STEP data [STP]

Name: STEP data
Creator: DBnomics

Updated on DBnomics on April 23, 2024 (6:25 AM)

Frequency [FREQ]

Reference area [REF_AREA]

Securities issuing sector [SEC_ISSUING_SECTOR]

Interest rate type (fix/var) [IR_FV_TYPE]

Floating rate base [FLOATING_RATE_BASE]

Maturity type [MATURITY_TYPE]

Maturity category [MATURITY_CAT]

Programme credit rating [CREDIT_RATING]

Securities data type [DATA_TYPE_SEC]

Collateral [COLLATERAL]

Currency of transaction [CURRENCY_TRANS]

Series suffix - SEC context [SEC_SUFFIX]

Dataset has 1,075 series. Add search filters to narrow them.

Daily - businessweek – World (all entities) – Total economy – All rates (fixed, variable, zero coupon) – Unspecified – Original – Total – Highest credit ratings – (Gross) issues against cash (flows) – All collaterals – All currencies combined – Euro million equivalent
[ECB/STP/B.A1.1000.A.XXXX.O.AA.R1.2.A.Z01.E]

min:
0

max:
34,761

avg:
8,840.825

σ:
5,999.411
Daily - businessweek – World (all entities) – Total economy – All rates (fixed, variable, zero coupon) – Unspecified – Original – Total – High credit ratings – (Gross) issues against cash (flows) – All collaterals – All currencies combined – Euro million equivalent
[ECB/STP/B.A1.1000.A.XXXX.O.AA.R2.2.A.Z01.E]

min:
0

max:
3,679

avg:
497.18

σ:
424.536
Daily - businessweek – World (all entities) – Total economy – All rates (fixed, variable, zero coupon) – Unspecified – Original – Total – All ratings – (Gross) issues against cash (flows) – All collaterals – All currencies combined – Euro million equivalent
[ECB/STP/B.A1.1000.A.XXXX.O.AA.RA.2.A.Z01.E]

min:
0

max:
35,420

avg:
9,954.774

σ:
6,037.331
Daily - businessweek – World (all entities) – Total economy – All rates (fixed, variable, zero coupon) – Unspecified – Original – Total – All ratings – (Gross) issues against cash (flows) – All collaterals – All currencies combined – Percentage share of all issues
[ECB/STP/B.A1.1000.A.XXXX.O.AA.RA.2.A.Z01.I]

min:
0

max:
100

avg:
98.794

σ:
10.914
Daily - businessweek – World (all entities) – Total economy – All rates (fixed, variable, zero coupon) – Unspecified – Original – 0-3 days – Highest credit ratings – (Gross) issues against cash (flows) – All collaterals – All currencies combined – Euro million equivalent
[ECB/STP/B.A1.1000.A.XXXX.O.DA.R1.2.A.Z01.E]

min:
0

max:
22,634

avg:
10,435.386

σ:
3,645.544
Daily - businessweek – World (all entities) – Total economy – All rates (fixed, variable, zero coupon) – Unspecified – Original – 0-3 days – High credit ratings – (Gross) issues against cash (flows) – All collaterals – All currencies combined – Euro million equivalent
[ECB/STP/B.A1.1000.A.XXXX.O.DA.R2.2.A.Z01.E]

min:
0

max:
540

avg:
22.024

σ:
64.15
Daily - businessweek – World (all entities) – Total economy – All rates (fixed, variable, zero coupon) – Unspecified – Original – 0-3 days – All ratings – (Gross) issues against cash (flows) – All collaterals – All currencies combined – Euro million equivalent
[ECB/STP/B.A1.1000.A.XXXX.O.DA.RA.2.A.Z01.E]

min:
0

max:
22,664

avg:
10,457.908

σ:
3,629.274
Daily - businessweek – World (all entities) – Total economy – All rates (fixed, variable, zero coupon) – Unspecified – Original – 0-3 days – All ratings – (Gross) issues against cash (flows) – All collaterals – All currencies combined – Percentage share of all issues
[ECB/STP/B.A1.1000.A.XXXX.O.DA.RA.2.A.Z01.I]

min:
0

max:
89

avg:
59.852

σ:
14.896
Daily - businessweek – World (all entities) – Total economy – All rates (fixed, variable, zero coupon) – Unspecified – Original – 4-9 days – Highest credit ratings – (Gross) issues against cash (flows) – All collaterals – All currencies combined – Euro million equivalent
[ECB/STP/B.A1.1000.A.XXXX.O.DB.R1.2.A.Z01.E]

min:
0

max:
17,827

avg:
863.421

σ:
1,464.903
Daily - businessweek – World (all entities) – Total economy – All rates (fixed, variable, zero coupon) – Unspecified – Original – 4-9 days – High credit ratings – (Gross) issues against cash (flows) – All collaterals – All currencies combined – Euro million equivalent
[ECB/STP/B.A1.1000.A.XXXX.O.DB.R2.2.A.Z01.E]

min:
0

max:
1,705

avg:
28.872

σ:
94.343

Showing results 1 - 10 / 1,075

Dimension codes and labels

[FREQ] Frequency

[B] Daily - businessweek

[REF_AREA] Reference area

[A1] World (all entities)

[SEC_ISSUING_SECTOR] Securities issuing sector

[1000] Total economy
[1100] Non-financial corporations (ESA 95 classification)
[1230] Other financial intermediaries, except insurance corporations and pension funds (ESA 95 classification)
[1250] Insurance corporations and pension funds
[12A0] MFIs
[13_I] General government and International Institutions (Rest of the World)

[IR_FV_TYPE] Interest rate type (fix/var)

[A] All rates (fixed, variable, zero coupon)
[C] Zero coupon
[V] Variable

[FLOATING_RATE_BASE] Floating rate base

[E000] EONIA
[R01M] EURIBOR 1 month
[R01W] EURIBOR 1 week
[R01Y] EURIBOR 1 year
[R03M] EURIBOR 3 month
[R06M] EURIBOR 6 month
[R09M] EURIBOR 9 months
[T000] Euro short-term rate
[XXXX] Unspecified

[MATURITY_TYPE] Maturity type

[O] Original
[R] Residual

[MATURITY_CAT] Maturity category

[AA] Total
[DA] 0-3 days
[DB] 4-9 days
[DC] 10-40 days
[DD] 41-100 days
[DE] 101-200 days
[DF] 201-366 days
[DG] 0-7 days
[DH] 8-31 days
[DI] 32-91 days
[DJ] 92-183 days
[DK] 184-274 days
[DL] 275-366 days
[MA] Overnight
[MB] 1 month (20-40 days)
[MC] 3 months (80-100 days)
[MD] 6 months (165-195 days)
[MF] 2 months (50-70 days)
[WA] 1 week (4-9 days)

[CREDIT_RATING] Programme credit rating

[R1] Highest credit ratings
[R2] High credit ratings
[RA] All ratings

[DATA_TYPE_SEC] Securities data type

[1] Outstanding amounts at the end of the period (stocks)
[2] (Gross) issues against cash (flows)
[S] Variable rate spread
[Y] Issue Yield

[COLLATERAL] Collateral

[A] All collaterals

[CURRENCY_TRANS] Currency of transaction

[EUR] Euro
[GBP] UK pound sterling
[JPY] Japanese yen
[USD] US dollar
[Z01] All currencies combined
[Z46] All currencies other than EUR, USD, GBP and JPY

[SEC_SUFFIX] Series suffix - SEC context

[A] Percentage points per annum
[E] Euro million equivalent
[I] Percentage share of all issues

Technical links