EURIBOR Forecast: The 1M, 3M, 6M & 12M Forward Curves
Every EURIBOR tenor the market prices, on one chart. The 1M, 3M, 6M and 12M forward curves, bootstrapped from live EUR swap quotes and refreshed through the trading day. Read the term structure across the row, then take the tenor you need to Excel.
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Year-end EURIBOR forwards · every tenor, every year
| Forward curve | 31 Dec 2026 | 31 Dec 2027 | 31 Dec 2028 | 31 Dec 2029 | 31 Dec 2030 | 31 Dec 2031 |
|---|---|---|---|---|---|---|
| 1M EURIBOR | 2.64% | 3.00% | 2.88% | 2.88% | ||
| 3M EURIBOR | 2.79% | 3.12% | 2.95% | 2.97% | ||
| 6M EURIBOR | 3.01% | 3.06% | 3.02% | 3.00% | ||
| 12M EURIBOR | 3.43% | 2.91% | 3.27% | 3.13% | ||
Curves bootstrapped from live interdealer swap quotes. Read how we build these curves.
Unlock the full curve
Get the complete EURIBOR forward curve in Excel
- Every forward, out to the longest quoted tenor
- One-click download to Excel
- Excel Add-in & API access
- Curves for 30+ currencies, refreshed all day
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“We stopped chasing the bank for a mid. BlueGamma is our curve of record now.”
The EURIBOR forward curve in Excel & API
If you’re copying this curve into a model more than once a month, you don’t need a download, you need a feed. One function per forward period, always current, straight into your model.
// Excel: any EURIBOR forward period in a cell =BlueGamma.FORWARD_RATE("6M EURIBOR", start_date, end_date) # API: the same rate, one GET away GET api.bluegamma.io/v1/forward_rate ?index=6M EURIBOR&start_date=2027-06-30&end_date=3M x-api-key: your_api_key
The curve prices your float. The desk quotes a par rate.
When you fix, the bank quotes one number for the whole term. Check it against an independent EURIBOR mid before you sign: the difference is their margin.
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FAQs
Match the tenor to your reset frequency. A facility that resets quarterly prices off 3M EURIBOR, one that resets semi-annually off 6M, and mortgages across much of southern Europe reset annually off 12M. The 1M curve turns up on short-dated revolvers and cash sweeps.
All four curves are bootstrapped from the same EUR swap quotes, so the gap between them is the market's term premium, not a difference in method. 1M EURIBOR, 3M EURIBOR, 6M EURIBOR and 12M EURIBOR each have their own curve page.
Quotes stream straight from tier-one inter-dealer brokers and exchanges. We sanity-check every feed before building the curve.
Yes. Pick any valuation date (and even time) and download the historical curve to Excel.
Curves update intraday from live swap quotes; the Excel download is built on the very latest ticks the moment you hit Download.
SOFR, SONIA, EURIBOR, CORRA, BBSY, STIBOR, NIBOR, JIBAR and 30-plus others — all forward curves and discount factors.
Yes. Pull curves via a REST API or use the Excel function =BLUEGAMMA(). Same numbers everywhere, no manual uploads.
Check out our EURIBOR API tutorial on how to get started pulling data.
Absolutely. Load any swap (fixed-for-floating, amortising or bullet), drop in the notional schedule and get a mark-to-market in minutes — or roll the clock back for historic pricing.
Most free forward curves are published once a month as a static chart. BlueGamma rebuilds the EURIBOR curve from live swap quotes throughout the trading day, shows the dated values rather than a picture, and lets you download the full grid to Excel during a free trial.
More on EURIBOR rates
EURIBOR Swap Rates
Today's EURIBOR swap rates across the tenor grid, with history.
Forward curve basics
How forward curves are built, read and used in models.
Pull a curve into Excel
How to pull a forward curve directly into a spreadsheet, step by step.
More from BlueGamma
Or browse the full forward curve catalogue, covering every curve we publish.