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Show/Hide section   STP - STEP data

 
ADMINISTRATIVE INFORMATION
  Title

Short Term European Paper Statistics (STEP Statistics)

  Data source

European Central Bank (ECB)

  Contact email address

Statistical Information Request form

 
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

Business

  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
  Metadata last update 09/JAN/2019 16:39:21

Show/Hide section   Series Level

STEP data
Show/Hide section   STP : Search result for STP.B.A1.12A0.V.E000.O.MB.R2.S.A.EUR.A

Title Complement World (all entities), issuing sector MFIs, Variable rate - EONIA floating rate base, Original maturity 1 month (20-40 days), High credit ratings, Variable rate spread, All collaterals - Euro - Percentage points per annum
Series Key STP.B.A1.12A0.V.E000.O.MB.R2.S.A.EUR.A
ECB Last update 2019-06-24 14:04:45.0
Unit Percent per annum
Reference area World (all entities) (A1)
Collection indicator End of period (E)
Coverage Market valuation
Decimals Four (4)
Title Variable rate spread over the overnight EONIA denominated in EUR, issued by monetary financial insitutions (1 month maturity, rating 2)
Frequency Business