Euro Commercial Paper

ECP market maturity profile

The ECP (Euro Commercial Paper) market maturity profile statistics are produced at the beginning of the month and aim at providing market participants with a snapshot of the maturity profile of the ECP market at the end of the previous month.

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Euroclear ECP index

The Euroclear ECP Index is a trade volume-weighted average yield based on the primary market transactions executed in the Euro Commercial paper (ECP) market on the books of Euroclear Bank.

  • A daily average yield is proposed for the highest quality issues (paper rated A1/P1/F1), for 3 currencies (EUR, USD, GBP) and 2 tenors (1 month, 3 months)
  • A weekly average yield is also proposed for five issuer/rating types, 3 currencies, and 2 tenors

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