Euribor rates

core

Files Size Format Created Updated License Source
15 338kB csv 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

euribor-10m-monthly  

Field information

Field Name Order Type (Format) Description
date 1 date (fmt:%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  

Field information

Field Name Order Type (Format) Description
date 1 date (fmt:%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  

Field information

Field Name Order Type (Format) Description
date 1 date (fmt:%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  

Field information

Field Name Order Type (Format) Description
date 1 date (fmt:%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  

Field information

Field Name Order Type (Format) Description
date 1 date (fmt:%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  

Field information

Field Name Order Type (Format) Description
date 1 date (fmt:%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  

Field information

Field Name Order Type (Format) Description
date 1 date (fmt:%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  

Field information

Field Name Order Type (Format) Description
date 1 date (fmt:%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  

Field information

Field Name Order Type (Format) Description
date 1 date (fmt:%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  

Field information

Field Name Order Type (Format) Description
date 1 date (fmt:%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  

Field information

Field Name Order Type (Format) Description
date 1 date (fmt:%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  

Field information

Field Name Order Type (Format) Description
date 1 date (fmt:%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  

Field information

Field Name Order Type (Format) Description
date 1 date (fmt:%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  

Field information

Field Name Order Type (Format) Description
date 1 date (fmt:%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  

Field information

Field Name Order Type (Format) Description
date 1 date (fmt:%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

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

In order to use Data Package in R follow instructions below:

install.packages("devtools")
library(devtools)
install_github("hadley/readr")
install_github("ropenscilabs/jsonvalidate")
install_github("ropenscilabs/datapkg")

#Load client
library(datapkg)

#Get Data Package
datapackage <- datapkg_read("https://pkgstore.datahub.io/core/euribor/latest")

#Package info
print(datapackage)

#Open actual data in RStudio Viewer
View(datapackage$data$"euribor-10m-monthly")
View(datapackage$data$"euribor-11m-monthly")
View(datapackage$data$"euribor-12m-monthly")
View(datapackage$data$"euribor-1m-monthly")
View(datapackage$data$"euribor-1w-monthly")
View(datapackage$data$"euribor-2m-monthly")
View(datapackage$data$"euribor-2w-monthly")
View(datapackage$data$"euribor-3m-monthly")
View(datapackage$data$"euribor-3w-monthly")
View(datapackage$data$"euribor-4m-monthly")
View(datapackage$data$"euribor-5m-monthly")
View(datapackage$data$"euribor-6m-monthly")
View(datapackage$data$"euribor-7m-monthly")
View(datapackage$data$"euribor-8m-monthly")
View(datapackage$data$"euribor-9m-monthly")

Tested with Python 3.5.2

To generate Pandas data frames based on JSON Table Schema descriptors we have to install jsontableschema-pandas plugin. To load resources from a data package as Pandas data frames use datapackage.push_datapackage function. Storage works as a container for Pandas data frames.

In order to work with Data Packages in Pandas you need to install our packages:

$ pip install datapackage
$ pip install jsontableschema-pandas

To get Data Package run following code:

import datapackage

data_url = "https://pkgstore.datahub.io/core/euribor/latest/datapackage.json"

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

# to see datasets in this package
storage.buckets

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

In order to work with Data Packages in Python you need to install our packages:

$ pip install datapackage

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

import datapackage

dp = datapackage.DataPackage('https://pkgstore.datahub.io/core/euribor/latest/datapackage.json')

# see metadata
print(dp.descriptor)

# get list of csv files
csvList = [dp.resources[x].descriptor['name'] for x in range(0,len(dp.resources))]
print(csvList) # ["resource name", ...]

# access csv file by the index starting 0
print(dp.resources[0].data)

To use this Data Package in JavaScript, please, follow instructions below:

Install datapackage using npm:

$ npm install [email protected]

Once the package is installed, use code snippet below


const Datapackage = require('datapackage').Datapackage

async function fetchDataPackageAndData(dataPackageIdentifier) {
  const dp = await new Datapackage(dataPackageIdentifier)
  await Promise.all(dp.resources.map(async (resource) => {
    if (resource.descriptor.format === 'geojson') {
      const baseUrl = resource._basePath.replace('/datapackage.json', '')
      const resourceUrl = `${baseUrl}/${resource._descriptor.path}`
      const response = await fetch(resourceUrl)
      resource.descriptor._values = await response.json()
    } else {
      // we assume resource is tabular for now ...
      const table = await resource.table
      // rows are simple arrays -- we can convert to objects elsewhere as needed
      const rowsAsObjects = false
      resource.descriptor._values = await table.read(rowsAsObjects)
    }
  }))

  // see the data package object
  console.dir(dp)

  // data itself is stored in Resource object, e.g. to access first resource:
  console.log(dp.resources[0]._values)

  return dp
}


fetchDataPackageAndData('https://pkgstore.datahub.io/core/euribor/latest/datapackage.json');

Our JavaScript is written using ES6 features. We are using node.js v7.4.0 and passing --harmony option to enable ES6:

$ node --harmony index.js

In order to work with Data Packages in SQL you need to install our packages:

$ pip install datapackage
$ pip install jsontableschema-sql
$ pip install sqlalchemy

To import Data Package to your SQLite Database, run following code:

import datapackage
from sqlalchemy import create_engine

data_url = 'https://pkgstore.datahub.io/core/euribor/latest/datapackage.json'
engine = create_engine('sqlite:///:memory:')

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

# to see datasets in this package
storage.buckets

# to execute sql command (assuming data is in "data" folder, name of resource is data and file name is data.csv)
storage._Storage__connection.execute('select * from data__data___data limit 1;').fetchall()

# description of the table columns
storage.describe('data__data___data')