The Securities Holdings Statistics by Sector (SHSS) data, collected on a security-by-security basis, provide information on securities held by euro area resident sectors, broken down by instrument type, holder country and further classifications.
SHSS series are compiled 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.
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.
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.
The following types of series are compiled:
Positions/stocks refer to the total amount held of a security at the end of the period.
Transactions refer to sum of purchases minus sales of a security, recorded at transaction value including accrued interest.
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.
The indicators on holdings of sustainable debt securities are experimental and as such their quality assurance is not covered in the above listed legal acts.