EURIBOR forward curve
MacroVar analyzes the EURIBOR forward curve to monitor the market’s expectations for the ECB’s monetary policy actions (rate hikes/cuts) and its effects on financial markets and the Eurozone economic outlook.
|4||EUR 3M LIBOR||-0.530||-0.520||-0.500||-0.486||-0.460||-0.430||-0.390||-0.350||-0.310||-0.270||-0.230||-0.190|
|4||EUR 3M LIBOR||-0.005||0.000||0.010||0.015||0.020||0.020||0.025||0.030||0.030||0.035||0.040||0.040|
EURIBOR forward curve prediction
What is the EURIBOR forward curve
The EURIBOR forward curve is a graphical representation of the market clearing forward rates for EURIBOR. EURIBOR forward curve is derived from data of EURIBOR swap rates. These forward curves are used to price EURIBOR-based derivatives.
The EURIBOR forward curve represents the market’s expectation of future interest rates. It represents the market’s net position between fixing and floating for various terms.