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

2018-06-01

Version

2018-06-01

Update Frequency

Annual

Temporal Coverage

N/A

Spatial Coverage

United States

Source

John Snow Labs => European Money Markets Institute

Source License URL

John Snow Labs Standard License

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_2weeksThe maturity level of value in 1 weeknumberlevel : Ratio
Maturity_Level_3weeksThe maturity level of value in 1 weeknumberlevel : Ratio
Maturity_Level_1monthThe maturity level of value in 1 monthnumberlevel : Ratio
Maturity_Level_2monthsThe maturity level of value in 2 monthsnumberlevel : Ratio
Maturity_Level_3monthsThe maturity level of value in 3 monthsnumberlevel : Ratio
Maturity_Level_4monthsThe maturity level of value in 4 monthsnumberlevel : Ratio
Maturity_Level_5monthsThe maturity level of value in 1 monthnumberlevel : Ratio
Maturity_Level_6monthsThe maturity level of value in 6 monthsnumberlevel : Ratio
Maturity_Level_7monthsThe maturity level of value in 7 monthsnumberlevel : Ratio
Maturity_Level_8monthsThe maturity level of value in 8 monthsnumberlevel : Ratio
Maturity_Level_9monthsThe maturity level of value in 9 monthsnumberlevel : Ratio
Maturity_Level_10monthsThe maturity level of value in 10 monthsnumberlevel : Ratio
Maturity_Level_11monthsThe maturity level of value in 11 monthsnumberlevel : Ratio
Maturity_Level_12monthsThe maturity level of value in 12 monthsnumberlevel : Ratio
DateMaturity_Level_1weekMaturity_Level_2weeksMaturity_Level_3weeksMaturity_Level_1monthMaturity_Level_2monthsMaturity_Level_3monthsMaturity_Level_4monthsMaturity_Level_5monthsMaturity_Level_6monthsMaturity_Level_7monthsMaturity_Level_8monthsMaturity_Level_9monthsMaturity_Level_10monthsMaturity_Level_11monthsMaturity_Level_12months
2010-04-02
2010-04-05
2001-01-010000000000000
2005-01-12222222222222222
2005-01-11222222222222222
2005-01-10222222222222222
2013-11-260.1330.1350.1460.190.230.330.420.5
2015-02-10-0.031-0.02400.0220.050.130.1930.262
2014-01-200.2210.230.240.270.3020.4080.4970.57
2014-01-230.2130.2260.240.2690.30.4040.4950.57
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