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Stats › Intraday and market microstructure › What Euribor is

Only 15% of three month Euribor comes from the submitting bank's own transactions at that maturity

TenorOwn transactionsInterpolated or other maturitiesModel adjusted carry forward
One week63.10%3.81%33.10%
One month31.19%19.76%49.05%
Three months15.24%16.43%68.33%
Six months17.62%15.95%66.43%
Twelve months20.00%6.67%73.33%

Share of panel contributions by determination level, January 2026, the most recent month whose published charts carry machine readable labels. Each row sums to 100 per cent. The administrator publishes these shares monthly.

In January 2026, 15.24 per cent of three month contributions were the bank's own transactions at that tenor and 68.33 per cent were previous contributions adjusted by a model. Expert judgement was formally discontinued in February 2024.

15.24%Three month contributions from own transactions at that tenor
68.33%Three month contributions that are model adjusted carry forwards
63.10%One week contributions from own transactions
20Banks on the panel

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