ECB calculates ESTER, will release historical time series data (pre-ESTER)

The European Central Bank (ECB) has decided on the final methodology for calculating the euro short-term rate (ESTER) – an overnight unsecured rate based entirely on money market statistical reporting (MMSR), which will start to be published by October 2019. The ECB also decided to release the time-lagged publication of daily rate, volume and dispersion data based on the main methodological features of the forthcoming ESTER, called pre-ESTER. The first publication of pre-ESTER covers historical time series data for the reserve maintenance periods from 15 March 2017 to 2 May 2018. Regular releases for each reserve maintenance period will be issued starting in the summer of 2018.

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