Interbank Rates 31 Jan 2022
Published on the 2nd of February 2022
Lastest publications
€STR daily rates
Euro short-term rate (€STR): the €STR reflects the wholesale euro unsecured overnight borrowing costs of banks located in the euro area. The €STR will be published by the ECB at 08:00 CET on each TARGET2 business day. If errors are detected following the first publication of the €STR that affect the rate by more than 2 basis points, the ECB will revise and re-publish the €STR once on the same day at 09:00 CET. No changes will be made to the €STR after that time. The €STR is calculated as an average interest rate weighted by the volume of transactions carried out.
The methodology is avalaible under the following link.
The methodology is avalaible under the following link.
Notes :-Euro Overnight Index Average (EONIA): reference rate for overnight interbank lending transactions in the euro area. From 2 October 2019 onwards, EONIA will be calculated as the €STR plus a spread (8.5 basis points).
- 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.
EONIA and EURIBOR daily rates
| 25/01/2022 | 26/01/2022 | 27/01/2022 | 28/01/2022 | 31/01/2022 | |
| EURIBOR - 1 semaine | -0.572 | -0.572 | -0.573 | -0.573 | -0.567 |
| EURIBOR - 1 month | -0.562 | -0.565 | -0.565 | -0.563 | -0.567 |
| EURIBOR - 3 month | -0.548 | -0.554 | -0.547 | -0.550 | -0.552 |
| EURIBOR - 6 months | -0.523 | -0.524 | -0.518 | -0.519 | -0.514 |
| EURIBOR - 12 months | -0.467 | -0.468 | -0.466 | -0.459 | -0.453 |
Notes :-Euro Overnight Index Average (EONIA): reference rate for overnight interbank lending transactions in the euro area. From 2 October 2019 onwards, EONIA will be calculated as the €STR plus a spread (8.5 basis points).
- 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.
These rates are calculated based on data the Banque de France has at its disposal but is unable to guarantee. They are provided for information purposes but do not constitute an official reference.
DailyBackgrounds, in only one file, are available here.
DailyBackgrounds, in only one file, are available here.
Updated on the 2nd of February 2022