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ADMINISTRATIVE INFORMATION
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Title |
STP - Short Term European Paper Statistics (STEP Statistics) |
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Data source |
European Central Bank (ECB) |
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Contact email address |
Statistical Information Request form |
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TECHNICAL INFORMATION
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Dataset last update in SDW |
2023-09-25 14:49:18 |
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Catalog |
Download the series catalogue of the dataset STP in CSV format, i.e. full list of series and associated metadata: Excel 2013 (zipped) or the earlier Excel versions. |
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LEGAL AND INSTITUTIONAL ENVIRONMENT
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Institutional mandate |
STEP reporting guidelines at http://www.ecb.europa.eu/stats/pdf/money/step/ReportingInstructions.pdf |
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SCOPE
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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. |
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METHODOLOGICAL INFORMATION
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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. |
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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. |
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Time period |
Business |
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Frequency of data collection |
Business |
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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. |
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QUALITY
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Punctuality |
Weekly |
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Timeliness |
Publication on the first business day during following calendar week |
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DISSEMINATION
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Dissemination format |
SDW and the ECB webpage at http://www.ecb.europa.eu/stats/money/step/html/index.en.html |
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MISCELLANEOUS
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Metadata last update |
14/MAY/2021 18:27:01 |
