The chart on the left is the 3 month Euribor.
The Euro Interbank Offered Rate, or Euribor, is the average interest rate at which term deposits are offered between prime banks in the EU wholesale money market or interbank market. Just like the LIBOR serves as a short-term reference rate for British Pound and U.S. Dollar denominated instruments, the Euribor is widely used as a reference rate for Euro denominated forward rate agreements, short-term interest rate futures contracts and interest rate swaps. It is quoted for spot value T+2 (for settlement 2 working days after the calculation date) and calculated on an actual/360 day count convention (with an exact day count over a 360-day year).
A representative panel of prime banks in the European Union interbank market provide daily quotes of the rates that each panel bank believes one prime bank is quoting to another prime bank for term deposits with maturities ranging from one week to one year. The panel banks are required to directly input their data to Reuters no later than 10.45am (Central European Time) on each day that that the Trans-European Automated Real-Time Gross-Settlement Express Transfer (TARGET) system is open. At 11.00am, Reuters eliminates the highest and lowest 15% of all quotes collected, averages the remaining quotes, rounds the average to 3 decimal places and publishes this average as the Euribor. If more than 50% of the panel banks fail to provide their data by 11:00am, Reuters will delay calculating the Euribor until at least 50% of the panel banks have quoted.
Euribor panel banks have the highest volume of business in EU money markets and are either banks located in the European Union or large international banks from non-EU countries but with important EU operations.