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SHS - Securities Holding Statistics

Contact , Data , Integrity , Methodology

  Dataset contact e-mail Statistical Information Request form
Data Go to the top of SHS - Securities Holding Statistics.
  Dataset description The data are collected on a security-by-security basis and cover securities holdings by euro area residents of securities issued by selected countries broken down by instrument type, holder sector and issuer sector.
  Data category Holding amounts (positions)
  Reference period These statistics are available as from reference period 2013-Q4
  Periodicity Quarterly
  Timeliness The data are released around 3 ½ months after the end of the reference quarter
  Catalog Download the series catalogue (complete list of series) of the dataset SHS (Public) (including the metadata): Excel 2013 or the earlier Excel versions.
  ECB dataset naming convention The series keys related to the SHS items in the ECB database are 20 dimensions long, each dimension being separated by a dot:
1 Dataset: SHS
2 Frequency: Q (quarterly)
3 Holder area: I8 (euro area 19)
4 Issuer area, e.g. W0 (World), DE (Germany)
5 Holder sector, e.g. S1ZK (Total economy, excluding central banks), S12P (Other financial intermediaries)
6 Issuer sector, e.g. S1 (Total economy), S125 (Other financial intermediaries)
7 Functional category: _X (unspecified)
8 Stocks/transactions/other flows: LE (positions)
9 Instrument classification, e.g. F3 (debt securities)
10 Original maturity, e.g. L (long term)
11 Unit measure: EUR (euro)
12 Valuation: M (market value)
13 Security type: A (all)
14 Macro-adjustment flag: A (all)
15 Is in EADB: A (all)
16 Asset securitisation type: _X (unspecified)
17 Debt type: _X (unspecified)
18 Third party holdings flag: V (holdings reported by the country of the holder and third party holdings)
19 Nominal currency of the security: _T (all currencies of denomination)
20 Compiling organisation: ZZZ (all reporting entities)
Example: The series key of the holdings by Insurance Corporations and Pension Funds resident in the euro area of long term debt securities issued by Austrian Monetary financial institutions is:
  Warning As from 02 February, the “Holder sector” dimension has been changed from S1 (“Total economy”), to S1ZK (“Total economy, excluding central banks”), and from S12K (“Monetary Financial Institutions”) to S12T (“Monetary Financial Institutions, excluding central banks”), in order to better reflect the actual content. The previous S1 series have been discontinued.
On 07 February 2017, the dataset was slightly revised to correct some sector misallocation for the holder sector S1N (Unallocated) , regarding around 200 series which were amended to zero.
Integrity Go to the top of SHS - Securities Holding Statistics.
  Revision policy Revisions to quarterly data (if applicable) are reported with reference to the quarter prior to the most recent quarter, and are released together with the data for the most recent quarter (regular data transmission); in exceptional circumstances, revisions to the previous years may be released together with the regular transmission of data. Revisions to the previous three years (12 quarters) are reported with the regular transmission of data referring to the third quarter of the year. The latest annual revisions were released on 21/03/2017.
  Notification of methodological change The data on short-term and long-term debt issued by Greek Monetary Financial Institutions currently exhibit a break as from 2015-Q2, due to a change in methodology by one reporting country, extending the coverage of the reported holdings. These improvements in coverage are not available for previous quarters, for the time being.
As from 2016-Q1, some countries have introduced direct reporting by insurance corporations in place of custodian reporting so far. The most prominent break in the time series due to this change refers to euro area insurance corporations’ holdings of investment fund shares/units issued in Great Britain.
Methodology Go to the top of SHS - Securities Holding Statistics.
  Concepts and Definitions The framework for the collection of Securities Holdings Statistics is laid down in Regulation ECB/2012/24, amended by ECB/2015/18. The Regulation is complemented by Guideline ECB/2013/07, amended by ECB/2015/19, which sets out the procedures to be followed by NCBs when reporting the data to the ECB. (See
  Geographic coverage Euro area
  Nature of the basic statistical data Holdings data are collected on a security-by-security level (based on Regulation ECB/2012/24), and subsequently merged with the Centralised Securities Database to complete the dataset with additional attributes referring to individual securities and their issuers. The data cover holdings of securities aggregated by investor sectors of each euro area country, excluding holdings by the Eurosystem.
  Data collection Quarterly
  Survey organization for gathering source In general, data are collected from investors on their own holdings for certain sectors (mainly Monetary Financial Institutions, Investment Funds, Financial Vehicle Corporations, Insurance Corporations as from 2016-Q1), and via custodians for other sectors. Some national particularities may apply.