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estr

Euro Short-Term Rate.

The euro short-term rate (€STR) reflects the wholesale euro unsecured overnight borrowing costs of banks located in the euro area. The €STR is published on each TARGET2 business day based on transactions conducted and settled on the previous TARGET2 business day (the reporting date “T”) with a maturity date of T+1 which are deemed to have been executed at arm's length and thus reflect market rates in an unbiased way.

Parameters

start_date: Union[date, str]

Start date of the data, in YYYY-MM-DD format.

Optional: True


end_date: Union[date, str]

End date of the data, in YYYY-MM-DD format.

Optional: True


Returns

results: list[EuroShortTermRate]

Serializable results.


provider: Optional[Literal['fred']]

Provider name.


warnings: Optional[list[Warning_]]

list of warnings.


chart: Optional[Chart]

Chart object.


extra: dict[str, Any]

Extra info.


Data

date: Union[date, str]

The date of the data.

rate: float

Volume-weighted trimmed mean rate.

percentile_25: float

Rate at 25th percentile of volume.

percentile_75: float

Rate at 75th percentile of volume.

volume: float

The trading volume. (Millions of €EUR).

transactions: int

Number of transactions.

number_of_banks: int

Number of active banks.

large_bank_share_of_volume: float

The percent of volume attributable to the 5 largest active banks.