Compounded €STR Rates
Daily Compounded €STR Rates: 1M, 3M, and 6M
View daily compounded €STR rates over 1-, 3-, and 6-month windows, calculated using official European Central Bank (ECB) €STR fixings.
Daily Compounded €STR Table
Compounded rates reflect the realised interest accrued over each respective period.
Calculated using:
The most recently published ECB €STR fixings
Actual/360 day count convention
No look-back or lag
An unshifted accrual calendar consistent with EU market conventions
How It’s Calculated
We replicate the conventions typically used by banks, clearing houses, and treasury systems when computing compounded €STR.
These settings mirror how €STR is used in floating-rate notes, loans, and internal risk systems.
Key calculation features:
Interest accrued daily over a 1M, 3M, or 6M window
No lag — calculations reference the most recently published €STR fixings
Actual/360 day count convention
Fully backward-looking realised rate
Compounded €STR Chart
Term €STR vs Compounded €STR
Compounded €STR
Term €STR
Summary:
• Compounded €STR: Backward-looking, based on historical overnight rates (ECB).
• Term €STR: Forward-looking, based on derivatives pricing.
Calculate Compounded €STR with Our Risk Free Rate Calculator
Instantly compute compounded rates and accrued interest for any custom period.
Easily adjust parameters such as lookback days, spreads, lags, and day count conventions.
Ideal for modelling financial instruments or verifying internal interest calculations.
Our Other Compounded Rates
Compounded SONIA Rates
View daily 1M, 3M, and 6M compounded SONIA rates.
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Compounded SOFR Rates
View daily 1M, 3M, and 6M compounded SOFR rates.
Compounded CORRA Rates
View daily 1M, 3M, and 6M compounded CORRA rates.
FAQs
What is compounded €STR?
How is compounded €STR calculated?
What’s the difference between compounded €STR and Term €STR?
Is compounded €STR the same as EURIBOR?
Why would I use a backward-looking rate like compounded €STR?
Looking for More Than Just Rates?
Forward curves
for €STR
Real-time
swap pricing & MTM
Excel or API access to plug data directly into your workflow
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