12M EURIBOR Forward Curve: Today's Market-Implied Path
The 12-month EURIBOR forward curve, bootstrapped from live EUR swap quotes and refreshed through the trading day. The tenor annual-reset mortgages across southern Europe track, charted, tabled by year-end and downloadable to Excel.
Last update:
12M EURIBOR forward curve · year-end forwards
| Date | Forward Rate |
|---|---|
| 31 Dec 2026 | 3.16% |
| 31 Dec 2027 | 3.01% |
| 31 Dec 2028 | 3.11% |
| 31 Dec 2029 | 3.11% |
| 31 Dec 2030 | |
| 31 Dec 2031 | |
Curves bootstrapped from live interdealer swap quotes. Read how we build these curves.
Unlock the full curve
Get the complete 12M 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 12M 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 12M EURIBOR forward period in a cell =BlueGamma.FORWARD_RATE("12M EURIBOR", start_date, end_date) # API: the same rate, one GET away GET api.bluegamma.io/v1/forward_rate ?index=12M 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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Other EURIBOR forward curve tenors
FAQs
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.
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 12M 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 12M EURIBOR
EURIBOR Forecast: all four tenors
The 1M, 3M, 6M and 12M forward curves on one chart, with year-end 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.
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