Euro Interbank Offered Rate and EURIBOR Yield Curve

EU Euro Interbank Offered Rate

The Euro Interbank Offered Rate - or EURIBOR - is the average rate for large interbank term deposits offered by European Union member banks to other financial institutions in the EU banking system. EURIBOR rates are also used as a reference rate for forward rate agreements and interest rate swaps denominated in the euro.

Date	Value	Previous	Change
May 15, 2012	0.396	0.397	-0.10 bps
May 14, 2012	0.397	0.398	-0.10 bps
May 11, 2012	0.398	0.397	+0.10 bps
May 10, 2012	0.397	0.397	--
May 9, 2012	0.397	0.398	-0.10 bps
May 8, 2012	0.398	0.399	-0.10 bps
May 7, 2012	0.399	0.399	--
May 4, 2012	0.399	0.399	--
May 3, 2012	0.399	0.401	-0.20 bps
May 2, 2012	0.401	0.400	+0.10 bps

Date	Value	Previous	Change
May 15, 2012	0.687	0.689	-0.20 bps
May 14, 2012	0.689	0.690	-0.10 bps
May 11, 2012	0.690	0.690	--
May 10, 2012	0.690	0.691	-0.10 bps
May 9, 2012	0.691	0.692	-0.10 bps
May 8, 2012	0.692	0.693	-0.10 bps
May 7, 2012	0.693	0.697	-0.40 bps
May 4, 2012	0.697	0.700	-0.30 bps
May 3, 2012	0.700	0.704	-0.40 bps
May 2, 2012	0.704	0.708	-0.40 bps

Date	Value	Previous	Change
May 15, 2012	0.975	0.978	-0.30 bps
May 14, 2012	0.978	0.977	+0.10 bps
May 11, 2012	0.977	0.977	--
May 10, 2012	0.977	0.978	-0.10 bps
May 9, 2012	0.978	0.980	-0.20 bps
May 8, 2012	0.980	0.982	-0.20 bps
May 7, 2012	0.982	0.985	-0.30 bps
May 4, 2012	0.985	0.988	-0.30 bps
May 3, 2012	0.988	0.992	-0.40 bps
May 2, 2012	0.992	0.998	-0.60 bps

Date	Value	Previous	Change
May 15, 2012	1.126	1.130	-0.40 bps
May 14, 2012	1.130	1.129	+0.10 bps
May 11, 2012	1.129	1.131	-0.20 bps
May 10, 2012	1.131	1.133	-0.20 bps
May 9, 2012	1.133	1.135	-0.20 bps
May 8, 2012	1.135	1.138	-0.30 bps
May 7, 2012	1.138	1.142	-0.40 bps
May 4, 2012	1.142	1.147	-0.50 bps
May 3, 2012	1.147	1.154	-0.70 bps
May 2, 2012	1.154	1.163	-0.90 bps

Date	Value	Previous	Change
May 15, 2012	1.272	1.276	-0.40 bps
May 14, 2012	1.276	1.276	--
May 11, 2012	1.276	1.276	--
May 10, 2012	1.276	1.277	-0.10 bps
May 9, 2012	1.277	1.281	-0.40 bps
May 8, 2012	1.281	1.284	-0.30 bps
May 7, 2012	1.284	1.288	-0.40 bps
May 4, 2012	1.288	1.295	-0.70 bps
May 3, 2012	1.295	1.303	-0.80 bps
May 2, 2012	1.303	1.311	-0.80 bps

EU EURIBOR Yield Curve

The EURIBOR yield curve plots interest rates for a range of maturities (from overnight to one year). EURIBOR yield curve is typically a little higher than government curves and is widely used in the financial markets.