Start date			Newest
Aggregation			Show data
Interest rate

Eurepo rates, monthly average

Eurepo is the interest rate at which the highest-rated banks offer euro-denominated loans to each other, secured exclusively by government bonds and treasury bills issued by euro area countries. The Eurepo is calculated like the Euribor. It represents interest rates in the secured markets (repo markets), as opposed to the Euribor, which represents rates in the unsecured markets.


Period	1 week (act/360)	2 week (act/360)	1 month (act/360)	3 month (act/360)	6 month (act/360)	12 month (act/360)
February 2015	0.000	0.000	0.000	0.000	0.000	0.000
January 2015	0.000	0.000	-0.002	-0.004	-0.004	-0.006
December 2014	-0.022	-0.019	-0.022	-0.038	-0.040	-0.059
November 2014	-0.039	-0.036	-0.039	-0.049	-0.052	-0.060
October 2014	-0.033	-0.034	-0.046	-0.055	-0.063	-0.071
September 2014	-0.030	-0.031	-0.040	-0.048	-0.054	-0.062
August 2014	0.013	0.017	0.018	0.023	0.023	0.025
July 2014	0.023	0.023	0.025	0.030	0.030	0.031
June 2014	0.087	0.081	0.074	0.063	0.058	0.048
May 2014	0.223	0.211	0.184	0.148	0.130	0.115
April 2014	0.198	0.196	0.183	0.170	0.156	0.141
March 2014	0.158	0.158	0.156	0.147	0.136	0.128
February 2014	0.147	0.148	0.142	0.130	0.117	0.105
January 2014	0.153	0.152	0.148	0.148	0.148	0.147
December 2013	0.153	0.176	0.182	0.141	0.137	0.134
November 2013	0.083	0.080	0.079	0.080	0.085	0.098
October 2013	0.054	0.053	0.052	0.062	0.078	0.122
September 2013	0.049	0.049	0.048	0.052	0.063	0.108
August 2013	0.049	0.049	0.046	0.051	0.063	0.096
July 2013	0.045	0.044	0.041	0.048	0.057	0.080
June 2013	0.028	0.027	0.025	0.022	0.026	0.041
May 2013	0.019	0.018	0.013	0.006	-0.003	-0.009
April 2013	0.020	0.020	0.017	0.017	0.017	0.017
March 2013	0.019	0.019	0.017	0.016	0.018	0.023
February 2013	0.020	0.021	0.021	0.033	0.051	0.086
January 2013	0.013	0.012	0.008	0.008	0.011	0.018
December 2012	0.018	0.016	0.004	-0.012	-0.025	-0.036
November 2012	0.017	0.012	0.006	-0.006	-0.013	-0.019
October 2012	0.013	0.010	0.004	-0.007	-0.011	-0.015
September 2012	0.008	0.006	-0.003	-0.014	-0.019	-0.025
August 2012	0.007	0.004	-0.005	-0.015	-0.021	-0.025
July 2012	0.038	0.033	0.022	0.016	0.014	0.013
June 2012	0.142	0.135	0.117	0.104	0.104	0.100
May 2012	0.130	0.128	0.121	0.119	0.122	0.124
April 2012	0.145	0.143	0.138	0.143	0.153	0.167
March 2012	0.145	0.143	0.140	0.143	0.152	0.164
February 2012	0.197	0.190	0.169	0.155	0.164	0.172
January 2012	0.158	0.148	0.137	0.139	0.156	0.175
December 2011	0.301	0.281	0.235	0.207	0.230	0.256
November 2011	0.486	0.475	0.450	0.395	0.383	0.376
October 2011	0.733	0.715	0.687	0.634	0.596	0.576
September 2011	0.804	0.782	0.727	0.634	0.573	0.544
August 2011	0.868	0.893	0.888	0.883	0.857	0.827
July 2011	1.142	1.198	1.247	1.277	1.329	1.394
June 2011	1.026	1.052	1.110	1.227	1.321	1.451
May 2011	1.033	1.009	1.011	1.138	1.287	1.510
April 2011	0.992	1.012	1.017	1.069	1.224	1.499
March 2011	0.701	0.710	0.764	0.895	1.056	1.322
February 2011	0.698	0.702	0.718	0.785	0.912	1.144
January 2011	0.598	0.597	0.604	0.652	0.730	0.889
December 2010	0.526	0.533	0.552	0.615	0.681	0.806
November 2010	0.607	0.627	0.664	0.727	0.791	0.896
October 2010	0.694	0.701	0.709	0.729	0.774	0.858
September 2010	0.417	0.419	0.440	0.487	0.544	0.648
August 2010	0.420	0.428	0.448	0.503	0.560	0.652
July 2010	0.462	0.467	0.479	0.517	0.587	0.688
June 2010	0.319	0.327	0.345	0.378	0.429	0.520
May 2010	0.304	0.308	0.318	0.363	0.431	0.525
April 2010	0.308	0.313	0.328	0.364	0.476	0.644
March 2010	0.310	0.316	0.327	0.345	0.442	0.626
February 2010	0.321	0.328	0.338	0.357	0.447	0.659
January 2010	0.331	0.339	0.349	0.370	0.445	0.738

Source: Reuters

Report updated 19 Jan 2017

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