Frankfurt, Germany.
Source: European Central Bank
The exact reason for being headquartered is not mentioned in the Amsterdam treaty btw.
The bank is based in Frankfurt, the largest financial centre in the Eurozone. Its location in the city is fixed by the Amsterdam Treaty along with other major institutions. In the city, the bank currently occupies Frankfurt's Eurotower until its purpose-built headquarters are built.
Source: European Central Bank
The exact reason for being headquartered is not mentioned in the Amsterdam treaty btw.