DATA ATTRIBUTES FOR INPUT DATA FOR THE CENTRALISED SECURITIES DATABASE (CSDB)
Where national central banks of the Member States whose currency is the euro (hereinafter the ‘NCBs’) provide input data to the CSDB via debt, equity or price input files they must provide, as a minimum, input information for the following attributes:
Table1
Input data attribute name | Description | Input files | ||
Debt | Equity | Prices | ||
International Security Identification Number (ISIN) code | ISIN security identifier | √ | √ | √ |
Is active flag | Technical flag required for processing of input records | √ | √ | √ |
European System of Accounts (ESA 2010) (1) instrument classification | Classification of the security pursuant to ESA 2010 | √ | √ | |
Primary asset classification 2 | Primary classification of the instrument, e.g. indication of whether the instrument is a debt, equity or fund instrument with some further details | √ | √ | |
Nominal currency | Nominal currency of the instrument (ISO 4217) | √ | √ | |
Issue price quote convention | Quotation basis of the instrument, e.g. percentage of nominal or currency per share/unit | √ | ||
Security status | Status of the instrument, indicating whether it is alive or not alive with some further details | √ | √ | |
Security status date | Date corresponding to an event when the security’s status changed | √ | √ | |
Issuer source code | Issuer code of a CSDB input data source. For input data provided by NCBs, this is the linking entity identifier between the CSDB and the Register of Institutions and Affiliates Database (RIAD) | √ | √ | |
Issuer source code type | Type of issuer source code | √ | √ | |
Issuer domicile country | Country of legal incorporation (domicile) of the issuer of the security (ISO 3166) | √ | √ | |
Issuer name | Complete name of the issuer | √ | √ | |
ESA 2010 issuer sector | Institutional sector of the issuer pursuant to ESA 2010 | √ | √ | |
Price date | Date of the price information | √ | ||
Close price | Value of the security’s price at close | √ | ||
Price quotation type | Type of price quotation, e.g. percentage of nominal value or currency per share/unit | √ | ||
Price reference market | Market on which the price was quoted (ISO 10383) | √ | ||
Price currency | Currency, in which the price is quoted (only relevant when the quotation type is in currency) | √ | ||
Issuer LEI code | Legal entity identifier (LEI) of the issuer (ISO 17442), if the issuer has an LEI (*1) | √ | √ | |
(1) As established by Regulation (EU) No 549/2013. (*1) The LEI must be reported if this information is available to the NCB. | ||||
NCBs that provide input data to the CSDB must use their best efforts to provide input information for the following attributes:
Table 2
Input data attribute name | Description | Input files | ||
Debt | Equity | Prices | ||
Amount outstanding | Outstanding amount (at face value) | √ | ||
Number outstanding | Total number of individual shares or fund shares/units currently outstanding | √ | ||
Issue price | Issue price of individual securities as paid by the investors | √ | √ | |
Redemption price | Final redemption price of individual securities | √ | ||
Issue date | Date on which the securities were delivered to the underwriter by the issuer against payment. This is the date when the securities were available for delivery to investors for the first time | √ | √ | |
Maturity date | Original maturity date, i.e. the date of the final contractually scheduled principal payment as defined in the prospectus | √ | ||
Tranche amount | Amount of the tranche (in nominal currency) | √ | ||
Tranche date | Date when a new tranche of an existing security was issued | √ | ||
Tranche price | Price at which a new tranche of an existing security was offered to the market | √ | ||
Partial redemption amount | Amount of the partial redemption (in nominal currency) | √ | ||
Partial redemption date | Date when an existing security was partially redeemed | √ | ||
Partial redemption price | Price at which an existing security was partially redeemed | √ | ||
Capital increase amount | Amount of the capital increase (in number of individual shares) | √ | ||
Capital increase date | Date when the capital increase took place | √ | ||
Capital increase price | Price at which new shares were offered to the market | √ | ||
Capital decrease amount | Amount of the capital decrease (in number of individual shares) | √ | ||
Capital decrease date | Date when the capital decrease took place | √ | ||
Capital decrease price | Price at which existing shares were bought back and subsequently cancelled | √ | ||
Asset securitisation type | Type of securitised assets | √ | ||
Instrument seniority type | Classification of whether the instrument is guaranteed or not, what rank/level it has, and whether it is secured or not | √ | ||
Coupon-related attributes | Information on coupon payments including coupon type, coupon frequency, coupon dates, coupon rates and accrual start date | √ | ||
Split factor | Split factor for stock splits (and reverse splits) of shares, defined as (number of shares before the split) / (number of shares after the split) | √ | ||
Stock split date | Date when the stock split occurred | √ | ||
Dividend amount | Amount of the last dividend payment (in currency units) | √ | ||
Dividend amount type | Type of dividend distribution (e.g. in cash or in kind) | √ | ||
Dividend currency | Currency of the last dividend payment (ISO 4217) | √ | ||
Dividend settlement date | Date of the last dividend payment | √ | ||
Dividend frequency | Frequency of dividend payments | √ | ||
Income amount | Income attributable to fund investors, including dividends and retained earnings (ESA 2010 concept) - only relevant for fund shares/units | √ | ||
Income currency | Currency of income attributable to fund investors (ISO 4217) - only relevant for fund shares/units | √ | ||
Income date | Date to which the income amount refers to, i.e. the end of the month or end of the quarter - only relevant for fund shares/units | √ | ||
Fund asset structure | Type of (majority of) underlying fund assets | √ | ||
Fund geographical structure | Geographical split of (majority of) underlying fund assets | √ | ||
Fund type | Type of fund, i.e. classification as open or closed fund and of dividend policy (distributing or non-distributing) | √ | ||
Instrument supplementary information | Information on whether the security is, e.g., stripped, is a depository receipt, is a warrant, or is relevant for securities issues statistics produced from CSDB item-by-item data (hereinafter ‘CSEC aggregate statistics’) | √ | √ | |