[YC] Financial market data - yield curve

Retrieved by DBnomics on July 12, 2026 (6:43 AM).

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Frequency [FREQ] (1)
Reference area [REF_​AREA] (1)
Currency [CURRENCY] (1)
Financial market provider [PROVIDER_​FM] (1)
Financial market instrument [INSTRUMENT_​FM] (3)
Financial market provider identifier [PROVIDER_​FM_​ID] (1)
Financial market data type [DATA_​TYPE_​FM] (1083)

This dataset has 2,165 series:

[B.U2.EUR.4F.G_​N_​A.SV_​C_​YM.BETA0] Daily - businessweek – Euro area (changing composition) – Euro – ECB – Government bond, nominal, all issuers whose rating is triple A – Svensson model - continuous compounding - yield error minimisation – Yield curve parameters, Beta 0
from
2004-09-06=5.411
to
2026-07-09=1.318
min:
-0.339
max:
5.56
avg:
2.028
σ:
1.53
[B.U2.EUR.4F.G_​N_​A.SV_​C_​YM.BETA1] Daily - businessweek – Euro area (changing composition) – Euro – ECB – Government bond, nominal, all issuers whose rating is triple A – Svensson model - continuous compounding - yield error minimisation – Yield curve parameters, Beta 1
from
2004-09-06=-3.462
to
2026-07-09=0.877
min:
-5.035
max:
3.203
avg:
-1.119
σ:
1.536
[B.U2.EUR.4F.G_​N_​A.SV_​C_​YM.BETA2] Daily - businessweek – Euro area (changing composition) – Euro – ECB – Government bond, nominal, all issuers whose rating is triple A – Svensson model - continuous compounding - yield error minimisation – Yield curve parameters, Beta 2
from
2004-09-06=-0.361
to
2026-07-09=1.621
min:
-11.108
max:
36.863
avg:
9.934
σ:
9.557
[B.U2.EUR.4F.G_​N_​A.SV_​C_​YM.BETA3] Daily - businessweek – Euro area (changing composition) – Euro – ECB – Government bond, nominal, all issuers whose rating is triple A – Svensson model - continuous compounding - yield error minimisation – Yield curve parameters, Beta 3
from
2004-09-06=-0.466
to
2026-07-09=7.458
min:
-36.465
max:
12.407
avg:
-8.941
σ:
10.816
[B.U2.EUR.4F.G_​N_​A.SV_​C_​YM.IF_​10M] Daily - businessweek – Euro area (changing composition) – Euro – ECB – Government bond, nominal, all issuers whose rating is triple A – Svensson model - continuous compounding - yield error minimisation – Yield curve instantaneous forward rate, 10-month residual maturity
from
2004-09-06=2.535
to
2026-07-09=2.66
min:
-0.985
max:
4.854
avg:
1.031
σ:
1.617
[B.U2.EUR.4F.G_​N_​A.SV_​C_​YM.IF_​10Y] Daily - businessweek – Euro area (changing composition) – Euro – ECB – Government bond, nominal, all issuers whose rating is triple A – Svensson model - continuous compounding - yield error minimisation – Yield curve instantaneous forward rate, 10-year maturity
from
2004-09-06=5.218
to
2026-07-09=3.817
min:
-0.402
max:
5.741
avg:
2.891
σ:
1.62
[B.U2.EUR.4F.G_​N_​A.SV_​C_​YM.IF_​10Y10M] Daily - businessweek – Euro area (changing composition) – Euro – ECB – Government bond, nominal, all issuers whose rating is triple A – Svensson model - continuous compounding - yield error minimisation – Yield curve instantaneous forward rate, 10-year 10-month residual maturity
from
2004-09-06=5.26
to
2026-07-09=3.887
min:
-0.356
max:
5.753
avg:
2.932
σ:
1.61
[B.U2.EUR.4F.G_​N_​A.SV_​C_​YM.IF_​10Y11M] Daily - businessweek – Euro area (changing composition) – Euro – ECB – Government bond, nominal, all issuers whose rating is triple A – Svensson model - continuous compounding - yield error minimisation – Yield curve instantaneous forward rate, 10-year 11-month residual maturity
from
2004-09-06=5.264
to
2026-07-09=3.893
min:
-0.353
max:
5.752
avg:
2.935
σ:
1.609
[B.U2.EUR.4F.G_​N_​A.SV_​C_​YM.IF_​10Y1M] Daily - businessweek – Euro area (changing composition) – Euro – ECB – Government bond, nominal, all issuers whose rating is triple A – Svensson model - continuous compounding - yield error minimisation – Yield curve instantaneous forward rate, 10-year 1-month residual maturity
from
2004-09-06=5.223
to
2026-07-09=3.824
min:
-0.396
max:
5.744
avg:
2.896
σ:
1.619
[B.U2.EUR.4F.G_​N_​A.SV_​C_​YM.IF_​10Y2M] Daily - businessweek – Euro area (changing composition) – Euro – ECB – Government bond, nominal, all issuers whose rating is triple A – Svensson model - continuous compounding - yield error minimisation – Yield curve instantaneous forward rate, 10-year 2-month residual maturity
from
2004-09-06=5.227
to
2026-07-09=3.832
min:
-0.389
max:
5.746
avg:
2.901
σ:
1.618