ECB provides a one-off spread between €STR and EONIA

  • Spread between €STR and EONIA is calculated at 0.085% (8.5 basis points)
  • Spread is based on methodology recommended by Working Group on euro risk-free rates
  • Spread is to be used by EMMI in new EONIA methodology as of 2 October 2019
  • ISIN assigned to €STR is EU000A2X2A25 (FISN: ECB/EUR EURO SHORT-TERM RATE IR)

The European Central Bank has calculated the spread between €STR and EONIA based on the methodology as recommended by the Working Group on euro risk-free rates and adopted by the European Money Market Institute (EMMI) for the recalibration of the EONIA methodology as of 2 October 2019 and until its discontinuation by EMMI. The ECB has calculated this spread at 0.085% (8.5 basis points) on the basis of daily EONIA and pre-€STR data from 17 April 2018 to 16 April 2019. The International Securities Identification Number assigned to €STR is EU000A2X2A25. The Financial Instrument Short Name (FISN) is ECB/EUR EURO SHORT-TERM RATE IR.

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