BGC EUR ESTR Rates Suite

Fenics Market Data (Fenics MD) is proud to announce the release of its BGC EUR ESTR (Euro Short Term Rate) Rates Suite as part of the transition into the Risk Free Rate market.

Dataset coverage includes:

  • ESTR Swaps
  • ESTR Fwd Swaps
  • ESTR Euribor Basis
  • ECB Dated ESTR Swaps
  • ESTR IMM FRA Spreads

Data is available as a direct feed or through Fenics MD’s distribution partners.