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$SEC_STP

  Source agency European Central Bank (ECB)
  Data category Short Term European Paper Statistics (STEP Statistics)
  Short presentation of data items 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.
  Encouraged components

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.

  Types of data source 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.
  Periodicity Business
  Timeliness Publication on the first business day during following calendar week
  Update frequency Weekly
  Catalog Download the series catalogue (complete list of series) of the dataset STP (Public) (including the metadata): Excel 2013 or the earlier Excel versions.
 
Access by the public
  Dissemination formats SDW and the ECB webpage at http://www.ecb.europa.eu/stats/money/step/html/index.en.html
  Dissemination

SDW and the ECB webpage at http://www.ecb.europa.eu/stats/money/step/html/index.en.html

 
Integrity
  Institutional framework for statistics STEP reporting guidelines at http://www.ecb.europa.eu/stats/pdf/money/step/ReportingInstructions.pdf
 
Methodology
  Concepts and Definitions 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.
  Specificities of national practice

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.

 
ADMINISTRATIVE INFORMATION
  Title

Short Term European Paper Statistics (STEP Statistics)

  Data source

European Central Bank (ECB)

  Contact email address

ECB_STEP1@ecb.europa.eu

  Contact organisation unit

ECB Statistics

 
TECHNICAL INFORMATION
  FAME database shortcut

$SEC_STP

  Comment

Download the series catalogue (complete list of series) of the dataset STP (Public) (including the metadata): Excel 2013  or the earlier Excel versions.

 
LEGAL AND INSTITUTIONAL ENVIRONMENT
  Institutional mandate

STEP reporting guidelines at http://www.ecb.europa.eu/stats/pdf/money/step/ReportingInstructions.pdf

 
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

2007 to present

  Frequency of data collection

Business

 
QUALITY
  Punctuality

Weekly

  Timeliness

Publication on the first business day during following calendar week

 
DISSEMINATION
  Dissemination format

SDW and the ECB webpage at http://www.ecb.europa.eu/stats/money/step/html/index.en.html

 
MISCELLANEOUS
  Last updated 19/OCT/2018 15:22:05

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