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Eurepo rates 23 May 2012
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.
Date
23 May 2012
1 week (act/360)
0.127
2 week (act/360)
0.125
1 month (act/360)
0.116
3 month (act/360)
0.114
6 month (act/360)
0.117
12 month (act/360)
0.118
Source: Reuters
Report updated 23 May 2012
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