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Securities

The ECB uses securities data to analyse the effects of its monetary policy decisions and to monitor financial stability in the euro area. It also uses these data to produce secondary statistics such as for balance of payments. The data fulfil euro area reporting commitments stemming from the G20 Data Gaps Initiative and support the assessment of the role of the euro in international financial markets.

Securities data are compiled from security-by-security information to provide the following aggregate datasets:

The methodology for compiling the aggregates follows the international standards outlined in the Handbook on Securities Statistics published jointly by the Bank for International Settlements, the European Central Bank and the International Monetary Fund. This handbook is consistent with the international statistical standards for national and financial accounts, such as the latest version of the European system of accounts (ESA 2010).

Securities issues statistics

Scope

Securities issues statistics based on the Centralised Securities Database (CSDB) provide a dataset of stock and flow aggregates on issuances of debt securities and listed shares (CSEC dataset) issued by euro area and non-euro area EU residents in all currencies at the individual country level, as well as by residents of the rest of the world in euro. The CSEC aggregates are a micro-to-macro dataset, meaning that official macro statistics are directly compiled from the micro data in line with international statistical standards.

Experimental indicators on the issuance of sustainable debt securities are now available. A breakdown by sustainability classification (green, social, sustainability and sustainability-linked) is available for the euro area and European Union as a whole. Detailed breakdowns by issuer sector and individual euro area country are also available for green bonds. For more details, please consult the experimental indicators on sustainable finance

Monthly data are available from around ten working days after the end of the reference period. Full data coverage is available for reference periods from December 2020 onwards, with selected time series available for debt securities at face value, and for listed shares at market value, back to December 1989, based on data from the discontinued legacy security issues statistics (SEC).

The dataset includes information on outstanding amounts, gross issues, redemptions, revaluations and other changes in volume. The data are available in market, nominal and face value.

The following issuer sectors are covered in the dataset:

  • Total economy
  • Non-financial corporations
  • Financial corporations
  • Central bank
  • Deposit-taking corporations, except the central bank
  • Non-MMF investment funds
  • Financial vehicle corporations engaged in securitisation
  • Financial auxiliaries
  • Captive financial institutions and money lenders
  • Financial corporations other than MFIs
  • Other financial institutions: financial corporations other than MFIs, insurance corporations and pension funds
  • Insurance corporations and pension funds
  • General government
  • Central government excluding social security
  • Social security funds
  • State and local government excluding social security
  • Households and non-profit institutions serving households

In terms of instruments, the data cover debt securities and listed shares. Data are further broken down by currency of denomination and, for debt securities, by interest rate type, original maturity and residual maturity.

The data can be found in the ECB’s Statistical Data Warehouse.

Information on the release schedule.

For further details regarding available breakdowns and codes, please refer to the Data Structure Definition.

Legal basis

The data are compiled on the basis of ECB Guideline ECB/2022/25 of 19 May 2022 on the Centralised Securities Database and the production of securities issues statistics.

The Guideline is complemented by the ECB Recommendation ECB/2022/26 of 19 May 2022 on the Centralised Securities Database and the production of securities issues statistics.

Securities holdings statistics

Scope

Securities holdings statistics (SHSS dataset) provide information on securities held by selected categories of euro area investors, broken down by country of residence.

Experimental indicators on holdings of sustainable debt securities are now available. A breakdown by sustainability classification (green, social, sustainability and sustainability-linked) is available for the euro area as a whole by counterpart issuing area (euro area, EU and rest of the world). Detailed breakdowns by holder sector and individual euro area country are also available for green bonds. For more details, please consult the experimental indicators on sustainable finance.

Quarterly data are available from around 60 calendar days after the end of the reference period. Full quarterly details are available from the first quarter of 2021 onwards, and selected euro area aggregate time series are available back to the fourth quarter of 2013 in the discontinued SHS dataset.

The dataset includes information on positions/stocks and transactions. The data are available in market and face value.

The following holder sectors are covered in the dataset:

  • Total economy
  • Non-financial corporations
  • Financial corporations
  • Central bank
  • Deposit-taking corporations, except the central bank
  • Money market funds
  • Non-MMF investment funds
  • Financial vehicle corporations engaged in securitisation
  • Insurance corporations
  • Pension funds
  • Other financial institutions (financial corporations other than MFIs, insurance corporations and pension funds)
  • Insurance corporations and pension funds
  • General government
  • Central government excluding social security
  • Households and non-profit institutions serving households

In terms of instruments, the data cover debt securities, listed shares, money market fund shares and non-MMF investment fund shares. Data are further broken down by currency of denomination and, for debt securities, by interest rate type, original maturity and residual maturity.

The data can be found in the ECB’s Statistical Data Warehouse.

For further details regarding available breakdowns and codes, please refer to the Data Structure Definition.

Legal basis

The legal basis for collecting SHSS data is laid down in Regulation ECB/2012/24 and subsequent amendments.

This Regulation is complemented by Guideline ECB/2013/7 and subsequent amendments, which set out the procedures to be followed by NCBs when reporting SHSS data to the ECB.

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