Other interest rates

There are also reference interest rates for secured transactions in the euro money market, named EUREPO rates, for the following tenors: tom-next, 1 week, 2 weeks, 3 weeks, 1 month, 2 months, 3 months, 6 months, 9 months and 1 year. EUREPO rates are calculated similarly to the EURIBOR rates and they are also published by REUTERS.

Interest rates related to EONIA swaps are another reference rates in the euro money market. An EONIA swap is an agreement between two parties whereby a set of variable payments indexed to the EONIA rate and a set of payments at a fixed rate are exchanged over an agreed period of time. The interest rate on the fixed leg of this type of swap is referred to as the EONIA swap rate and reflects the expected average level of the EONIA over the maturity of the swap. Interest rates are computed and published by REUTERS considering the contributions of a panel of banks. EONIA swaps are offered at maturities of 1, 2 and 3 weeks, between 1 and 12 months and also 15, 18, 21 and 24 months.



Data on EUREPO and EONIA swaps rates is not available on this page, although an external link is provided to access this information.