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GFS : Government finance statistics (ECB and Eurostat)

Government finance statistics (GFS) provide a comprehensive overview of fiscal developments in the euro area, the European Union, and individual EU Member States. Data for Japan, the United Kingdom and the United States are also available, although with less detail.

STP : STEP data

The STEP statistics concern short-term debt securities issued in the context of programmes that have received the STEP label from the STEP Market Committee ( http://www.stepmarket.org ). The STEP dataset comprises daily statistics on aggregated outstanding amounts and new issues, and daily and weekly aggregates on yields and spreads for securities issued in euro under STEP programmes. The yield statistics encompass annualised yields on euro-denominated STEP-labelled zero-coupon issues, referring to the primary market interest rates originally agreed between an issuer and an investor.