Chapter

Annex 5: Example of Metadata

Author(s):
International Monetary Fund
Published Date:
November 2009
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Table A5.1Metadata for statistics on debt securities issues
Statistical metadata items shared by all financial statistics
Issuer sectorGeneral government
Issue currency typeAll currencies
Issue marketAll markets
MaturityAll maturities
Term to maturityOriginal
Interest rate typeAll interest rates
Variable interest rate typeNot applicable
Debt security typeNon-securitisation debt securities
ValuationNominal value
Recording basisAccrual
Grossing / nettingGross
Position and flowsPosition
Accounting systemQuadruple-entry bookkeeping
General statistical metadata items shared by all types of statistics
TitleGeneral government, all maturities (original), all markets, all currencies, all interest rates, non-securitisation
Unit of measureUS dollar
FrequencyQuarterly
Unit multiplierBillion
DecimalsOne
Seasonal adjustmentNon-seasonally adjusted
Collection reference periodEnd of period
Start date1980 Q1
CoverageExcludes savings bonds and budget agency securities
BreaksBefore 1985 Q3 data include savings bonds and budget agency securities
Data sourceFlow of Funds Accounts of the United States; Table L.106 Federal Government and Table L.105 State and Local Governments.
MethodologyGuide to the Flow of Funds Accounts
TimelinessOne month after reference period
Revision procedureMainly affecting recent periods when available
Contact name and e-mailMr Debt Security; debt.security@frb.gov
Specific statistical metadata items for debt securities statistics
Regulatory and supervisory environment
Main domestic and international regulations governing the operation of debt securities marketsThe Securities Act of 1933 and The Securities Exchange Act of 1934
Names of the regulatory organisations responsible for governing debt securities marketsThe Securities and Exchange Commission and self-regulatory organisations such as the Financial Industry Regulatory Authority and the Municipal Securities Rulemaking Board
Listing and numbering requirements of issuers of debt securitiesListing requirements vary by exchange and market place; the CUSIP numbering system is used, although not all debt securities acquire a CUSIP number
Disclosure requirements for issuers of debt securitiesDepends on the type of security and how it is traded
Accounting rules for recording the issuing and trading of debt securitiesThe Federal Reserve book-entry securities system
Market arrangements
Trading arrangements for debt securitiesThe Depository Trust & Clearing Corporation and the Federal Reserve book-entry securities system
Clearing arrangements for debt securitiesNational Securities Clearing Corporation and Fixed Income Clearing Corporation
Settlement arrangements for debt securitiesNational Securities Clearing Corporation and Fixed Income Clearing Corporation

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