ECB: Extended publication of Securities Holdings Statistics

02 February 2017

In addition to the current breakdown by instrument type and selected issuer countries, holdings by the euro area broken down by holder sectors and issuer sectors are made available.

In order to minimise the reporting burden, data are generally collected from financial sectors on their own holdings and from custodians on the holdings of non-financial sectors, as well as on a security-by-security basis, which avoids that reporting agents have to perform multiple aggregations of their data.

Total holdings by euro area investors as covered by this dataset amounted to EUR 27.9 trillion at the end of 2016-Q3, covering holdings of both securities issued by the euro area residents (EUR 20.9 trillion) and non-euro area residents (EUR 6.9 trillion). Total euro area holdings of debt securities amounted to EUR 14.9 trillion while total euro area holdings of listed shares and investment funds shares/units stood at EUR 13.0 trillion.

Securities Holdings Statistics by Sector have been collected by the ECB as of end 2013 on a security-by-security basis and cover quarterly euro area securities holdings of the main instrument types (debt securities, listed shares and investment funds shares/units) at market values for the sector of the holder (excluding the Eurosystem) as well as of the issuer. The SHSS data significantly help to close the information gap on securities holdings both within the euro area and between the euro area and the rest of the world. They allow for very flexible data analyses and feed into a wide range of research, e.g. on monetary policy, financial stability or financial integration (which has allowed to incorporate them in various publications, e.g. ECB Financial Stability Review).

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