CONVEX
Historical Year Data · 2020

€STR (Euro Short-Term Rate) in 2020

€STR (Euro Short-Term Rate) opened 2020 at -0.54% and closed at -0.58%, a -8.16% move for the year. The high of -0.52% was reached on March 31, and the low of -0.58% on December 31.

Open
-0.54%
2020-01
Close
-0.58%
257 data points
High
-0.52%
Mar 31
Low
-0.58%
Dec 31
Full Year Change
-8.16%
2019 Change
+3.28%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan-0.54%-0.54%-0.54%-0.54%+0.00%
Feb-0.54%-0.54%-0.54%-0.54%-0.56%
Mar-0.54%-0.52%-0.52%-0.54%+3.69%
Apr-0.53%-0.53%-0.53%-0.54%-0.76%
May-0.54%-0.54%-0.54%-0.55%+0.55%
Jun-0.55%-0.56%-0.54%-0.56%-1.65%
Jul-0.55%-0.55%-0.54%-0.55%-0.36%
Aug-0.55%-0.56%-0.55%-0.56%-0.91%
Sep-0.55%-0.57%-0.55%-0.57%-2.89%
Oct-0.56%-0.56%-0.55%-0.56%+0.18%
Nov-0.56%-0.56%-0.55%-0.56%-0.90%
Dec-0.56%-0.58%-0.55%-0.58%-4.67%

Events During 2020

Related Metrics

Get historical context as markets unfold, regime classification, scenario triggers, and analysis in your inbox.