Compounded euro-short term rates and index - Euro money market

This page presents the time series for the compounded €STR average rates and the compounded €STR index.

The calculations and publication rules for the compounded €STR average rates and index can be found here.

Available Datasets (1)

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Data set (Number of Series)

Description

Data Structure Definition

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EST : Euro short-term rate (6)

Compounded €STR

Standard Refreshable

Dimension Filters

Title	Key	From	To	Last Updated
Compounded euro short-term rate index (1 Oct 2019 = 100) Compounded euro short-term rate index (1 Oct 2019 = 100) [Euro short-term rate]	EST.B.EU000A2QQF08.CI	01 Oct 2019	26 May 2023	2023-05-26 09:39
Compounded euro short-term rate average rate, 1 week tenor Compounded euro short-term rate average rate, 1 week tenor [Euro short-term rate]	EST.B.EU000A2QQF16.CR	08 Oct 2019	26 May 2023	2023-05-26 09:39
Compounded euro short-term rate average rate, 1 month tenor Compounded euro short-term rate average rate, 1 month tenor [Euro short-term rate]	EST.B.EU000A2QQF24.CR	01 Nov 2019	26 May 2023	2023-05-26 09:39
Compounded euro short-term rate average rate, 3 months tenor Compounded euro short-term rate average rate, 3 months tenor [Euro short-term rate]	EST.B.EU000A2QQF32.CR	02 Jan 2020	26 May 2023	2023-05-26 09:39
Compounded euro short-term rate average rate, 6 months tenor Compounded euro short-term rate average rate, 6 months tenor [Euro short-term rate]	EST.B.EU000A2QQF40.CR	01 Apr 2020	26 May 2023	2023-05-26 09:39
Compounded euro short-term rate average rate, 12 months tenor Compounded euro short-term rate average rate, 12 months tenor [Euro short-term rate]	EST.B.EU000A2QQF57.CR	01 Oct 2020	26 May 2023	2023-05-26 09:39