An overview of FTSE Term €STR

  • FTSE Term €STR is a euro-denominated, forward-looking, risk-free reference rate offered in tenors of 1-week, 1-month, 3-month, 6-month, and 12-month.
  • The euro risk-free rates working group suggests that market participants incorporate a forward-looking €STR term rate fallback into the following EURIBOR® products:
  • Retail mortgages, consumer loans, and SME loans
  • Trade finance
  • Export and emerging markets finance products (where parties prefer to have predetermined interest rates and amounts)
  • It is also noted that some participants might choose to apply a forward-looking €STR term rate fallback in specific corporate lending products.
  • FTSE Term €STR is an official benchmark managed by Rate Benchmark Services (UK) Limited (RBSL) for utilization in financial agreements.

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What you get with FTSE Term €STR

  • FTSE Term €STR is a projected, risk-free benchmark rate offered in tenors of 1 week, 1 month, 3 months, 6 months, and 12 months, all denominated in euros.

  • The euro risk-free rates working group advises that market users integrate a forward-looking €STR term rate fallback into certain EURIBOR®-linked products, such as:

  • Retail mortgages, consumer loans, and SME loans

  • Trade finance

  • Export and emerging market finance products (where parties prefer to predetermine interest rates and amounts)

  • It also notes that some users might prefer a forward-looking €STR term rate fallback for specific corporate lending products.

  • FTSE Term €STR is an official benchmark maintained by Rate Benchmark Services (UK) Limited (RBSL) for application in financial agreements.

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