DIRECTORATE GENERAL STATISTICS LAST UPDATE: 10 APRIL 2013 DIVISION MONETARY & FINANCIAL STATISTICS ECB-UNRESTRICTED DATA SET ON INVESTMENT FUNDS (IVF) Naming Conventions The series keys related to Investment Funds are composed of the key family identifier (IVF) plus 11 dimensions, each of them separated by a dot: Position Dimension Symbol 1 Frequency M (Monthly), Q (Quarterly) 2 Reference area XX (Country code) 3 Adjustment indicator N (Neither seasonally or working day adjusted) 4 Investment funds reporting sector 5 Investment funds assets and liabilities This dimension specifies the sector of investment funds (IFs) concerned. IFs are distinguished by investment policy (equity funds, bond funds, mixed funds, real estate funds, hedge funds, other funds) and type of fund (open-end or closed-end). e.g. 10 (Equity funds), 1A (Open-end equity funds), 1B (Closed-end equity funds), etc. This dimension provides information on the item reported. The codes of this dimension have three digits, one letter and two numbers. The letter indicates if the item is an asset (A) or a liability (L), and the numbers specify the item further. e.g. A20 (Deposit and loan claims), L20 (Loans and deposits received), etc. 6 Original maturity F (up to one year), G (over 1 year and up to 2 years), H (over 2 years), K (over 1 year), A (total) 7 Data type 1 (Outstanding amounts at the end of the period), 2 (Gross issues (flows)), 3 (Redemptions (flows)), 4 (Financial transactions (flows)) 8 Counterpart area U2 (Euro area), U3 (EU member states not belonging to the Euro area), U4 (Extra Euro Area), U5 (Other Euro area member states - all countries except the reference area), U6 (Domestic), U8 (All areas other than Euro area and reference/home area), JP (Japan), US (United States), Z5 (Totals) 9 Balance sheet counterpart sector This dimension describes the economic sector of the counterpart with a four digit code. Available sectors consist of Monetary Financial Institutions (MFIs), general government, other financial institutions (which include, in addition to IFs, e.g. financial vehicle corporations), insurance corporations and pension funds, non-financial corporations and households. e.g. 2000 (Non-monetary financial institutions), 2100 (General government), etc. 10 Currency of transaction EUR (Euro), Z06 (Foreign currencies), Z01 (All currencies combined) 11 Currency of denomination E (Euro), N (National currency) Example: The monthly amount outstanding (stocks) of Securities other than shares issued by euro area MFIs and held by euro area investment funds, which invest primary in equity funds, denominated in Euro and with a maturity of up to 1 year, is coded as: IVF.M.U2.N.10.A30.F.1.U2.1000.EUR.E For a complete description of all the available codes please refer to the code lists below.
Code lists Dimension 1: Frequency (length: one character) M Q Monthly Quarterly Dimension 2: Reference Area (length: two characters) AT BE BG CY CZ DE DK EE ES FI FR GB GR HU IE IT LT LU LV MT Austria Belgium Bulgaria Cyprus Czech Republic Germany Denmark Estonia Spain Finland France United Kingdom Greece Hungary Ireland Italy Lithuania Luxembourg Latvia Malta 2
NL PL PT RO SE SI SK U2 Netherlands Poland Portugal Romania Sweden Slovenia Slovakia Euro area (changing composition) Dimension 3: Adjustment indicator (length: one character) N Neither seasonally nor working day adjusted Dimension 4: Investment funds reporting sector (length: two characters) T0 Total investment funds 10 Investment funds o/w Equity funds 1A 1B Investment funds o/w open-end Equity funds Investment funds o/w closed-end Equity funds 20 Investment funds o/w Bond funds 2A 2B Investment funds o/w open-end Bond funds Investment funds o/w closed-end Bond funds 30 Investment funds o/w Mixed funds 3A 3B Investment funds o/w open-end Mixed funds Investment funds o/w closed-end Mixed funds 40 Investment funds o/w Real state funds 4A 4B Investment funds o/w open-end Real state funds Investment funds o/w closed-end Real state funds 3
50 Investment funds o/w Hedge funds 5A 5B 60 6A 6B TA TB Investment funds o/w open-end Hedge funds Investment funds o/w closed-end Hedge funds Investment funds o/w Other funds (other than equity, bond, mixed, real estate, hedge funds) Investment funds o/w open-end Other funds (other than equity, bond, mixed, real estate, hedge funds) Investment funds o/w closed-end Other funds (other than equity, bond, mixed, real estate, hedge funds) Investment funds o/w Open-end funds Investment funds o/w Closed-end funds Dimension 5: Investment funds assets and liabilities (length: three characters) Assets A20 A30 A31 A50 A51 A52 A5A A60 A70 A80 A81 AT1 Deposit and loan claims Securities other than shares Securities other than shares o/w accrued interest Shares and other equity Shares and other equity o/w Quoted shares excluding investment fund and money market fund shares/units Shares and other equity o/w Investment fund and money market fund shares/units Shares and other equity excluding investment fund and money market fund shares/units Non-financial assets Financial derivatives Remaining assets Remaining assets o/w accrued interest on deposit and loan claims Remaining assets and financial derivatives Liabilities L20 L30 Loans and deposits received Investment fund shares/units 4
L70 L80 L81 LT1 T00 Financial derivatives Remaining liabilities Remaining liabilities o/w accrued interest on loans and deposits received Remaining liabilities and financial derivatives Total assets/liabilities Dimension 6: Original maturity (length: one character) F G H K A Up to 1 year Over 1 and up to 2 years Over 2 years Over 1 year Total Dimension 7: Data type (length: one character) 1 Outstanding amounts at the end of the period 2 Gross issues (flows) 3 Redemptions (flows) 4 Financial transactions (flows) Dimension 8: Counterpart Area (length: two characters) JP U2 U3 U4 U5 Japan Euro area (changing composition) EU member states not belonging to the Euro area Extra Euro area Other Euro area member states (all countries except the reference area) 5
U6 U8 US Z5 Domestic (home or reference area) All areas other than Euro area and reference/home area United States Totals Dimension 9: Balance sheet counterpart sector (length: four characters) 0000 All sectors combined 1000 Monetary Financial Institutions 2000 Non-monetary Financial Institutions 2100 General Government 2200 Other residents (non MFIs) 2210 Other residents - o/w Other financial intermediaries and financial auxiliaries 2220 Other residents - o/w Insurance corporations and pension funds 2240 Other residents - o/w Non-financial corporations 2250 Other residents - o/w Households and non-profit institutions serving households Dimension 10: Currency of transaction (length: three characters) EUR Z06 Z01 Euro Foreign currencies All currencies combined Dimension 11: Currency of denomination (length: one character) E N Euro National currency 6