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Reference rate values for January 24, 2017

Tenor : Overnight

Reference rate
Value
Variation
EONIA
-0.353
  0.000
USD LIBOR O/N
0.688
-0.001

Tenor : 1 week

Reference rate
Value
Variation
EURIBOR 1W
-0.379
  0.000
USD LIBOR 1W
0.723
+0.001

Tenor : 1 month

Reference rate
Value
Variation
EURIBOR 1M
-0.372
  0.000
USD LIBOR 1M
0.773
+0.002

Tenor : 3 months

Reference rate
Value
Variation
EURIBOR 3M
-0.328
-0.001
USD LIBOR 3M
1.032
-0.006

Tenor : 6 months

Reference rate
Value
Variation
EURIBOR 6M
-0.242
-0.001
USD LIBOR 6M
1.346
-0.007

Tenor : 9 months

Reference rate
Value
Variation
EURIBOR 9M
-0.158
-0.002

Tenor : 12 months

Reference rate
Value
Variation
EURIBOR 12M
-0.101
  0.000
USD LIBOR 12M
1.707
-0.014

Tenor : 2 months

Reference rate
Value
Variation
USD LIBOR 2M
0.845
-0.002