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.

idvarSep-21Dec-21Mar-22Jun-22Sep-22Dec-22Mar-23Jun-23Sep-23Dec-23Mar-24Jun-24
4EUR 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
idvar21-Sep21-Dec22-Mar22-Jun22-Sep22-Dec23-Mar23-Jun23-Sep23-Dec24-Mar24-Jun
4EUR 3M LIBOR-0.0050.0000.0100.0150.0200.0200.0250.0300.0300.0350.0400.040

EURIBOR forward curve prediction

EURIBOR forward curve

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.

Feedback
Feedback
How would you rate your experience?
Do you have any additional comment?
Next
Enter your email if you'd like us to contact you regarding with your feedback.
Back
Submit
Thank you for submitting your feedback!