Euribor rates

core

Files Size Format Created Updated License Source
16 228kB csv zip 7 months ago 3 months 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

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

Import into your tool

Data-cli or just data is the program to get and post your data with the datahub.
Download CLI tool and use it with the datahub almost like you use git with the github:

data get https://datahub.io/core/euribor
data info core/euribor
tree core/euribor
# Get a list of dataset's resources
curl -L -s https://datahub.io/core/euribor/datapackage.json | grep path

# Get resources

curl -L https://datahub.io/core/euribor/r/0.csv

curl -L https://datahub.io/core/euribor/r/1.csv

curl -L https://datahub.io/core/euribor/r/2.csv

curl -L https://datahub.io/core/euribor/r/3.csv

curl -L https://datahub.io/core/euribor/r/4.csv

curl -L https://datahub.io/core/euribor/r/5.csv

curl -L https://datahub.io/core/euribor/r/6.csv

curl -L https://datahub.io/core/euribor/r/7.csv

curl -L https://datahub.io/core/euribor/r/8.csv

curl -L https://datahub.io/core/euribor/r/9.csv

curl -L https://datahub.io/core/euribor/r/10.csv

curl -L https://datahub.io/core/euribor/r/11.csv

curl -L https://datahub.io/core/euribor/r/12.csv

curl -L https://datahub.io/core/euribor/r/13.csv

curl -L https://datahub.io/core/euribor/r/14.csv

curl -L https://datahub.io/core/euribor/r/15.zip

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

install.packages("jsonlite", repos="https://cran.rstudio.com/")
library("jsonlite")

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

# get list of all resources:
print(json_data$resources$name)

# print all tabular data(if exists any)
for(i in 1:length(json_data$resources$datahub$type)){
  if(json_data$resources$datahub$type[i]=='derived/csv'){
    path_to_file = json_data$resources$path[i]
    data <- read.csv(url(path_to_file))
    print(data)
  }
}

Note: You might need to run the script with root permissions if you are running on Linux machine

Install the Frictionless Data data package library and the pandas itself:

pip install datapackage
pip install pandas

Now you can use the datapackage in the Pandas:

import datapackage
import pandas as pd

data_url = 'https://datahub.io/core/euribor/datapackage.json'

# to load Data Package into storage
package = datapackage.Package(data_url)

# to load only tabular data
resources = package.resources
for resource in resources:
    if resource.tabular:
        data = pd.read_csv(resource.descriptor['path'])
        print (data)

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('https://datahub.io/core/euribor/datapackage.json')

# print list of all resources:
print(package.resource_names)

# print processed tabular data (if exists any)
for resource in package.resources:
    if resource.descriptor['datahub']['type'] == 'derived/csv':
        print(resource.read())

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 = 'https://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 list of all resources:
  for (const id in dataset.resources) {
    console.log(dataset.resources[id]._descriptor.name)
  }
  // get all tabular data(if exists any)
  for (const id in dataset.resources) {
    if (dataset.resources[id]._descriptor.format === "csv") {
      const file = dataset.resources[id]
      // Get a raw stream
      const stream = await file.stream()
      // entire file as a buffer (be careful with large files!)
      const buffer = await file.buffer
      // print data
      stream.pipe(process.stdout)
    }
  }
})()

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.

Datapackage.json