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.
Euro Commercial Paper
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
