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.

Financial market statistics currently contain data on: Money market interest ratesGovernment bond yieldsStock market indicesKey ECB interest rates

The Euro Area Real-Time Database (RTDB) is an  experimental dataset  that consists of vintages, or snapshots, of time series of several variables, based on series reported in the ECB’s Economic Bulletin (EBu), and previously in the ECB's Monthly Bulletin (MoBu). It is updated semi-annually,  at the beginning of January and July. The database has been constructed in the context of the Real-Time DataBase (RTDB) project that is being coordinated by the   Euro Area Business Cycle Network (EABCN . An in-depth presentation of this euro area RTDB can be found in ECB Working Paper No 1145, entitled  “An area-wide real-time database for the euro area”  by D. Giannone, J. Henry, M. Lalik and M. Modugno (January 2010).

The EONIA rate was the closing rate for the overnight maturity calculated by collecting data on unsecured overnight lending in the euro area provided by banks belonging to the EONIA panel. Following a recommendation made by the working group on euro risk-free rates on 14 March 2019, as of 2 October for the trade date 1 October 2019 the European Money Market Institute (EMMI) changed the way it calculates the EONIA . The EONIA methodology has been redefined as the euro short-term rate (€STR) plus a fixed spread, calculated using the methodology adopted by the EMMI as the difference between the underlying interest rate of the EONIA and the pre-€STR using daily data from 17 April 2018 to 16 April 2019. The ECB calculated this spread as 0.085% (8.5 basis points). For this reason the volume information is not available anymore. EMMI publishes EONIA for day T on T+1 at or shortly after 09.15 each TARGET2 business day. The information is published in the ECB Statistical Data Warehouse on T+2 at, or shortly after, 09.15 each TARGET2 business day.

IFI statistics comprise a set of indicators assessing the degree of integration in the main financial segments of the euro area.

The CISS is computed for the Euro Area as a whole. It includes 15 raw, mainly market-based financial stress measures that are split equally into five categories, namely the financial intermediaries sector, money markets, equity markets, bond markets and foreign exchange markets. For further details, see Holló, D., Kremer, M. and Lo Duca, M., "CISS - A Composite Indicator of Systemic Stress in the Financial System" , Working Paper Series , No 1426, ECB, March 2012. The CISS is also available for the United States of America, following a computation analogous to the Euro Area definition described above. The US CISS is comprised of the appropriate sub-indices for the United States financial system.   The SovCISS measures stress in sovereign debt markets in the Euro Area as a whole and in several Euro Area and non-Euro Area EU countries. The methodology is described in Garcia-de-Andoain, C. and Kremer, M., "Beyond Spreads: Measuring Sovereign Market Stress in the Euro Area" ,  Working Paper Series , No 2185, ECB, October 2018.   The New CISS is computed for four countries for which the Euro Area, the US and the UK use 15 raw indicators and China 16. It maintains the CISS"es scheme of using inputs from different market segments but employs a revised and equal weighting scheme of the raw indicators. It is calculated on a daily basis.

 Non-harmonised national retail interest rate statistics, which were based on already existing statistics within each National Central Bank. These statistics were discontinued with the go-live of MIR statistics based on the Regulation ECB/2001/18.