Euribor Rates by Year and Granularity

$0 / year

This dataset contains Euribor rates by year and granularity. Only Daily granularity is provided and the dataset is updated on an annual basis.

Categories: ,
Complexity

Euribor is calculated on a daily basis using the calculation methodology detailed in the Euribor Code of Conduct. Euribor has been designed as a submission based benchmark governed by a principles based Code of Conduct. As such, the Euribor determination methodology requires Panel Banks, when possible, to identify a range of objective, verifiable market data to be used as input to informing the daily Euribor quote submission, while permitting the use of expert judgement, provided the use of such judgment is documented, based upon reasonable criteria, and applied objectively and consistently.

Euribor quote submission, while permitting the use of expert judgment, provided the use of such judgment is documented, based upon reasonable criteria, and applied objectively and consistently. EMMI (European Money Markets Institute) wishes to point out that because individual Panel Bank transaction volumes and available market data may vary on a daily basis, Panel Banks may employ expert judgment in contributing submissions to the Euribor determination to a varying degree.

In order to confirm that Euribor remains representative of the underlying market it aims to measure, EMMI periodically analyzes relevant underlying transaction volumes and other market data.

Date Created

1998-12-30

Last Modified

2020-01-03

Version

2020-01-03

Update Frequency

Annual

Temporal Coverage

N/A

Spatial Coverage

United States

Source

John Snow Labs; European Money Markets Institute;

Source License URL

Source License Requirements

This Data Package is licensed by its maintainers under the Public Domain Dedication and License (PDDL).

Source Citation

N/A

Keywords

Euribor Rates, Euribor, Euro Interbank Offered Rate, European Money Markets Institute

Other Titles

Euribor Governance and Rate-Setting Process, EMMI Rates

NameDescriptionTypeConstraints
DateThe date for the rate value. It follows by convention ISO 8601 formatting and is for the first day of the monthdate-
Maturity_Level_1weekThe maturity level of value in 1 weeknumberlevel : Ratio
Maturity_Level_1monthThe maturity level of value in 1 monthnumberlevel : Ratio
Maturity_Level_3monthsThe maturity level of value in 3 monthsnumberlevel : Ratio
Maturity_Level_6monthsThe maturity level of value in 6 monthsnumberlevel : Ratio
Maturity_Level_12monthsThe maturity level of value in 12 monthsnumberlevel : Ratio
DateMaturity Level 1weekMaturity Level 1monthMaturity Level 3monthsMaturity Level 6monthsMaturity Level 12months
2020-01-02-0.491-0.436-0.379-0.32299999999999995-0.248
2020-01-03-0.503-0.44299999999999995-0.384-0.32299999999999995-0.23800000000000002
2020-01-06-0.506-0.45-0.385-0.325-0.248
2020-01-07-0.504-0.452-0.387-0.32299999999999995-0.248
2020-01-08-0.511-0.44799999999999995-0.39-0.332-0.251
2020-01-09-0.518-0.456-0.39299999999999996-0.33299999999999996-0.26
2020-01-10-0.514-0.46299999999999997-0.395-0.33399999999999996-0.253
2020-01-13-0.498-0.46-0.389-0.324-0.24600000000000002
2020-01-14-0.503-0.46-0.391-0.32899999999999996-0.243
2020-01-15-0.505-0.45799999999999996-0.39299999999999996-0.33399999999999996-0.252
Related Data Packages