Euro Short-Term Rate

Data - ECB

Info

source dataset .html .qmd .RData
ecb EST [2024-12-29] https://fgee olf.com/data

Data on monetary policy

source dataset Title Download Compile
bdf FM Marché financier, taux 2025-03-27 [2025-03-27]
bdf MIR Taux d'intérêt - Zone euro 2025-01-22 [2025-03-09]
bdf MIR1 Taux d'intérêt - France 2025-01-22 [2025-03-09]
bis CBPOL Policy Rates, Daily 2024-12-29 [2024-12-29]
ecb BSI Balance Sheet Items 2024-11-19 [2025-05-18]
ecb BSI_PUB Balance Sheet Items - Published series 2025-05-18 [2025-05-18]
ecb FM Financial market data 2025-05-18 [2025-02-07]
ecb ILM Internal Liquidity Management 2025-05-18 [2024-12-29]
ecb ILM_PUB Internal Liquidity Management - Published series 2024-09-10 [2024-12-29]
ecb MIR MFI Interest Rate Statistics 2025-05-18 [2024-06-19]
ecb RAI Risk Assessment Indicators 2025-05-18 [2024-12-29]
ecb SUP Supervisory Banking Statistics 2025-05-18 [2024-12-29]
ecb YC Financial market data - yield curve 2024-11-19 [2024-12-29]
ecb YC_PUB Financial market data - yield curve - Published series 2025-05-18 [2024-12-29]
ecb liq_daily Daily Liquidity 2024-09-11 [2024-12-29]
eurostat ei_mfir_m Interest rates - monthly data 2025-04-28 [2025-04-28]
eurostat irt_st_m Money market interest rates - monthly data 2025-05-18 [2025-02-07]
fred r Interest Rates 2025-05-18 [2025-05-18]
oecd MEI Main Economic Indicators 2025-02-25 [2024-04-16]
oecd MEI_FIN Monthly Monetary and Financial Statistics (MEI) 2025-02-25 [2024-09-15]

Data on interest rates

source dataset Title Download Compile
bdf FM Marché financier, taux 2025-03-27 [2025-03-27]
bdf MIR Taux d'intérêt - Zone euro 2025-01-22 [2025-03-09]
bdf MIR1 Taux d'intérêt - France 2025-01-22 [2025-03-09]
bis CBPOL_D Policy Rates, Daily 2024-05-10 [2025-02-07]
bis CBPOL_M Policy Rates, Monthly 2024-04-19 [2025-02-07]
ecb FM Financial market data 2025-05-18 [2025-02-07]
ecb MIR MFI Interest Rate Statistics 2025-05-18 [2024-06-19]
eurostat ei_mfir_m Interest rates - monthly data 2025-04-28 [2025-04-28]
eurostat irt_lt_mcby_d EMU convergence criterion series - daily data 2025-02-25 [2025-02-25]
eurostat irt_st_m Money market interest rates - monthly data 2025-05-18 [2025-02-07]
fred r Interest Rates 2025-05-18 [2025-05-18]
oecd MEI Main Economic Indicators 2025-02-25 [2024-04-16]
oecd MEI_FIN Monthly Monetary and Financial Statistics (MEI) 2025-02-25 [2024-09-15]
wdi FR.INR.RINR Real interest rate (%) 2025-03-09 [2025-02-07]

LAST_COMPILE

LAST_COMPILE
2025-05-18

Last

TIME_PERIOD FREQ Nobs
2025-05-16 B 6

BENCHMARK_ITEM

Code
EST %>%
  left_join(BENCHMARK_ITEM,  by = "BENCHMARK_ITEM") %>%
  group_by(BENCHMARK_ITEM, Benchmark_item) %>%
  summarise(Nobs = n()) %>%
  print_table_conditional()
BENCHMARK_ITEM Benchmark_item Nobs
EU000A2QQF08 Compounded Euro Short-Term Rate Index 1441
EU000A2QQF16 Euro Short-Term Rate - 1-week Compounded Average Rate 1436
EU000A2QQF24 Euro Short-Term Rate - 1-month Compounded Average Rate 1418
EU000A2QQF32 Euro Short-Term Rate - 3-months Compounded Average Rate 1377
EU000A2QQF40 Euro Short-Term Rate - 6-months Compounded Average Rate 1313
EU000A2QQF57 Euro Short-Term Rate - 12-months Compounded Average Rate 1185
EU000A2X2A25 Euro short-term rate 12960

TITLE

Code
EST %>%
  group_by(TITLE) %>%
  summarise(Nobs = n()) %>%
  print_table_conditional()
TITLE Nobs
Compounded euro short-term rate average rate, 1 month tenor 1418
Compounded euro short-term rate average rate, 1 week tenor 1436
Compounded euro short-term rate average rate, 12 months tenor 1185
Compounded euro short-term rate average rate, 3 months tenor 1377
Compounded euro short-term rate average rate, 6 months tenor 1313
Compounded euro short-term rate index (1 Oct 2019 = 100) 1441
Euro short-term rate - Calculation method 1440
Euro short-term rate - Number of active banks 1440
Euro short-term rate - Number of transactions 1440
Euro short-term rate - Publication type 1440
Euro short-term rate - Rate at 25th percentile of volume 1440
Euro short-term rate - Rate at 75th percentile of volume 1440
Euro short-term rate - Share of volume of the 5 largest active banks 1440
Euro short-term rate - Total volume 1440
Euro short-term rate - Volume-weighted trimmed mean rate 1440