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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
  Dataset last update in SDW 2019-10-02 08:10:00
  FAME database shortcut $ECB

  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 MMSR Regulation (ECB/2014/48), as amended by ECB/2015/30 , ECB/2018/33 and ECB/2019/29.

Guideline on euro short-term rate (€STR) (ECB/2019/19), as amended by ECB/2020/15 and ECB/2021/10.

  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 ECB publishes on its website the €STR at 08:00 CET on each TARGET2 business date.  The €STR time series is updated on the ECB’s Statistical Data Warehouse (SDW) shortly after the €STR publication.

The daily €STR is based on the transactions with overnight maturity that were traded and settled on the previous TARGET2 date. In SDW, the €STR series are indexed by time, where the time index reflects the trade date of the underlying transactions. For example, the observations on the rate, volume traded, etc. with time index 1 October 2019 reflect trading activity on that day, and correspond to the €STR published on 2 October 2019. 

For further information refer to the Overview of €STR.     

 

The compounded €STR average rates and the compounded €STR index are updated in SDW shortly after their publication at 09:15 a.m. every TARGET2 business date. In SDW, all compounded €STR series are presented with a time index that reflects their reference date, which by convention coincides with end date of the related interest rate period underlying their calculation.  

For further information please refer to the Compounded €STR section of the overview of €STR. webpage. 

  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).

 

Together with the compounded €STR average rates, the start and end dates of the interest rate period underlying the calculation of the rates are available in SDW.  

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

  Time period TARGET2 business day

  Time period - collection TARGET2 business day following reference time period

  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.
 
QUALITY
  Quality management The data quality of the €STR is assured in line with the provisions of Guideline on euro short-term rate (€STR) (ECB/2019/19), as amended.

 
MISCELLANEOUS
  Metadata last update 15/APR/2021 08:12:21

Show/Hide section   Series Level

Show/Hide section  EST - Euro short-term rate

Title Complement Euro short-term rate - Calculation method - Unsecured - Overnight - Borrowing - Financial corporations
Series Key EST.B.EU000A2X2A25.CM
ECB Last update 2021-05-06 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
Coverage ESA 2010 Sectors: S.121,S.122, S.123, S.124, S.125,S.126,S.127, S.128, S.129
Decimals Zero (0)
Time period collection Other (V)
Title Euro short-term rate - Calculation method
Frequency Daily - businessweek