Hi guys,

I'm trying to work with data that is available on the following website:
http://www.euribor-ebf.eu/euribor-or...bor-rates.html (see Dat History EURIBOR 2012 Panel)
It's about interest rates that banks charge each other when lending money to each other.

The data is organized as follows:

31/10/2012 Spot Week 2 Week 3 Week
Allied Irish 0,11 0,12 0,12
Banca Intesa 0,08 0,09 0,10
Banque Postale 0,05 0,06 0,07

Per month, there is a separate excel file. Per day, there is a separate sheet with interest rates, charged on that day, by a given bank, with a given maturity.

The sheet names refer to the date: so, 3110 is October 31st in a given year.

What I would like to do is find an easy way to organize this data as a time serie per bank, per maturity.
So that it looks like this.

Spot week Allied Irish Banca Intesa Banque Postale
3110 0,11 0,08 0,05
3010 0,11 0,08 0,05
2910 0,11 0,08 0,05
2610 0,11 0,08 0,05

And in a second sheet, this information with a different maturity:

2 week Allied Irish Banca Intesa Banque Postale
3110 0,12 0,09 0,06
3010 0,12 0,09 0,06
2910 0,12 0,09 0,06
2610 0,12 0,09 0,06

I can do this within one file, but I don't know how I could do this with 40 files, that are stored on my computer or can be found on a website (in excel format).
I thought of referring to a cell in a different file on my computer, using:
- vlookup: to look up the value in the other file
- indirect: to refer to the file name on my computer, this file name is a cell in my excel file: built up from a concatenate function
- concatenate: to find a way to adjust the file name and sheet name, because the file name differs in Month (Sep, Oct, Nov) and Year (2011, 2012 etc.). With the concatenate function, I merge different cells names into the correct file and sheet name

Is this the way to solve it? Should I get rid of the indirect functionality? Should I use VBA?
Another problem is that my computer wants me to confirm the exact file name, so it shows a search box with each time I push enter, when looking at the formula of a cell. And this is too time consuming for a 1000 dates.

I am looking forward to seeing the solutions you guys come up with!