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Show/Hide section   EST - Euro short-term rate

 
ADMINISTRATIVE INFORMATION
  Title Euro short-term rate

  Data source ECB

  Contact email address Statistical Information Request form
  Contact organisation unit DG-S/SFI/FIMA

 
TECHNICAL INFORMATION
  Catalog Download the series catalogue of the dataset EST in CSV format, i.e. full list of series and associated metadata: Excel 2013 (zipped) or the earlier Excel versions.
 
LEGAL AND INSTITUTIONAL ENVIRONMENT
  Legal acts and other agreements Guideline on the euro short-term rate (€STR) (ECB/2019/19), MMSR Regulation (ECB/2014/48), MMSR Amending Regulation (ECB/2015/30) and MMSR Amending Regulation (ECB/2018/33)

  Disclaimer Euro short-term rate - Disclaimer

 
SCOPE
  Data presentation - Summary description The euro short-term rate (€STR) reflects the wholesale euro unsecured overnight borrowing costs of banks located in the euro area. The €STR will be published on each TARGET2 business day based on transactions conducted and settled on the previous TARGET2 business day (the reporting date “T”) with a maturity date of T+1. The transactions are deemed to have been executed at arm’s length and thus reflect market rates in an unbiased way.

  Data presentation - Detailed description Together with the €STR, the following related information is published: total nominal value of transactions before trimming in EUR millions, number of banks reporting transactions before trimming, number of transactions before trimming, percentage of total nominal amount reported by the five largest contributing banks that day, rates at 25th and 75th percentiles of volume, calculation method (normal or contingency) and publication type (standard or republication).

 
METHODOLOGICAL INFORMATION
  Source data type Money Market Statistical Reporting (MMSR)

  Time period TARGET2 business day

  Statistical concepts and definitions For information about the naming convention (series key dimensions and metadata), refer to the EST underlying DSD (ECB_EST1) maintained by the ECB.
 
MISCELLANEOUS
  Metadata last update 30/SEP/2019 16:38:19

Show/Hide section   Series Level

Euro short-term rate
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Title Complement Euro short-term rate - Calculation method - Unsecured - Overnight - Borrowing - Financial corporations
Series Key EST.B.EU000A2X2A25.CM
ECB Last update 2020-03-30 08:04:00.0
Unit Not applicable
Series comment including brief description of the underlying statistic Boolean time series representing the calculation method: 0 indicates normal, 1 indicates contingency
Title Euro short-term rate - Calculation method
Decimals Zero (0)
Time period collection Other (V)
Coverage ESA 2010 Sectors: S.121,S.122, S.123, S.124, S.125,S.126,S.127, S.128, S.129
Frequency Business
Title Complement Euro short-term rate - Number of active banks - Unsecured - Overnight - Borrowing - Financial corporations
Series Key EST.B.EU000A2X2A25.NB
ECB Last update 2020-03-30 08:04:00.0
Unit Not applicable
Title Euro short-term rate - Number of active banks
Decimals Zero (0)
Time period collection Summed through period (S)
Coverage ESA 2010 Sectors: S.121,S.122, S.123, S.124, S.125,S.126,S.127, S.128, S.129
Frequency Business
Title Complement Euro short-term rate - Number of transactions - Unsecured - Overnight - Borrowing - Financial corporations
Series Key EST.B.EU000A2X2A25.NT
ECB Last update 2020-03-30 08:04:00.0
Unit Not applicable
Title Euro short-term rate - Number of transactions
Decimals Zero (0)
Time period collection Summed through period (S)
Coverage ESA 2010 Sectors: S.121,S.122, S.123, S.124, S.125,S.126,S.127, S.128, S.129
Frequency Business
Title Complement Euro short-term rate - Rate at 25th percentile of volume - Unsecured - Overnight - Borrowing - Financial corporations
Series Key EST.B.EU000A2X2A25.R25
ECB Last update 2020-03-30 08:04:00.0
Unit Percent
Title Euro short-term rate - Rate at 25th percentile of volume
Decimals Two (2)
Time period collection Other (V)
Coverage ESA 2010 Sectors: S.121,S.122, S.123, S.124, S.125,S.126,S.127, S.128, S.129
Frequency Business
Title Complement Euro short-term rate - Rate at 75th percentile of volume - Unsecured - Overnight - Borrowing - Financial corporations
Series Key EST.B.EU000A2X2A25.R75
ECB Last update 2020-03-30 08:04:00.0
Unit Percent
Title Euro short-term rate - Rate at 75th percentile of volume
Decimals Two (2)
Time period collection Other (V)
Coverage ESA 2010 Sectors: S.121,S.122, S.123, S.124, S.125,S.126,S.127, S.128, S.129
Frequency Business
Title Complement Euro short-term rate - Publication type - Unsecured - Overnight - Borrowing - Financial corporations
Series Key EST.B.EU000A2X2A25.RP
ECB Last update 2020-03-30 08:04:00.0
Unit Not applicable
Series comment including brief description of the underlying statistic Boolean time series representing the publication type: 0 indicates standard, 1 indicates republication
Title Euro short-term rate - Publication type
Decimals Zero (0)
Time period collection Other (V)
Coverage ESA 2010 Sectors: S.121,S.122, S.123, S.124, S.125,S.126,S.127, S.128, S.129
Frequency Business
Title Complement Euro short-term rate - Total volume - Unsecured - Overnight - Borrowing - Financial corporations
Series Key EST.B.EU000A2X2A25.TT
ECB Last update 2020-03-30 08:04:00.0
Unit Millions of Euro
Title Euro short-term rate - Total volume
Decimals Zero (0)
Time period collection Summed through period (S)
Coverage ESA 2010 Sectors: S.121,S.122, S.123, S.124, S.125,S.126,S.127, S.128, S.129
Publications ESRB Risk Dashboard: Table in chapter 04, section 03 (T0403)
Frequency Business
Title Complement Euro short-term rate - Share of volume of the 5 largest active banks - Unsecured - Overnight - Borrowing - Financial corporations
Series Key EST.B.EU000A2X2A25.VL
ECB Last update 2020-03-30 08:04:00.0
Unit Percent
Title Euro short-term rate - Share of volume of the 5 largest active banks
Decimals Zero (0)
Time period collection Other (V)
Coverage ESA 2010 Sectors: S.121,S.122, S.123, S.124, S.125,S.126,S.127, S.128, S.129
Frequency Business
Title Complement Euro short-term rate - Volume-weighted trimmed mean rate - Unsecured - Overnight - Borrowing - Financial corporations
Series Key EST.B.EU000A2X2A25.WT
ECB Last update 2020-03-30 08:04:00.0
Unit Percent
Title Euro short-term rate - Volume-weighted trimmed mean rate
Decimals Three (3)
Time period collection Average of observations through period (A)
Coverage ESA 2010 Sectors: S.121,S.122, S.123, S.124, S.125,S.126,S.127, S.128, S.129
Frequency Business