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Show/Hide section   STP - STEP data

  Title STP - Short Term European Paper Statistics (STEP Statistics)

  Data source European Central Bank (ECB)

  Contact email address Statistical Information Request form
  Dataset last update in SDW 2021-11-29 14:36:18
  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.
  Institutional mandate STEP reporting guidelines at

  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 ( 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.

  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
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.
  Punctuality Weekly

  Timeliness Publication on the first business day during following calendar week

  Dissemination format SDW and the ECB webpage at

  Metadata last update 14/MAY/2021 18:27:01

Show/Hide section   Series Level

Show/Hide section  STP - STEP data

Title Complement World (all entities), issuing sector Total economy, Variable rate - EONIA floating rate base, Original maturity 3 months (80-100 days), Highest credit ratings, Variable rate spread, All collaterals - Euro - Percentage points per annum
Series Key STP.B.A1.1000.V.E000.O.MC.R1.S.A.EUR.A
ECB Last update 2020-11-02 14:09:46.0
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 total economy (3 months maturity, rating 1)
Frequency Daily - businessweek