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Scope
Data presentation - Summary description

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 on yields and spreads for securities issued in euro under STEP programmes. The daily yield statistics encompass annualised yields for STEP-labelled zero coupon issues, referring to the primary market interest rates originally agreed between an issuer and an investor. Yield statistics are also available for STEP issues priced with a spread against reference interest rates. The underlying security by security data are collected with daily frequency at ISIN and settlement level from the eligible data providers.

Methodological information
Source data type

National Settlement Systems, International Settlement Systems, National Central Banks of the European Union and other national institutions approved as data providers by the STEP Market Committee.

Data collection method

STEP methodological notes at  http://www.ecb.europa.eu/stats/pdf/money/step/STEP_Methodological_Notes.pdf

Rating classification: Highest credit rating: issues with an underlying rating equal to A1, P1 or F1. High credit rating: issues rated A2, P2 or F2.

Time period

Business

Frequency of data collection

Business

Statistical concepts and definitions

For information about the naming convention (series key dimensions and metadata), refer to the STP underlying DSD (ECB_STP1) maintained by the ECB.

Administrative Information
Title

STP - Short Term European Paper Statistics (STEP Statistics)

Data source

European Central Bank (ECB)

Quality
Punctuality

Weekly

Timeliness

Publication on the first business day during following calendar week

Dissemination
Dissemination format
Technical Information
Catalog

Download the series catalogue containing a full list of series and associated metadata of the dataset STP in CSV format (zipped)

Dataset last update
16 July 2024 11:53 CEST
Miscellaneous
Metadata last update
10 November 2022 11:04 CET