ECB Meeting

€STR ECB-Dated OIS (%)

Difference Vs. Current Effective €STR Rate (bp)

Sep-24

3.419

-24.5

Oct-24

3.261

-40.3

Dec-24

2.961

-70.3

Jan-25

2.769

-89.5

Mar-25

2.545

-111.9

Apr-25

2.420

-124.4

Jun-25

2.260

-140.4

Jul-25

2.189

-147.6