ AVAILABILITY Availability AN1 CL_AVAILABILITY Availability code list √ √ √ √ √ √ √ √ √ PUBL_PUBLIC Source publication AN..1050 uncoded √ √ √ √ √ √ √ √ √ √ PUBL_MU Source publication (euro area only) AN..1050 uncoded √ √ √ √ √ √ PUBL_ECB Source publication (ECB only) AN..1050 uncoded ATTRIBUTES AT OBSERVATION LEVEL (exchanged together with the data in the main ARR segment except for OBS_COM which is exchanged within the FNS group) √ √ √ √ √ √ √ √ √ √ √ √ OBS_STATUS Observation status AN1 CL_OBS_STATUS Observation status code list √ √ √ √ √ √ √ √ √ √ √ √ OBS_CONF Observation confidentiality AN1 CL_OBS_CONF Observation confidentiality code list √ √ √ √ √ √ √ √ √ √ √ √ OBS_PRE_BREAK Pre-break observation value AN..15 uncoded √ √ √ √ √ √ √ √ √ √ √ √ OBS_COM Observation comment AN..1050 uncoded Section 2: Common attributes properties for the ECB_BSI1, ECB_SSI1, ECB_MIR1, ECB_OFI1, ECB_SEC1, ECB_PSS1, ECB_IVF1, ECB_FVC1, ECB_CBD1, BIS_CBS, ECB_ICPF1 and ECB_ICO1 DSDs: NCBs reporting to the ECB (15) Each attribute is characterised by certain technical properties, which are listed in the table below.

Status First value set, stored and disseminated by… (13) Modifiable by NCBs TITLE_COMPL M ECB No (**) NAT_TITLE C NCB Yes COMPILATION C NCB Yes (***) COVERAGE C NCB Yes (***) METHOD_REF M NCB Yes DOM_SER_IDS (14) C NCB Yes BREAKS C NCB Yes OBS_STATUS M NCB Yes OBS_CONF C NCB Yes OBS_PRE_BREAK C NCB Yes OBS_COM C NCB Yes The definition of a set of attributes to be exchanged together with the data allows for additional information on the time series exchanged to be provided. Details of the information provided by the attributes for the ECB statistical datasets under consideration are reported below. Section 3: Attributes at sibling level Mandatory TITLE_COMPL (title complement). This attribute allows a larger number of characters than the attribute TITLE and for this reason replaces TITLE as the mandatory attribute to store the title of the series. UNIT (unit) BSI For euro area Member States: EUR SSI For euro area Member States: EUR For series reported as absolute values and for indices: PURE_NUMB For series reported as percentages: PCT OFI For euro area Member States: EUR MIR For business volumes: EUR For interest rates: PCPA SEC For euro area Member States: EUR PSS For series on original units (Table 5 of Part 16 of Annex II), number of transactions (Tables 3, 4, 6 and 7 Part 16 of Annex II) and series on concentration ratios (Table 6 of Part 16 of Annex II): PURE_NUMB For series on value of transactions (Tables 3, 4, 6 and 7 of Part 16 of Annex II): EUR IVF For euro area Member States: EUR FVC For euro area Member States: EUR CBD For euro area Member States: EUR or PURE_NUMB (where no currency denomination is relevant) CBS For the data reported by all countries in US dollars: USD; for the data for which no currency denomination is relevant: PURE_NUMB. ICPF For euro area Member States: EUR ICO For euro area Member States: EUR

UNIT_MULT (unit multiplier) BSI 6 SSI 0 OFI 6 MIR (16) For business volumes: 6 For interest rates: 0 SEC 6 PSS For series on original units except series on transactions (Table 5 of Part 16 of Annex II): 0 For series on transactions (Tables 3, 4, 6, and 7 of Part 16 of Annex II, except concentration ratios): 6 For series on concentration ratios (Table 6 of Part 16 of Annex II): 0 IVF 6 FVC 6 CBD 3 CBS 6 ICPF 6 ICO 6

DECIMALS (decimals) BSI 0 SSI For absolute values: 0 For index series and percentages: 4 OFI 0 MIR For business volumes: 0 For interest rates: 4 SEC 0 PSS Series on original units, except on transactions and concentration ratios (Table 5 of Part 16 of Annex II): 0 Series on transactions and concentration ratios (Tables 3, 4, 6, and 7 of Part 16 of Annex II): 3 IVF 0 FVC 0 CBD 0 CBS 0 ICPF 0 ICO 0 METHOD_REF (methodology reference). This attribute is only used for the PSS dataset and indicates whether, for each time series or for part of it, the 2005 ‘enhanced’ definition or a previous definition is used. Two values are defined: The attribute should also indicate the period for which each definition applies. For example ‘2005 definitions for the whole series’, ‘2005 definitions as from data referring to 2003, previous definitions for the rest’, or ‘previous definitions up to data referring to 2004’. Conditional TITLE (title). NCBs may use the TITLE attribute for the construction of short titles. NAT_TITLE (national language title). NCBs may use the NAT_TITLE attribute to provide a precise description and other supplementary or distinguishing specifications in their national language. Although the use of upper and lower case letters does not cause problems, NCBs are asked to limit themselves to the Latin-1 character set. In general, the exchange of accented characters and extended alphanumeric symbols needs to be tested before regular use. COMPILATION (compilation). For the BSI, IVF, FVC, ICPF, ICO and MIR datasets this attribute may be used for further textual explanation of the compilation methods, weighting schemes and statistical procedures used to compile the underlying series, particularly if they diverge from the ECB rules and standards. In general, the structure of the required national explanatory notes is the following: — data sources/data collection system, — compilation procedures (including description of estimates/assumptions made), — deviations from the ECB's reporting instructions (geographical/sectoral classification and/or valuation methods), — information relating to the national legal framework. For the SSI dataset, the attribute ‘compilation’ includes information on links to the Union regulatory framework for intermediaries other than credit institutions. For the OFI dataset, a detailed description of the information to be included under this attribute is provided in points 1-5 of the national explanatory notes (see Part 11 of Annex II). Similarly, for the SEC dataset, a detailed description of the information to be included under this attribute is provided in points 1, 2, 4, 5, 8, 9 and 10 of the national explanatory notes (see Part 12 of Annex II). COVERAGE (coverage) Information on Notes SSI — coverage of different categories of intermediaries — type of intermediary for the different indicators — whether estimation was used in the case of partial coverage — indication of grossing-up (if any) OFI — coverage of total assets/liabilities series — type of OFIs covered in the main categories — whether estimation was used in the case of partial coverage — indication of grossing-up (if any) — refer also to Part 11 of Annex II (see national explanatory notes, point (6) MIR — stratification criteria, selection procedure (equal probability/probability proportional to size/selection of biggest institutions) in the case of sampling SEC — classification of issues — refer also to Part 12 of Annex II (Section 2 (point 4) and Section 3 (point 6)) CBD — description of the reporting population — whether particular institutions were excluded from the collection — the reasons for the exclusion SOURCE_AGENCY (source agency). This attribute will be set by the ECB to a value representing the name of the NCB providing the data. Section 4: Attributes at time series level Mandatory COLLECTION (collection indicator). This attribute provides information on the period or the point in time at which a time series is measured (e.g. beginning, middle or end of period) or an indication of whether data are averages. Conditional DOM_SER_IDS (domestic series identifier). This attribute makes it possible to refer to the code used in national databases to identify the corresponding series (formulae using national reference codes can also be specified). UNIT_INDEX_BASE (unit index base). This attribute is mandatory when associated to a series key that expresses an index. It indicates the base reference and the base value for the indices and is only used for the series of the index of notional stocks derived by the ECB and disseminated to the ESCB. BREAKS (breaks). This attribute provides a description of breaks and major changes over time in the collection, reporting coverage and compilation of the series. In the case of breaks, state the extent to which old and new data may be considered comparable, where possible. PUBL_PUBLIC, PUBL_MU, PUBL_ECB (source publication, source publication (euro area only), source publication (ECB only)). These attributes will be set by the ECB if the data are published in ECB publications, in either ECB public or ECB confidential publications. They give a reference (i.e. publications, items, etc.) to published data. Section 5: Attributes at observation level If an NCB wishes to revise an attribute assigned at the observation level, the relevant observation(s) must be re-submitted at the same time. If an NCB revises an observation without also providing the relevant attribute value, the existing values will be replaced by the default values. Mandatory OBS_STATUS (observation status). NCBs report an observation status value attached to each exchanged observation. This attribute is mandatory and must be provided with every data transmission for each individual observation. When NCBs revise the value of this attribute, both the observation value (even if unchanged) and the new observation status flag should be retransmitted. The list below specifies the expected values for this attribute, according to the agreed hierarchy, for the purpose of these statistics: ‘A’= normal value (default for non-missing observations), ‘B’= break value for the following datasets: SSI, MIR, CBD and PSS (****), ‘M’= missing value, data do not exist, ‘L’= missing value, data exist but were not collected, ‘E’= estimated value (*****), ‘P’= provisional value (this value can be used, in each data transmission, with reference to the last available observation, if this is considered provisional). In normal circumstances, numeric values should be reported with the observation status ‘A’ (normal value) attached. Otherwise, a value different from ‘A’ is given in accordance with the list above. If an observation is qualified by two characteristics, the most important is reported, in accordance with the hierarchy shown above. In each data transmission, the most recent available observations can be reported as provisional, and flagged with the observation status value ‘P’. These observations take definite values and are reported with the observation status flag ‘A’ at a later stage when the new revised values and observation status flags overwrite the provisional ones. Missing values (‘-’) are reported when it is not possible to report a numeric value (e.g. owing to non-existent data or because data are not collected). A missing observation should never be reported as a ‘zero’, since zero is a normal numeric value that indicates a precise and valid amount. If NCBs are unable to identify the reason for a missing value, or if they cannot use the whole range of values presented in the CL_OBS_STATUS code list for reporting missing observations (‘L’ or ‘M’), the value ‘M’ should be used. When, due to local statistical conditions, data for a time series are not collected either on specific dates or for the total length of the time series (the underlying economic phenomenon exists, but is not monitored statistically), a missing value is reported (‘-’) with observation status ‘L’ for each period. When, due to local market practices or to the legal/economic framework, a time series (or part of it) is not applicable (the underlying phenomenon does not exist), a missing value is reported (‘-’) with observation status ‘M’. Conditional OBS_CONF (observation confidentiality). NCBs report an observation confidentiality value attached to each exchanged observation. While this attribute is defined as conditional in the ECB structural definition file, it should be provided at every data transmission for each individual observation, as each confidential observation must be appropriately flagged. When NCBs revise the value of this attribute, both the associated observation value and the observation status flag (even if unchanged) should be retransmitted. The list below specifies the expected values for this attribute for the purpose of these statistics: ‘F’= free for publication, ‘N’= not for publication, restricted to internal use only, ‘C’= confidential statistical information in the sense of Article 8 of Regulation (EC) No 2533/98, ‘S’= secondary confidentiality set and managed by the receiver, not for publication, ‘D’= secondary confidentiality set by the sender, not for publication. This code can be used by the NCBs that already differentiate between primary and secondary confidentiality in their reporting systems. If not, the reporting NCB must use ‘C’ for flagging the secondary confidentiality. OBS_PRE_BREAK (pre-break observation value). This attribute contains the pre-break observation value, which is a numeric field like the observation (******). In general, it is provided when a break occurs; in this case the observation status must be set to ‘B’ (break value). For the purpose of the BSI, IVF, FVC, OFI, ICPF and ICO datasets, this attribute is not requested since the relevant information is already available from the reclassification series or the series expressing financial transactions. It has been added to the list of attributes since it is part of the common subset of attributes for all datasets. OBS_COM(observation comment). This attribute can be used to provide textual comments at the observation level (e.g. describing the estimate made for a specific observation due to lack of data, explaining the reason for a possible abnormal observation or giving details of a change in the reported time series). (*) For NCBs, the country of residence of the issuing sector is the NCB's country of residence" (****) If OBS_STATUS is reported as ‘B’ a value has to be reported under the attribute OBS_PRE_BREAK." (*****) The observation status ‘E’ is to be used for all observations or periods of data that are the result of estimates and cannot be considered as normal values." (******) The four objects observation value plus OBS_STATUS, OBS_CONF and OBS_PRE_BREAK are treated as one entity. This means that NCBs are obliged to send all complementary information for an observation. (When attributes are not reported, their previous values are overwritten by default values.)’;"