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ADMINISTRATIVE INFORMATION
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Title |
Securities Holdings Statistics (SHS) |
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Data source |
European Central Bank |
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Contact email address |
Statistical Information Request form |
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Contact mail address |
European Central Bank
DG-Statistics
60640 Frankfurt am Main
Germany |
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Contact organisation unit |
DG-S/SFI/SED |
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TECHNICAL INFORMATION
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Dataset last update in SDW |
2022-06-01 14:49:44 |
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Catalog |
Download the series catalogue of the dataset SHS in CSV format, i.e. full list of series and associated metadata: Excel 2013 (zipped) or the earlier Excel versions. |
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LEGAL AND INSTITUTIONAL ENVIRONMENT
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Legal acts and other agreements |
The framework for the collection of Securities Holdings Statistics is laid down in Regulation ECB/2012/24, amended by ECB/2015/18, ECB/2016/22 and ECB/2018/7. The Regulation is complemented by Guideline ECB/2013/07, amended by ECB/2015/19, ECB/2016/23 and ECB/2018/8, which sets out the procedures to be followed by NCBs when reporting the data to the ECB. See http://www.ecb.europa.eu/ecb/legal/1005/shs/html/index.en.html. |
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SCOPE
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Data presentation - Summary description |
he Securities Holdings Statistics (SHS), collected on a security-by-security basis, provide information on securities held by selected categories of euro area investors, broken down by instrument type, issuer country and further classifications. The SHS data set has been replaced by the SHSS data set as of June 2022. |
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Reference area coverage |
Euro area |
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Time coverage |
These statistics are available as from reference period 2013-Q4 |
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METHODOLOGICAL INFORMATION
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Source data type |
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 data set with additional attributes referring to individual securities and their issuers. |
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Data collection method |
For certain sectors, data are collected directly from investors (mainly Monetary Financial Institutions, Investment Funds, Financial Vehicle Corporations, Insurance Corporations as from 2016-Q1). For other sectors, data are collected via custodians. Some national particularities may apply. |
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Time period |
These statistics are available as from reference period 2013-Q4 |
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Frequency of data collection |
Quarterly |
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Statistical concepts and definitions |
For information about the naming convention (series key dimensions and metadata), refer to the SHS underlying DSD (ECB_SHS6) maintained by the ECB. |
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QUALITY
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Quality management |
https://eur-lex.europa.eu/legal-content/EN/TXT/?uri=CELEX%3A52016HB0024&qid=1605200057575 |
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Comparability - over time |
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. |
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Timeliness |
The data are released around 3 ½ months after the end of the reference quarter |
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DISSEMINATION
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Dissemination format |
SHS data are disseminated as time series. The SHS series keys 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:
SHS.Q.I8.AT.S12Q.S12K._X.LE.F3.L.EUR.M.A.A.A._X._X.V._T.ZZZ |
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MISCELLANEOUS
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Metadata last update |
15/JUN/2022 17:13:59 |
