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  Title SHSS - Securities Holdings Statistics by Sector

  Data source European Central Bank

  Contact email address Statistical Information Request form
  Contact mail address European Central Bank


60640 Frankfurt am Main


  Contact organisation unit DG-S/SFI/SED

  Catalog Download the series catalogue of the dataset SHSS in CSV format, i.e. full list of series and associated metadata: Excel 2013 (zipped) or the earlier Excel versions.
  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 SHS Regulation and SHS Guideline

  Data presentation - Summary description The Securities Holdings Statistics by Sector (SHSS), collected on a security-by-security basis, provide information on securities held by selected categories of euro area investors, broken down by instrument type, holder country and further classifications

New experimental indicators on the holdings of sustainable debt securities comprise a breakdown by sustainability classification (i.e. green, social, sustainability and sustainability-linked) for the euro area aggregate, including a breakdown by counterpart issuing area (euro area, EU, the rest of the world). The breakdowns by holding sector and individual euro area country are only available for green bonds; the same applies for financial transactions which are available for the euro area only.

  Statistical population Debt securities, listed shares and investment fund units held by euro area residents

  Reference area coverage Euro area and euro area Member States

  Sector coverage S1 (Total economy)

S11 (Non financial corporations)

S12 (Financial corporations)

S121 (Central bank)

S122 (Deposit taking corporations, except the Central Bank)

S123 (Money market funds)

S12P (Other financial institutions: Financial corporations other than MFIs, insurance corporations and pension funds)

S124 (Non MMF investment funds)

S125A (Financial vehicle corporations engaged in securitisation)

S12Q (Insurance corporations and pension funds)

S128 (Insurance corporations)

S129 (Pension funds)

S13 (General government)

S1311 (Central government excluding social security)

S1M (Households and non profit institutions serving households)

  Time coverage Starting from reference period 2021-Q1. Less detailed aggregates at euro area level are available from 2013-Q4 onwards in the discontinued "SHS" data set

  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 (CSDB) to complete the data set with additional attributes referring to individual securities and their issuers

  Data collection method For certain sectors, data are collected directly from investors (mainly investors from the financial sector). For other sectors, data are collected via custodians. Some national particularities may apply.

SHSS aggregates for reference area “FR” only cover securities with an ISIN code and hence differ from related aggregates in balance of payments and financial accounts data

  Time period Starting from reference period 2021-Q1. Less detailed aggregates at euro area level are available from 2013-Q4 onwards in the discontinued "SHS" data set 

  Frequency of data collection Quarterly

  Classification system Green (GRE): debt securities where the proceeds are used to finance green projects

Social (SCL): debt securities where the proceeds are used to finance social projects

Sustainability (STN): debt securities where the proceeds are used to finance a combination of both green and social projects

Sustainability-linked (STL): debt securities where the issuers are committed to future improvements in sustainability outcome(s) with no restrictions on how the proceeds can be used

  Statistical concepts and definitions For information about the naming convention (series key dimensions and metadata), refer to the SHSS underlying DSD (NA_SEC) maintained by the ESTAT.
  Statistical unit EUR (million)

  Valuation Market value. In addition, positions for debt securities are also provided in face value

  Data compilation For the compilation of the experimental sustainable finance indicators on holdings, all “levels of assurance” are considered, i.e. whether they are just “self-labelled”, or have also a “second party opinion” or are even fully “certified”. All the standards/frameworks recognised for the classification of sustainable debt securities are also accepted.

  Data revision Revised data is disseminated every quarter for the period prior to the reference quarter (i.e. t-1). Additionally, a minor set of series that also cover CSEC data (those with ACCOUNTING_ENTRY = ‘L’) will be revised backwards for the previous three quarters, i.e. t-4 to t-2. Finally, once a year, revised data is disseminated for the previous three years (12 periods) prior to the reference quarter

  Quality management The data quality management of the SHSS is governed by Guideline ECB/2016/24 on the data quality management framework for statistics on holdings of securities.

The new indicators on holdings of sustainable debt securities are experimental and as such their quality assurance is not foreseen in the above listed legal act.

  Timeliness The data are released around 2 to 3 months after the end of the reference quarter

  Dissemination format SHSS data are disseminated as time series. The series keys are 19 dimensions long, each dimension being separated by a dot:

- Dataset: SHSS 

- Frequency: Q (Quarterly)

- Adjustment: N (Non-adjusted)

- Reference (holder) area, e.g. I8 (Euro area 19), AT (Austria)

- Counterpart (issuer) area, e.g. W0 (World), BE (Belgium)

- Reference (holder) sector, e.g. S1 (Total economy), S11 (Non financial corporations)

- Counterpart (issuer) sector, e.g. S1 (Total economy), S123 (Money market funds)

- Consolidation: N (Non-consolidated)

- Accounting entry: A (Assets) or L (Liabilities)

- Stocks, transactions, other flows: LE (Positions) or F (Transactions)

- Instrument classification, e.g. F3 (Debt securities)

- Maturity, e.g. L (Long-term)

- Expenditure: _Z (Not applicable)

- Unit measure: XDC (Domestic currency)

- Currency of denomination: nominal currency of the securities, e.g. _T (All currencies combined)

- Valuation: M (Market value) or F (Face value)

- Prices: V (Current prices)

- Transformation: N (Non-transformed data)

- Custom breakdown: _T (Total)

  Metadata last update 24/JAN/2023 09:35:43

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