FFsI | Futures, Forex, and (some) Indexes

Cheap, Historical Daily Backfill for Futures, Forex, and Index Data

In order to ensure a smooth rollout of the futures dataset, forex and index data will remain unavailable for a limited time.

Euro Short-Term Rate (€STR) - Three-Month Single Contract Basis Spread Futures Historical Futures Data

Financials | Short-Term Interest Rates

Historical daily and minute-level data for EUS futures on Chicago Mercantile Exchange. The dataset contains 14 daily contracts covering 2023-10-13 through 2026-06-05.

Daily Only

(INFO) | Price: $3.50

Daily Contracts: 14

Avg. Weekday Coverage: 96.04%

Daily Observations: 4780

Daily History: 2023 - 2026

Contracts With OI: 7

First OI Obs: 2023-10-13

Contracts With Volume: 8

First Volume Obs: 2023-10-13

Available Contracts

Euro Short-Term Rate (€STR) - Three-Month Single Contract Basis Spread Futures, Jun 2026

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 664

Daily History: 2023 - 2026

Euro Short-Term Rate (€STR) - Three-Month Single Contract Basis Spread Futures, Jul 2026

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 40

Daily History: 2026 - 2026

Euro Short-Term Rate (€STR) - Three-Month Single Contract Basis Spread Futures, Aug 2026

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 15

Daily History: 2026 - 2026

Euro Short-Term Rate (€STR) - Three-Month Single Contract Basis Spread Futures, Sep 2026

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 664

Daily History: 2023 - 2026

Euro Short-Term Rate (€STR) - Three-Month Single Contract Basis Spread Futures, Dec 2026

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 620

Daily History: 2023 - 2026

Euro Short-Term Rate (€STR) - Three-Month Single Contract Basis Spread Futures, Mar 2027

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 559

Daily History: 2024 - 2026

Euro Short-Term Rate (€STR) - Three-Month Single Contract Basis Spread Futures, Jun 2027

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 496

Daily History: 2024 - 2026

Euro Short-Term Rate (€STR) - Three-Month Single Contract Basis Spread Futures, Sep 2027

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 434

Daily History: 2024 - 2026

Euro Short-Term Rate (€STR) - Three-Month Single Contract Basis Spread Futures, Dec 2027

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 370

Daily History: 2024 - 2026

Euro Short-Term Rate (€STR) - Three-Month Single Contract Basis Spread Futures, Mar 2028

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 309

Daily History: 2025 - 2026

Euro Short-Term Rate (€STR) - Three-Month Single Contract Basis Spread Futures, Jun 2028

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 246

Daily History: 2025 - 2026

Euro Short-Term Rate (€STR) - Three-Month Single Contract Basis Spread Futures, Sep 2028

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 184

Daily History: 2025 - 2026

Euro Short-Term Rate (€STR) - Three-Month Single Contract Basis Spread Futures, Dec 2028

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 120

Daily History: 2025 - 2026

Euro Short-Term Rate (€STR) - Three-Month Single Contract Basis Spread Futures, Mar 2029

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 59

Daily History: 2026 - 2026