Returns EURIBOR (Euro Interbank Offered Rate) at one or more tenors. EURIBOR is the benchmark rate at which euro area banks lend to each other, widely used as a reference rate for mortgages, loans, and derivatives.
Value
A data frame with columns:
- date
Date.
- tenor
Character. EURIBOR maturity.
- value
Numeric. Rate in percent per annum.
See also
Other interest rates:
ecb_estr(),
ecb_policy_rates()
Examples
# \donttest{
op <- options(readecb.cache_dir = tempdir())
ecb_euribor("3M", from = "2022-01")
#> ℹ Fetching EURIBOR data
#> ✔ Fetching EURIBOR data [478ms]
#>
#> date tenor value
#> 1 2022-01-01 3M -0.5601429
#> 2 2022-02-01 3M -0.5315000
#> 3 2022-03-01 3M -0.4954348
#> 4 2022-04-01 3M -0.4478947
#> 5 2022-05-01 3M -0.3857273
#> 6 2022-06-01 3M -0.2392273
#> 7 2022-07-01 3M 0.0366190
#> 8 2022-08-01 3M 0.3947391
#> 9 2022-09-01 3M 1.0108636
#> 10 2022-10-01 3M 1.4276667
#> 11 2022-11-01 3M 1.8252273
#> 12 2022-12-01 3M 2.0634762
#> 13 2023-01-01 3M 2.3448636
#> 14 2023-02-01 3M 2.6403500
#> 15 2023-03-01 3M 2.9105652
#> 16 2023-04-01 3M 3.1794444
#> 17 2023-05-01 3M 3.3717273
#> 18 2023-06-01 3M 3.5358636
#> 19 2023-07-01 3M 3.6718095
#> 20 2023-08-01 3M 3.7803043
#> 21 2023-09-01 3M 3.8800476
#> 22 2023-10-01 3M 3.9676364
#> 23 2023-11-01 3M 3.9716364
#> 24 2023-12-01 3M 3.9348947
#> 25 2024-01-01 3M 3.9252727
#> 26 2024-02-01 3M 3.9231905
#> 27 2024-03-01 3M 3.9231000
#> 28 2024-04-01 3M 3.8853333
#> 29 2024-05-01 3M 3.8126818
#> 30 2024-06-01 3M 3.7245000
#> 31 2024-07-01 3M 3.6848261
#> 32 2024-08-01 3M 3.5475909
#> 33 2024-09-01 3M 3.4337143
#> 34 2024-10-01 3M 3.1666087
#> 35 2024-11-01 3M 3.0067619
#> 36 2024-12-01 3M 2.8246000
#> 37 2025-01-01 3M 2.7042727
#> 38 2025-02-01 3M 2.5249500
#> 39 2025-03-01 3M 2.4424286
#> 40 2025-04-01 3M 2.2494000
#> 41 2025-05-01 3M 2.0872381
#> 42 2025-06-01 3M 1.9836190
#> 43 2025-07-01 3M 1.9863478
#> 44 2025-08-01 3M 2.0210952
#> 45 2025-09-01 3M 2.0272727
#> 46 2025-10-01 3M 2.0344348
#> 47 2025-11-01 3M 2.0416500
#> 48 2025-12-01 3M 2.0484286
#> 49 2026-01-01 3M 2.0277273
#> 50 2026-02-01 3M 2.0113000
#> 51 2026-03-01 3M 2.1094091
#> 52 2026-04-01 3M 2.1753000
ecb_euribor(c("1M", "3M", "6M", "12M"), from = "2024-01")
#> ℹ Fetching EURIBOR data
#> ✔ Fetching EURIBOR data [2.1s]
#>
#> date tenor value
#> 1 2024-01-01 12M 3.609227
#> 2 2024-02-01 12M 3.670524
#> 3 2024-03-01 12M 3.717850
#> 4 2024-04-01 12M 3.703333
#> 5 2024-05-01 12M 3.680136
#> 6 2024-06-01 12M 3.649600
#> 7 2024-07-01 12M 3.525913
#> 8 2024-08-01 12M 3.166136
#> 9 2024-09-01 12M 2.936048
#> 10 2024-10-01 12M 2.691304
#> 11 2024-11-01 12M 2.505571
#> 12 2024-12-01 12M 2.436050
#> 13 2025-01-01 12M 2.525227
#> 14 2025-02-01 12M 2.406950
#> 15 2025-03-01 12M 2.398381
#> 16 2025-04-01 12M 2.143400
#> 17 2025-05-01 12M 2.080571
#> 18 2025-06-01 12M 2.080905
#> 19 2025-07-01 12M 2.079087
#> 20 2025-08-01 12M 2.113905
#> 21 2025-09-01 12M 2.171500
#> 22 2025-10-01 12M 2.187304
#> 23 2025-11-01 12M 2.216900
#> 24 2025-12-01 12M 2.267143
#> 25 2026-01-01 12M 2.245095
#> 26 2026-02-01 12M 2.220700
#> 27 2026-03-01 12M 2.565136
#> 28 2026-04-01 12M 2.746800
#> 29 2024-01-01 1M 3.869000
#> 30 2024-02-01 1M 3.868476
#> 31 2024-03-01 1M 3.852950
#> 32 2024-04-01 1M 3.852524
#> 33 2024-05-01 1M 3.815909
#> 34 2024-06-01 1M 3.634700
#> 35 2024-07-01 1M 3.617522
#> 36 2024-08-01 1M 3.596727
#> 37 2024-09-01 1M 3.438095
#> 38 2024-10-01 1M 3.205478
#> 39 2024-11-01 1M 3.066429
#> 40 2024-12-01 1M 2.890050
#> 41 2025-01-01 1M 2.791864
#> 42 2025-02-01 1M 2.605750
#> 43 2025-03-01 1M 2.401000
#> 44 2025-04-01 1M 2.242650
#> 45 2025-05-01 1M 2.093905
#> 46 2025-06-01 1M 1.928524
#> 47 2025-07-01 1M 1.892261
#> 48 2025-08-01 1M 1.890000
#> 49 2025-09-01 1M 1.897227
#> 50 2025-10-01 1M 1.906261
#> 51 2025-11-01 1M 1.905600
#> 52 2025-12-01 1M 1.915476
#> 53 2026-01-01 1M 1.960762
#> 54 2026-02-01 1M 1.952250
#> 55 2026-03-01 1M 1.932773
#> 56 2026-04-01 1M 1.971200
#> 57 2024-01-01 3M 3.925273
#> 58 2024-02-01 3M 3.923191
#> 59 2024-03-01 3M 3.923100
#> 60 2024-04-01 3M 3.885333
#> 61 2024-05-01 3M 3.812682
#> 62 2024-06-01 3M 3.724500
#> 63 2024-07-01 3M 3.684826
#> 64 2024-08-01 3M 3.547591
#> 65 2024-09-01 3M 3.433714
#> 66 2024-10-01 3M 3.166609
#> 67 2024-11-01 3M 3.006762
#> 68 2024-12-01 3M 2.824600
#> 69 2025-01-01 3M 2.704273
#> 70 2025-02-01 3M 2.524950
#> 71 2025-03-01 3M 2.442429
#> 72 2025-04-01 3M 2.249400
#> 73 2025-05-01 3M 2.087238
#> 74 2025-06-01 3M 1.983619
#> 75 2025-07-01 3M 1.986348
#> 76 2025-08-01 3M 2.021095
#> 77 2025-09-01 3M 2.027273
#> 78 2025-10-01 3M 2.034435
#> 79 2025-11-01 3M 2.041650
#> 80 2025-12-01 3M 2.048429
#> 81 2026-01-01 3M 2.027727
#> 82 2026-02-01 3M 2.011300
#> 83 2026-03-01 3M 2.109409
#> 84 2026-04-01 3M 2.175300
#> 85 2024-01-01 6M 3.891682
#> 86 2024-02-01 6M 3.900524
#> 87 2024-03-01 6M 3.894800
#> 88 2024-04-01 6M 3.838238
#> 89 2024-05-01 6M 3.786636
#> 90 2024-06-01 6M 3.714900
#> 91 2024-07-01 6M 3.643565
#> 92 2024-08-01 6M 3.424909
#> 93 2024-09-01 6M 3.257810
#> 94 2024-10-01 6M 3.001609
#> 95 2024-11-01 6M 2.787524
#> 96 2024-12-01 6M 2.632150
#> 97 2025-01-01 6M 2.614409
#> 98 2025-02-01 6M 2.459600
#> 99 2025-03-01 6M 2.385381
#> 100 2025-04-01 6M 2.201700
#> 101 2025-05-01 6M 2.116191
#> 102 2025-06-01 6M 2.049667
#> 103 2025-07-01 6M 2.055348
#> 104 2025-08-01 6M 2.084429
#> 105 2025-09-01 6M 2.102318
#> 106 2025-10-01 6M 2.106826
#> 107 2025-11-01 6M 2.131000
#> 108 2025-12-01 6M 2.139476
#> 109 2026-01-01 6M 2.137143
#> 110 2026-02-01 6M 2.143500
#> 111 2026-03-01 6M 2.321954
#> 112 2026-04-01 6M 2.453750
options(op)
# }