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Euribor bank-to-bank lending rates hit new all-time lows on Friday on hopes that the European Central Bank will cut interest rates further in coming months after it downgraded its economic outlook for the euro zone. The ECB kept its main refinancing rate at a record low of 0.75 percent at its September policy meeting, but said the euro zone economy would probably contract this year more than it had previously expected.
Euribor rates have fallen significantly since late last year when the ECB started flooding money markets with cheap long-term loans. The fall continued on Friday. Three-month Euribor rates, traditionally the main gauge of unsecured bank-to-bank lending, fell to 0.228 percent from 0.233 percent.
Six-month Euribor rates also fell, to 0.457 percent from 0.465 percent. One-week rates remained at 0.084 percent while Eonia overnight rates inched up to 0.097 percent from 0.090 percent. Dollar-priced three-month bank-to-bank Euribor lending rates fell to 0.609 percent from 0.615 percent, while overnight dollar rates stayed at 0.305 percent. The ECB's move to stop paying interest on banks' deposits has prompted banks to make stronger use of the current account facility, which still pays 0.75 percent interest for the required reserves. A total of 302 billion euros was parked in the ECB's deposit facility overnight. Banks' current account deposits at the ECB fell to 555 billion euros.

Copyright Reuters, 2012

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