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3M EURIBOR Consensus Forecasts Q1 2024

daily
%
UTC+3
Previous value
on 28/03/2024
from
to
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Index description

The index value represents consensus forecast value. The consensus forecast is calculated as the median value. The forecasts of market participants for the last 28 days, including the calculation date, are included in the calculation. The most recent forecast from each participant is taken into account in the calculation.

Methodology

Excel + Cbonds

Index value can be retrieved via Cbonds add-in for Excel using the formula CbondsIndexValue(166063, date)

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Forecasts by Market Participants

List of securities for index calculation

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Subgroup indices

Index Current value Date
3M EURIBOR Consensus Forecasts Q1 2024 3.84 % 29/03/2024
3M EURIBOR Consensus Forecasts Q1 2025 2.43 % 31/03/2025
3M EURIBOR Consensus Forecasts Q1 2026 2.1 % 31/03/2026
3M EURIBOR Consensus Forecasts Q2 2024 3.72 % 28/06/2024
3M EURIBOR Consensus Forecasts Q2 2025 2.02 % 01/07/2025
3M EURIBOR Consensus Forecasts Q3 2024 3.47 % 30/09/2024
3M EURIBOR Consensus Forecasts Q3 2025 2 % 01/10/2025
3M EURIBOR Consensus Forecasts Q4 2024 2.87 % 01/01/2025
3M EURIBOR Consensus Forecasts Q4 2025 2.05 % 09/01/2026
3m SOFR Consensus Forecasts Q1 2024 5.17 % 29/03/2024
3m SOFR Consensus Forecasts Q1 2025 4.34 % 31/03/2025
3m SOFR Consensus Forecasts Q1 2026 3.66 % 31/03/2026
3m SOFR Consensus Forecasts Q2 2024 5.29 % 28/06/2024
3m SOFR Consensus Forecasts Q2 2025 4.31 % 01/07/2025
3m SOFR Consensus Forecasts Q3 2024 5.02 % 30/09/2024
3m SOFR Consensus Forecasts Q3 2025 4.17 % 01/10/2025
3m SOFR Consensus Forecasts Q4 2024 4.69 % 01/01/2025
3m SOFR Consensus Forecasts Q4 2025 3.7 % 09/01/2026
RUONIA Consensus Forecasts Q1 2024 15.8 % 29/03/2024
RUONIA Consensus Forecasts Q1 2025 20.8 % 31/03/2025
RUONIA Consensus Forecasts Q1 2026 14.93 % 31/03/2026
RUONIA Consensus Forecasts Q2 2024 15.86 % 28/06/2024
RUONIA Consensus Forecasts Q2 2025 19.8 % 01/07/2025
RUONIA Consensus Forecasts Q3 2024 18.1 % 30/09/2024
RUONIA Consensus Forecasts Q3 2025 16.9 % 01/10/2025
RUONIA Consensus Forecasts Q4 2024 22.15 % 01/01/2025
RUONIA Consensus Forecasts Q4 2025 16.1 % 09/01/2026
SOFR Consensus Forecasts Q1 2024 5.31 % 29/03/2024
SOFR Consensus Forecasts Q1 2025 4.25 % 31/03/2025
SOFR Consensus Forecasts Q1 2026 3.38 % 31/03/2026
SOFR Consensus Forecasts Q2 2024 5.3 % 28/06/2024
SOFR Consensus Forecasts Q2 2025 4.3 % 01/07/2025
SOFR Consensus Forecasts Q3 2024 5.2 % 30/09/2024
SOFR Consensus Forecasts Q3 2025 4.2 % 01/10/2025
SOFR Consensus Forecasts Q4 2024 4.55 % 01/01/2025
SOFR Consensus Forecasts Q4 2025 4.3 % 09/01/2026
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The composition of the index list

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