€STR (Euro Short-Term Rate)

€STR, the euro short-term rate replacing EONIA.

€STR (Euro Short-Term Rate) is part of the EU/UK Rates category. European markets carry the sovereign debt overhang of the post-2010 era in their pricing. Bund-BTP spreads remain the cleanest gauge of periphery stress, while HICP drives ECB policy expectations. UK macro diverges post-Brexit, with sterling volatility and Gilt-Bund spreads carrying political risk premia that sometimes detach entirely from U.S. moves.

€STR (Euro Short-Term Rate) is updated once per day after market close. Each metric page on Convex shows the exact time of the last data update and provides historical data going back up to five years.

Convex sources €STR (Euro Short-Term Rate) data from the Federal Reserve Economic Data (FRED) API, maintained by the Federal Reserve Bank of St. Louis. Data is fetched automatically and displayed alongside interactive charts, AI analysis, and historical context.

The €STR (Euro Short-Term Rate) page includes an interactive chart with selectable time ranges (1 month to 5 years), percentage changes over multiple timeframes, a table of recent readings, AI-generated analysis, and links to related metrics and comparisons.