Euribor rates

core

Files Size Format Created Updated License Source
16 603kB csv zip 1 month ago PDDL-1.0
Euribor rates by year and granularity. Only monthly granularity is provided. Data Data is taken from the Euribor EU website. Euribor is defined as below > Euribor is short for Euro Interbank Offered Rate. The Euribor rates are based on the interest rates at which a a panel of European banks read more
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Data Files

File Description Size Last changed Download Other formats
euribor-10m-monthly [csv] 9kB euribor-10m-monthly [csv] euribor-10m-monthly [json] (19kB)
euribor-11m-monthly [csv] 9kB euribor-11m-monthly [csv] euribor-11m-monthly [json] (19kB)
euribor-12m-monthly [csv] 11kB euribor-12m-monthly [csv] euribor-12m-monthly [json] (23kB)
euribor-1m-monthly [csv] 10kB euribor-1m-monthly [csv] euribor-1m-monthly [json] (23kB)
euribor-1w-monthly [csv] 10kB euribor-1w-monthly [csv] euribor-1w-monthly [json] (23kB)
euribor-2m-monthly [csv] 10kB euribor-2m-monthly [csv] euribor-2m-monthly [json] (23kB)
euribor-2w-monthly [csv] 9kB euribor-2w-monthly [csv] euribor-2w-monthly [json] (19kB)
euribor-3m-monthly [csv] 10kB euribor-3m-monthly [csv] euribor-3m-monthly [json] (23kB)
euribor-3w-monthly [csv] 7kB euribor-3w-monthly [csv] euribor-3w-monthly [json] (15kB)
euribor-4m-monthly [csv] 9kB euribor-4m-monthly [csv] euribor-4m-monthly [json] (19kB)
euribor-5m-monthly [csv] 9kB euribor-5m-monthly [csv] euribor-5m-monthly [json] (19kB)
euribor-6m-monthly [csv] 10kB euribor-6m-monthly [csv] euribor-6m-monthly [json] (23kB)
euribor-7m-monthly [csv] 9kB euribor-7m-monthly [csv] euribor-7m-monthly [json] (19kB)
euribor-8m-monthly [csv] 9kB euribor-8m-monthly [csv] euribor-8m-monthly [json] (19kB)
euribor-9m-monthly [csv] 10kB euribor-9m-monthly [csv] euribor-9m-monthly [json] (23kB)
datapackage_zip [zip] Compressed versions of dataset. Includes normalized CSV and JSON data with original data and datapackage.json. 68kB datapackage_zip [zip]

euribor-10m-monthly  

This is a preview version. There might be more data in the original version.

Field information

Field Name Order Type (Format) Description
date 1 date (%Y-%m-%d) The date for the rate value. It follows by convention ISO 8601 formatting and is for the first day of the month
rate 2 number The Euribor rate. It uses pourcentage (%)
maturity_level 3 string The maturity level. Before nov 2013, there was 15 rates and now only 8 are available due to EU banking regulations
granularity 4 string

euribor-11m-monthly  

This is a preview version. There might be more data in the original version.

Field information

Field Name Order Type (Format) Description
date 1 date (%Y-%m-%d) The date for the rate value. It follows by convention ISO 8601 formatting and is for the first day of the month
rate 2 number The Euribor rate. It uses pourcentage (%)
maturity_level 3 string The maturity level. Before nov 2013, there was 15 rates and now only 8 are available due to EU banking regulations
granularity 4 string

euribor-12m-monthly  

This is a preview version. There might be more data in the original version.

Field information

Field Name Order Type (Format) Description
date 1 date (%Y-%m-%d) The date for the rate value. It follows by convention ISO 8601 formatting and is for the first day of the month
rate 2 number The Euribor rate. It uses pourcentage (%)
maturity_level 3 string The maturity level. Before nov 2013, there was 15 rates and now only 8 are available due to EU banking regulations
granularity 4 string

euribor-1m-monthly  

This is a preview version. There might be more data in the original version.

Field information

Field Name Order Type (Format) Description
date 1 date (%Y-%m-%d) The date for the rate value. It follows by convention ISO 8601 formatting and is for the first day of the month
rate 2 number The Euribor rate. It uses pourcentage (%)
maturity_level 3 string The maturity level. Before nov 2013, there was 15 rates and now only 8 are available due to EU banking regulations
granularity 4 string

euribor-1w-monthly  

This is a preview version. There might be more data in the original version.

Field information

Field Name Order Type (Format) Description
date 1 date (%Y-%m-%d) The date for the rate value. It follows by convention ISO 8601 formatting and is for the first day of the month
rate 2 number The Euribor rate. It uses pourcentage (%)
maturity_level 3 string The maturity level. Before nov 2013, there was 15 rates and now only 8 are available due to EU banking regulations
granularity 4 string

euribor-2m-monthly  

This is a preview version. There might be more data in the original version.

Field information

Field Name Order Type (Format) Description
date 1 date (%Y-%m-%d) The date for the rate value. It follows by convention ISO 8601 formatting and is for the first day of the month
rate 2 number The Euribor rate. It uses pourcentage (%)
maturity_level 3 string The maturity level. Before nov 2013, there was 15 rates and now only 8 are available due to EU banking regulations
granularity 4 string

euribor-2w-monthly  

This is a preview version. There might be more data in the original version.

Field information

Field Name Order Type (Format) Description
date 1 date (%Y-%m-%d) The date for the rate value. It follows by convention ISO 8601 formatting and is for the first day of the month
rate 2 number The Euribor rate. It uses pourcentage (%)
maturity_level 3 string The maturity level. Before nov 2013, there was 15 rates and now only 8 are available due to EU banking regulations
granularity 4 string

euribor-3m-monthly  

This is a preview version. There might be more data in the original version.

Field information

Field Name Order Type (Format) Description
date 1 date (%Y-%m-%d) The date for the rate value. It follows by convention ISO 8601 formatting and is for the first day of the month
rate 2 number The Euribor rate. It uses pourcentage (%)
maturity_level 3 string The maturity level. Before nov 2013, there was 15 rates and now only 8 are available due to EU banking regulations
granularity 4 string

euribor-3w-monthly  

This is a preview version. There might be more data in the original version.

Field information

Field Name Order Type (Format) Description
date 1 date (%Y-%m-%d) The date for the rate value. It follows by convention ISO 8601 formatting and is for the first day of the month
rate 2 number The Euribor rate. It uses pourcentage (%)
maturity_level 3 string The maturity level. Before nov 2013, there was 15 rates and now only 8 are available due to EU banking regulations
granularity 4 string

euribor-4m-monthly  

This is a preview version. There might be more data in the original version.

Field information

Field Name Order Type (Format) Description
date 1 date (%Y-%m-%d) The date for the rate value. It follows by convention ISO 8601 formatting and is for the first day of the month
rate 2 number The Euribor rate. It uses pourcentage (%)
maturity_level 3 string The maturity level. Before nov 2013, there was 15 rates and now only 8 are available due to EU banking regulations
granularity 4 string

euribor-5m-monthly  

This is a preview version. There might be more data in the original version.

Field information

Field Name Order Type (Format) Description
date 1 date (%Y-%m-%d) The date for the rate value. It follows by convention ISO 8601 formatting and is for the first day of the month
rate 2 number The Euribor rate. It uses pourcentage (%)
maturity_level 3 string The maturity level. Before nov 2013, there was 15 rates and now only 8 are available due to EU banking regulations
granularity 4 string

euribor-6m-monthly  

This is a preview version. There might be more data in the original version.

Field information

Field Name Order Type (Format) Description
date 1 date (%Y-%m-%d) The date for the rate value. It follows by convention ISO 8601 formatting and is for the first day of the month
rate 2 number The Euribor rate. It uses pourcentage (%)
maturity_level 3 string The maturity level. Before nov 2013, there was 15 rates and now only 8 are available due to EU banking regulations
granularity 4 string

euribor-7m-monthly  

This is a preview version. There might be more data in the original version.

Field information

Field Name Order Type (Format) Description
date 1 date (%Y-%m-%d) The date for the rate value. It follows by convention ISO 8601 formatting and is for the first day of the month
rate 2 number The Euribor rate. It uses pourcentage (%)
maturity_level 3 string The maturity level. Before nov 2013, there was 15 rates and now only 8 are available due to EU banking regulations
granularity 4 string

euribor-8m-monthly  

This is a preview version. There might be more data in the original version.

Field information

Field Name Order Type (Format) Description
date 1 date (%Y-%m-%d) The date for the rate value. It follows by convention ISO 8601 formatting and is for the first day of the month
rate 2 number The Euribor rate. It uses pourcentage (%)
maturity_level 3 string The maturity level. Before nov 2013, there was 15 rates and now only 8 are available due to EU banking regulations
granularity 4 string

euribor-9m-monthly  

This is a preview version. There might be more data in the original version.

Field information

Field Name Order Type (Format) Description
date 1 date (%Y-%m-%d) The date for the rate value. It follows by convention ISO 8601 formatting and is for the first day of the month
rate 2 number The Euribor rate. It uses pourcentage (%)
maturity_level 3 string The maturity level. Before nov 2013, there was 15 rates and now only 8 are available due to EU banking regulations
granularity 4 string

datapackage_zip  

This is a preview version. There might be more data in the original version.

Read me

Euribor rates by year and granularity. Only monthly granularity is provided.

Data

Data is taken from the Euribor EU website.

Euribor is defined as below

Euribor is short for Euro Interbank Offered Rate. The Euribor rates are based on the interest rates at which a a panel of European banks borrow funds from one another. In the calculation, the highest and lowest 15% of all the quotes collected are eliminated. The remaining rates will be averaged and rounded to three decimal places. Euribor is determined and published at about 11:00 am each day, Central European Time. When Euribor is being mentioned it is often referred to as THE Euribor, like there’s only 1 Euribor interest rate. This is not correct, since there are in fact 8 different Euribor rates, all with different maturities (until november 1st 2013, there were 15 maturities).

data/*.csv

All files in directory data are using the following naming convention pattern:

euribor-{maturity}-{granularity}.csv

For instance, you can have

euribor-1w-monthly.csv
euribor-1m-monthly.csv
euribor-10m-monthly.csv
...

w means week(s) and m means months for the maturity section

The columns are the same for all csv files.

They are three of them :

  • date is the date for the rate value. It follows by convention ISO 8601 formatting and is for the first day of the month
  • rate is the Euribor rate. It uses percentage (%)
  • maturity_level express the same information you have in file naming convention. Before nov 2013, there was 15 rates and now only 8 are available due to EU banking regulations.

The oldest available data are from 1999.

In the future, we may provide an additionnal column for granularity but at the moment, it’s not useful as we only use monthly granularity.

Preparation

This package includes a bash script executing two python scripts, one scripts/scrap_euribor.py to fetch content, the other scripts/concat_files_by_maturity.py to concat files per maturity for each granularity. At the moment, we only get monthly granularity.

License

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

Refer to the terms of use of the source dataset for any specific restrictions on using these data in a public or commercial product. You should also be aware that this data comes indirectly from http://www.emmi-benchmarks.eu/euribor-org/euribor-rates.html. Note that underlying rights, terms and conditions in the data from the source are unclear and may exists.

Import into your tool

If you are using R here's how to get the data you want quickly loaded:

install.packages("jsonlite")
library("jsonlite")

json_file <- "http://datahub.io/core/euribor/datapackage.json"
json_data <- fromJSON(paste(readLines(json_file), collapse=""))

# access csv file by the index starting from 1
path_to_file = json_data$resources$path[1][1]
data <- read.csv(url(path_to_file))
print(data)

In order to work with Data Packages in Pandas you need to install the Frictionless Data data package library and the pandas extension:

pip install datapackage
pip install jsontableschema-pandas

To get the data run following code:

import datapackage

data_url = "http://datahub.io/core/euribor/datapackage.json"

# to load Data Package into storage
storage = datapackage.push_datapackage(data_url, 'pandas')

# data frames available (corresponding to data files in original dataset)
storage.buckets

# you can access datasets inside storage, e.g. the first one:
storage[storage.buckets[0]]

For Python, first install the `datapackage` library (all the datasets on DataHub are Data Packages):

pip install datapackage

To get Data Package into your Python environment, run following code:

from datapackage import Package

package = Package('http://datahub.io/core/euribor/datapackage.json')

# get list of resources:
resources = package.descriptor['resources']
resourceList = [resources[x]['name'] for x in range(0, len(resources))]
print(resourceList)

data = package.resources[0].read()
print(data)

If you are using JavaScript, please, follow instructions below:

Install data.js module using npm:

  $ npm install data.js

Once the package is installed, use the following code snippet:

const {Dataset} = require('data.js')

const path = 'http://datahub.io/core/euribor/datapackage.json'

// We're using self-invoking function here as we want to use async-await syntax:
(async () => {
  const dataset = await Dataset.load(path)

  // Get the first data file in this dataset
  const file = dataset.resources[0]
  // Get a raw stream
  const stream = await file.stream()
  // entire file as a buffer (be careful with large files!)
  const buffer = await file.buffer
})()

Install the datapackage library created specially for Ruby language using gem:

gem install datapackage

Now get the dataset and read the data:

require 'datapackage'

path = 'http://datahub.io/core/euribor/datapackage.json'

package = DataPackage::Package.new(path)
# So package variable contains metadata. You can see it:
puts package

# Read data itself:
resource = package.resources[0]
data = resource.read
puts data
Datapackage.json