ECB Meeting

€STR ECB-Dated OIS (%)

Difference Vs. Current Effective €STR Rate (bp)

Sep-24

3.412

-25.2

Oct-24

3.247

-41.7

Dec-24

2.945

-71.9

Jan-25

2.746

-91.8

Mar-25

2.519

-114.6

Apr-25

2.401

-126.3

Jun-25

2.239

-142.5

Jun-25

2.220

-144.4