[YC] Financial market data - yield curve

Retrieved by DBnomics on July 25, 2026 (6:03 AM UTC).

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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
2026-09-03=1.411
min:
-0.339
max:
5.56
avg:
2.024
σ:
1.525
[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
2026-09-03=0.792
min:
-5.035
max:
3.203
avg:
-1.105
σ:
1.54
[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
2026-09-03=2.232
min:
-11.108
max:
36.863
avg:
9.877
σ:
9.547
[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
2026-09-03=7.591
min:
-36.465
max:
12.407
avg:
-8.825
σ:
10.865
[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
2026-09-03=2.966
min:
-0.985
max:
4.854
avg:
1.044
σ:
1.618
[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
2026-09-03=4.013
min:
-0.402
max:
5.741
avg:
2.898
σ:
1.616
[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
2026-09-03=4.077
min:
-0.356
max:
5.753
avg:
2.939
σ:
1.607
[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
2026-09-03=4.082
min:
-0.353
max:
5.752
avg:
2.942
σ:
1.606
[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
2026-09-03=4.02
min:
-0.396
max:
5.744
avg:
2.903
σ:
1.615
[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
2026-09-03=4.027
min:
-0.389
max:
5.746
avg:
2.908
σ:
1.614