STEP data - STP

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.