Compounded €STR Rates: 1M, 3M, 6M & 12M
Daily compounded €STR over 1, 3, 6 and 12 month interest periods, calculated in arrears from official ECB €STR fixings.
| Date | €STR | 1 Month €STR | 3 Month €STR | 6 Month €STR | 12 Month €STR |
|---|---|---|---|---|---|
| 29 Sept 2026 | 2.43900% | 2.29319% | 2.22817% | 2.10226% | 2.03244% |
| 28 Sept 2026 | 2.44000% | 2.28830% | 2.22466% | 2.10030% | 2.03064% |
| 25 Sept 2026 | 2.44000% | 2.26388% | 2.21687% | 2.09271% | 2.02669% |
| 24 Sept 2026 | 2.44000% | 2.25577% | 2.21404% | 2.08992% | 2.02526% |
| 23 Sept 2026 | 2.43900% | 2.24438% | 2.21123% | 2.08713% | 2.02383% |
| 22 Sept 2026 | 2.44000% | 2.23812% | 2.20840% | 2.08292% | 2.02239% |
| 21 Sept 2026 | 2.44000% | 2.23146% | 2.20530% | 2.08085% | 2.02064% |
| 18 Sept 2026 | 2.44100% | 2.20704% | 2.19703% | 2.07318% | 2.01662% |
| 17 Sept 2026 | 2.44000% | 2.19886% | 2.19421% | 2.07039% | 2.01519% |
| 16 Sept 2026 | 2.44100% | 2.19086% | 2.18864% | 2.06760% | 2.01375% |
As of , compounded €STR (in arrears) is 2.29319% over one month, 2.22817% over three months, 2.10226% over six months and 2.03244% over twelve months.
Compounded in arrears with no lookback, Actual/360 day count and unshifted accrual calendar, consistent with euro market conventions.
Compounded €STR Chart
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“I do debt service forecasting for any of the facilities where we have floating rate exposure… I like this option to just pull the forward curve monthly or quarterly going out.”
That's what the last period cost. See where it's heading.
Compounded €STR tells you what an interest period has already cost. Forward rates imply the path of future fixings: what your next period is likely to cost, straight from today's market pricing.
See the €STR forward curveDaily €STR fixings in Excel & API
If you're rebuilding this table from central bank downloads every month-end, you don't need a rate, you need a feed. One function, official ECB fixings, straight into your accrual model.
// Excel: any day's €STR fixing in a cell =BlueGamma.FIXING("ESTR", accrual_date) # API: the same rate, one GET away GET api.bluegamma.io/v1/fixing ?index=ESTR&valuation_date=YYYY-MM-DD x-api-key: your_api_key
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FAQs
A backward-looking interest rate calculated by compounding the daily euro short-term rate (€STR) in arrears over an interest period such as 1, 3, 6 or 12 months. It represents the realised cost of that period, based on official ECB-published fixings, and is the recommended fallback rate for EURIBOR-linked contracts.
Daily ECB €STR fixings are compounded in arrears over the interest period with a 0-day lookback, so compounding starts on the actual start date of the accrual period. The day count is Actual/360, and if the period starts on a weekend or holiday the preceding business day’s fixing applies for those stub days.
Checking compounded interest between two exact dates? Use our free Risk Free Rate Calculator.
Term €STR is forward-looking: a rate for the coming period, derived from market pricing and known at the start of the interest period. Compounded €STR is backward-looking, based on realised overnight fixings, and the final rate is known only at the end of the period.
For the market-implied path of €STR, see the €STR forward curve.
No. Compounded €STR is a near risk-free, backward-looking realised rate. EURIBOR is a forward-looking term rate reflecting unsecured interbank lending, which includes bank credit risk.
For EURIBOR data, see our EURIBOR swap rates and EURIBOR forecast.
Backward-looking RFRs are robust because they rely on actual transactions rather than forecasts. Compounded €STR is widely used for derivatives and loans that pay interest in arrears, and it is the recommended fallback rate for EURIBOR-linked contracts.
More on €STR
€STR Forward Curve
The market-implied path for €STR: live forward curve, charted and downloadable.
Risk Free Rate Calculator
Compound €STR over the exact start and end dates of your interest period.
€STR Swap Rates
Live and historical €STR swap rates across all liquid tenors.
ECB Rate Forecast
Where the market expects the European Central Bank to take its policy rate next, updated daily.
EURIBOR Forecast
The market-implied path for 3M and 6M EURIBOR, the euro market's dominant lending benchmark.
€STR fixing today
Today's official €STR print with day-over-day change and daily history.