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ADMINISTRATIVE INFORMATION
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Title |
Euro short-term rate |
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Data source |
ECB |
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Contact email address |
Statistical Information Request form |
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Contact organisation unit |
DG-S/SFI/FIMA |
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TECHNICAL INFORMATION
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Dataset last update in SDW |
2019-10-02 08:10:00 |
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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. |
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LEGAL AND INSTITUTIONAL ENVIRONMENT
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Legal acts and other agreements |
Guideline on euro short-term rate (€STR) (ECB/2019/19) , Amending Guideline on euro short-term rate (€STR) (ECB/2020/15), MMSR Regulation (ECB/2014/48), MMSR Amending Regulation (ECB/2015/30) , MMSR Amending Regulation (ECB/2018/33) and MMSR Amending Regulation (ECB/2019/29) |
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Disclaimer |
Euro short-term rate - Disclaimer |
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SCOPE
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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. |
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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). For further information please refer to the Overview of the euro short-term rate (€STR) web page. |
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METHODOLOGICAL INFORMATION
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Source data type |
Money Market Statistical Reporting (MMSR) |
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Time period |
TARGET2 business day |
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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. |
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QUALITY
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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) |
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MISCELLANEOUS
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Metadata last update |
27/OCT/2020 19:10:10 |
