€STR average rates

Interest rates - reference rates.

€STR is an acronym for Euro Short Term Rate, an overnight rate, administered by the European Central Bank (ECB).

The ECB began publishing €STR compounded average rates from April 2021.

The formula for calculating compounded €STR average rates uses the historical daily values of the €STR and yields an average rate for the respective tenor over which the €STR values were recorded (for example, the past week or month).

The tenors for which compounded €STR average rates are published are one week, one month, three months, six months and twelve months.

See also

• Benchmark
• Compound
• EONIA
• EURIBOR
• European Central Bank (ECB)
• €STR
• Reference rate
• RFR
• Risk-free rates
• SONIA
• Tenor

External link

• European Central Bank Euro short term rate