Interbank Rates 11 Jan 2018

Recurrent technical difficulties have led us to modify the provision of EONIA and EURIBOR monthly averages. As of 18 June 2014, the Banque de France shall no longer publish monthly averages. It will provide daily data on its website that users may download - according to their needs and the time horizon that they deem necessary and appropriate - to calculate these averages. The rates are also available in CSV format, by clicking on the wordings, with a full background. DailyBackgrounds, in only one file, are available here.
Daily rates
05/01/2018 08/01/2018 09/01/2018 10/01/2018 11/01/2018
EONIA -0.357 -0.357 -0.358 -0.370 -0.360
EURIBOR - 1 month -0.369 -0.368 -0.369 -0.369 -0.369
EURIBOR - 3 month -0.329 -0.329 -0.329 -0.329 -0.329
EURIBOR - 6 months -0.271 -0.271 -0.271 -0.271 -0.271
EURIBOR - 9 months -0.219 -0.220 -0.219 -0.220 -0.217
EURIBOR - 12 months -0.187 -0.187 -0.187 -0.186 -0.188
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.

Published on Monday, January 15, 2018