Address https://gelex.eu/eli/EU/act/o/2015/19@2015-04-16/en

Contents

1. Preamble
2. 1. Article 1 Amendments
   2. Article 2 Amendments to Annex I to Guideline ECB/2013/7
   3. Article 3 Taking effect and implementation
   4. Article 4 Addressees
3. ANNEX
4. ANNEX
5. (1) Table 2 1. Information on holdings of securities
6. (2) Table 2 1. Information on holdings of securities
7. (3) Table 4 1.2. Holdings of securities without an ISIN code
8. (4)
9. PART 3 Table 1 1.2. Table 2 1.2. Annual holdings of securities by ICs General information and explanatory notes Information on holdings of securities

THE GOVERNING COUNCIL OF THE EUROPEAN CENTRAL BANK,

Having regard to the Statute of the European System of Central Banks and of the European Central Bank, and in particular Articles 5.1, 12.1 and 14.3 thereof,

Having regard to Council Regulation (EC) No 2533/98 of 23 November 1998 concerning the collection of statistical information by the European Central Bank,

Having regard to Regulation (EU) No 1011/2012 of the European Central Bank of 17 October 2012 concerning statistics on holdings of securities (ECB/2012/24),

Whereas:

(1) Considering the introduction of direct reporting of statistical information by insurance corporations in Regulation (EU) No 1374/2014 of the European Central Bank (ECB/2014/50), and the close links with the data to be collected by national competent authorities (NCAs) for supervisory purposes under the framework established by Directive 2009/138/EC of the European Parliament and of the Council, Regulation (EU) No 1011/2012 (ECB/2012/24) has been amended to include data required to be directly reported by insurance corporations (ICs). Guideline ECB/2013/7 also needs to be amended since it defines the necessary procedures for the national central banks (NCBs) to report to the European Central Bank (ECB).

(2) Therefore, Guideline ECB/2013/7 should be amended accordingly,

HAS ADOPTED THIS GUIDELINE:

Article 1 Amendments

Guideline ECB/2013/7 is amended as follows:

(1) in Article 3, paragraph 1 is replaced by the following:

1. NCBs shall collect and report to the ECB statistical information on holdings of securities with an ISIN code, on a security-by-security basis, in accordance with the reporting schemes in Annex I, Part 1 (Tables 1 to 3) and Part 2 (Tables 1 to 3), and in compliance with electronic reporting standards which are laid down separately, for the following types of instruments: short-term debt securities (F.31); long-term debt securities (F.32); listed shares (F.511) and investment fund shares or units (F.52). NCBs' reporting obligations shall cover end-of-quarter positions and either (i) end-of-quarter financial transactions over the reference quarter, or (ii) end-of-month or end-of-quarter data that are necessary to derive financial transactions, as laid down in paragraph 2. NCBs shall also report end-of-year positions, as laid down in Article 3(2b) of Regulation (EU) No 1011/2012 (ECB/2012/24) in accordance with the reporting scheme in Annex I, Part 3 (Tables 1 to 2) of this Guideline. Financial transactions or data necessary to derive financial transactions that are reported by actual reporting agents to NCBs in accordance with Part 1 of Annex I to Regulation (EU) No 1011/2012 (ECB/2012/24) shall be measured as laid down in Part 3 of Annex II to Regulation (EU) No 1011/2012 (ECB/2012/24).;

(2)(c) in Article 3, paragraph 2, the following point (c) is added: with respect to holdings of securities by insurance corporations (ICs) on an annual basis, NCBs shall report data on end-of-year aggregated positions by close of business on the 70th calendar day following the end of the year to which the data relate.;

(3) in Article 4, paragraph 1 is replaced by the following:

1. NCBs may decide whether to report to the ECB statistical information covering securities without an ISIN code held by monetary financial institutions (MFIs), investment funds (IFs), financial vehicle corporations engaged in securitisation transactions (FVCs), ICs and heads of reporting groups subject to Regulation (EU) No 1011/2012 (ECB/2012/24) or held by custodians on behalf of: (i) resident investors not subject to Regulation (EU) No 1011/2012 (ECB/2012/24); (ii) non-financial investors resident in other euro area Member States; or (iii) investors resident in non-euro area Member States, as defined in Regulation (EU) No 1011/2012 (ECB/2012/24), that are not granted a derogation from reporting requirements under Regulation (EU) No 1011/2012 (ECB/2012/24)..

Article 2 Amendments to Annex I to Guideline ECB/2013/7

Annex I to Guideline ECB/2013/7 is amended in accordance with the Annex to this Guideline.

Article 3 Taking effect and implementation

This Guideline shall take effect on the day of its notification to the NCBs. The Eurosystem central banks shall comply with this Guideline from the date of entry into force of Regulation (EU) 2015/730 of the European Central Bank (ECB/2015/18).

Article 4 Addressees

This Guideline is addressed to all Eurosystem central banks.

Done at Frankfurt am Main, 16 April 2015. For the Governing Council of the ECB The President of the ECB Mario Draghi

ANNEX

ANNEX

Annex I to Guideline ECB/2013/7 is amended as follows:

(1) Table 2 1. Information on holdings of securities

in Part 1, Table 2 is replaced by the following: Reported information Attribute Status Description Securities related information Holder sector M Sector/sub-sector of the investor. Non-financial corporations (S.11) Deposit-taking corporations except central banks (S.122) Money market funds (MMFs) (S.123) Non-MMF investment funds (S.124) Other financial corporations excluding financial vehicle corporations engaged in securitisation transactions Financial vehicle corporations engaged in securitisation transactions Insurance corporations (S.128) Pension funds (S.129) Insurance corporations and pension funds (sub-sector 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 (sub-sector 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) (sub-sector not identified) Non-financial investors excluding households (only for third party holdings) (S.11+S.13+S.15) Central banks and general government to be reported only for holdings by non-euro area countries (S.121+S.13) Investors other than central banks and governments to be reported only for holdings by non-euro area countries Unknown sector 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 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 V 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. 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 Positions: of which amount M 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 Specifies the format used for the positions at nominal value Nominal value in euro or other relevant currency Number of shares/units 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 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 Sum of purchases minus sales of a security, recorded at transaction value in euro including accrued interest Financial transactions: of which amount M 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 Confidentiality status for positions, transactions, other changes in volume Not for publication, restricted for internal use only Confidential statistical information Not applicable

(2) Table 2 1. Information on holdings of securities

in Part 2, Table 2 is replaced by the following: Reported information Attribute Status Description Securities related information Reporting group ID M ID of the reporting group Residency of the entities of the group V Residency of the entities of the group, when reported separately from head office 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 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 V 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 Specifies the format used for the positions at nominal value Nominal value in euro or other relevant currency Number of shares/units Positions M Total amount of securities held At nominal value. 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 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 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 Issuer is part of the reporting group M Indicates whether the security was issued by an entity of the same reporting group

(3) Table 4 1.2. Holdings of securities without an ISIN code

in Part 2, Table 4 is replaced by the following: Reported information Attribute Status Description Basic reference data 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 Specifies the securities identification number for securities reported on a security-by-security basis NCB internal number CUSIP SEDOL other 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 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 V Price of the security at the end of the reference period Price value basis V Specifies the basis on which the price value is given Euro or other relevant currency Percentage Additional reference data 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 M 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

(4) the following Part 3 is added:

(4)

PART 3 Table 1 1.2. Table 2 1.2. Annual holdings of securities by ICs General information and explanatory notes Information on holdings of securities

Reported information Attribute Status Description General information 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 Annual data Explanatory notes (metadata) M Treatment of early redemptions M Treatment of accrued interest Reported information Attribute Status Description Securities related information Holder sector M Sector/sub-sector of the investor. Insurance corporations (S.128) Source M Source of the submitted information on securities holdings Direct reporting Custodian reporting Mixed reporting Not available Residency of the entities of the IC (head office and branches) Residency of the entities of the IC (head office and branches) 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 EEA countries, by country If not resident in the country of the head office, resident of other non-EEA countries Reporting basis V 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. 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 Format V Specifies the format used for the positions at nominal value Nominal value in euro or other relevant currency Number of shares/units Confidentiality status M Confidentiality status for positions Not for publication, restricted for internal use only Confidential statistical information Not applicable Basic reference data Aggregation flag M Type of data Aggregated data (no security-by-security) 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 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 Euro area countries Non-euro area EU countries Non-EU countries

Versions

1. 2015-04-16