The Euribor Benchmark Rates

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

Data

Data is taken from the EMMI website.

The Euribor Benchmark is defined as below

Data folder

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

euribor-{maturity}-{granularity}.csv

For instance, you can have

euribor-1w-weekly.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 Benchmark 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 additional column for granularity but at the moment, it's not useful as we only use monthly granularity.

Preparation

This package includes a python script scripts/scrap_euribor.py that executes the process of creating the euribor data at data/ folder, also scripts/ folder contains requirements.txt file, and workflow looks like this:

pip install -r scripts/requirements.txt
python scripts/scrap_euribor.py

Automation

Up-to-date (auto-updates every month) euribor dataset could be found on the datahub.io: https://datahub.io/core/euribor

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.