The personal details of 6,500 customers belonging to a pension firm have been lost at an office of HM Revenue and Customs (HMRC) in Cardiff.
Names, addresses, date of births, national insurance numbers and pension contributions were included on a data cartridge which has been lost.
It had been sent by courier in September from Countrywide Assured.
The HMRC has apologised about its seventh such loss of data and has told the Information Commissioner.
A spokesman said it was "unlikely" the information could be accessed by anyone unauthorised and said it was treating the incident "extremely seriously".
It is understood that Countrywide Assured, which is based in Preston in Lancashire, has written letters to the 6,548 affected customers.
Apologise
The letter from the firm says that the data cartridge was sent to the HMRC offices in the Llanishen area of Cardiff by courier and signed for by HMRC but has since gone missing.
A spokesman for HMRC said: "This was one of the seven data loss incidents reported to the Information Commissioner which Dave Hartnett referred to in his evidence to the Treasury Select Committee last week.
"It is very unlikely that any unauthorised person would be able to access the customer information due to the nature of the medium on which the data is held.
"We are taking this loss extremely seriously and have done everything possible to locate the data cartridge. We would like to apologise to all those affected."
The spokesman said PricewaterhouseCooper was carrying out an independent review of data loss and HMRC was implementing additional measures to ensure that confidential data was transported and held safely at all times.
It is the latest announcement of a loss of personal details by the HMRC.
Two computer discs, containing the personal details of 25 million people, were lost.
HMRC sent the discs containing the entire child benefit database, unregistered and unencrypted, to the National Audit Office by courier in October - but they did not arrive.
Meanwhile, on Monday, the UK Government said the details of three million candidates for the driving theory test had gone missing.
Earlier this month, the Driver and Vehicle Agency (DVA) in Northern Ireland lost the personal details of 6,000 people.
The data was on two discs and went missing after being sent to the Driver and Vehicle Licensing Agency (DVLA) headquarters in Swansea.