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[YC] Financial market data - yield curve

Updated on DBnomics on December 5, 2024 (6:42 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.IF_​10Y3M] 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 3-month residual maturity

from
2004-09-06=5.232
to
2024-12-03=2.518
min:
-0.383
max:
5.747
avg:
2.855
σ:
1.667

[B.U2.EUR.4F.G_​N_​A.SV_​C_​YM.IF_​10Y4M] 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 4-month residual maturity

from
2004-09-06=5.236
to
2024-12-03=2.52
min:
-0.377
max:
5.749
avg:
2.859
σ:
1.666

[B.U2.EUR.4F.G_​N_​A.SV_​C_​YM.IF_​10Y5M] 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 5-month residual maturity

from
2004-09-06=5.24
to
2024-12-03=2.522
min:
-0.372
max:
5.75
avg:
2.863
σ:
1.665

[B.U2.EUR.4F.G_​N_​A.SV_​C_​YM.IF_​10Y6M] 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 6-month residual maturity

from
2004-09-06=5.245
to
2024-12-03=2.523
min:
-0.369
max:
5.751
avg:
2.867
σ:
1.664

[B.U2.EUR.4F.G_​N_​A.SV_​C_​YM.IF_​10Y7M] 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 7-month residual maturity

from
2004-09-06=5.249
to
2024-12-03=2.525
min:
-0.365
max:
5.752
avg:
2.871
σ:
1.663

[B.U2.EUR.4F.G_​N_​A.SV_​C_​YM.IF_​10Y8M] 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 8-month residual maturity

from
2004-09-06=5.253
to
2024-12-03=2.526
min:
-0.362
max:
5.752
avg:
2.874
σ:
1.662

[B.U2.EUR.4F.G_​N_​A.SV_​C_​YM.IF_​10Y9M] 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 9-month residual maturity

from
2004-09-06=5.257
to
2024-12-03=2.528
min:
-0.359
max:
5.753
avg:
2.878
σ:
1.66

[B.U2.EUR.4F.G_​N_​A.SV_​C_​YM.IF_​11M] 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, 11-month residual maturity

from
2004-09-06=2.593
to
2024-12-03=1.714
min:
-0.996
max:
4.868
avg:
0.961
σ:
1.644

[B.U2.EUR.4F.G_​N_​A.SV_​C_​YM.IF_​11Y] 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, 11-year maturity

from
2004-09-06=5.268
to
2024-12-03=2.531
min:
-0.35
max:
5.752
avg:
2.887
σ:
1.657

[B.U2.EUR.4F.G_​N_​A.SV_​C_​YM.IF_​11Y10M] 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, 11-year 10-month residual maturity

from
2004-09-06=5.299
to
2024-12-03=2.537
min:
-0.325
max:
5.734
avg:
2.907
σ:
1.644