The rates are also available in CSV format, by clicking on the wordings, with a full background.
Daily
Backgrounds, in only one file, are available here.
Monthly average *
Backgrounds, in only one file, are available here.
Notes:
- Euro Overnight Index Average (EONIA): rate calculated by the ECB and disseminated by the EBF (European Banking Federation). It is the weighted average of all uncollateralized overnight loans made by the banks included in the calculation of Euribor.
- Euro Interbank Offered Rate (EURIBOR): rate at which Euro interbank term deposits within the Euro zone are offered by one Prime Bank. It is computed as an average of daily quotes provided for thirteen maturities
by a panel of 57 of the most active Banks in the Euro zone. It is quoted on an act/360 day count convention, and is fixed at 11:00am (CET) provided that at least 50% of all Panel Banks contributed. The top and bottom 15%
are eliminated (the deleted number always being rouded up) and the
remaining average, to three decimal places.
* Computed as an average of every day of the month.
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