[irt_euryld_a] Euro yield curves - annual data
Updated by provider on January 6, 2024 (2:34 AM).
[FREQ] Frequency
- [A] Annual
[geo] Geopolitical entity (reporting)
- [EA] Euro area (EA11-1999, EA12-2001, EA13-2007, EA15-2008, EA16-2009, EA17-2011, EA18-2014, EA19-2015, EA20-2023)
[yld_curv] Yield curve
- [INS_FWD] Instantaneous forward yield curve
- [PAR] Par yield curve
- [SPOT_RT] Spot rate yield curve
[bonds] Bonds
- [CGB_EA] All euro area central government bonds
- [CGB_EA_AAA] AAA-rated euro area central government bonds
[maturity] Maturity
- [Y1] Maturity: 1 year
- [Y10] Maturity: 10 years
- [Y11] Maturity: 11 years
- [Y12] Maturity: 12 years
- [Y13] Maturity: 13 years
- [Y14] Maturity: 14 years
- [Y15] Maturity: 15 years
- [Y16] Maturity: 16 years
- [Y17] Maturity: 17 years
- [Y18] Maturity: 18 years
- [Y19] Maturity: 19 years
- [Y2] Maturity: 2 years
- [Y20] Maturity: 20 years
- [Y21] Maturity: 21 years
- [Y22] Maturity: 22 years
- [Y23] Maturity: 23 years
- [Y24] Maturity: 24 years
- [Y25] Maturity: 25 years
- [Y26] Maturity: 26 years
- [Y27] Maturity: 27 years
- [Y28] Maturity: 28 years
- [Y29] Maturity: 29 years
- [Y3] Maturity: 3 years
- [Y30] Maturity: 30 years
- [Y4] Maturity: 4 years
- [Y5] Maturity: 5 years
- [Y6] Maturity: 6 years
- [Y7] Maturity: 7 years
- [Y8] Maturity: 8 years
- [Y9] Maturity: 9 years
Search filters
Frequency [FREQ] (1)
Geopolitical entity (reporting) [geo] (1)
Yield curve [yld_curv] (3)
Bonds [bonds] (2)
Maturity [maturity] (30)
This dataset has 180 series:
- from
- 2004=2.47
- to
- 2023=3.073
- min:
- -0.593
- max:
- 4.128
- avg:
- 1.353
- σ:
- 1.521
- from
- 2004=5.038
- to
- 2023=3.765
- min:
- 0.78
- max:
- 5.485
- avg:
- 3.567
- σ:
- 1.523
- from
- 2004=5.096
- to
- 2023=3.813
- min:
- 0.891
- max:
- 5.528
- avg:
- 3.628
- σ:
- 1.493
- from
- 2004=5.136
- to
- 2023=3.842
- min:
- 0.987
- max:
- 5.536
- avg:
- 3.67
- σ:
- 1.463
- from
- 2004=5.162
- to
- 2023=3.854
- min:
- 1.071
- max:
- 5.516
- avg:
- 3.697
- σ:
- 1.434
- from
- 2004=5.178
- to
- 2023=3.853
- min:
- 1.142
- max:
- 5.47
- avg:
- 3.712
- σ:
- 1.406
- from
- 2004=5.186
- to
- 2023=3.84
- min:
- 1.203
- max:
- 5.432
- avg:
- 3.719
- σ:
- 1.38
- from
- 2004=5.188
- to
- 2023=3.816
- min:
- 1.255
- max:
- 5.427
- avg:
- 3.719
- σ:
- 1.356
- from
- 2004=5.187
- to
- 2023=3.784
- min:
- 1.299
- max:
- 5.422
- avg:
- 3.714
- σ:
- 1.333
- from
- 2004=5.183
- to
- 2023=3.745
- min:
- 1.336
- max:
- 5.417
- avg:
- 3.705
- σ:
- 1.313
Series code | 2004 | 2005 | 2006 | 2007 | 2008 | 2009 | 2010 | 2011 | 2012 | 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
[A.EA.INS_FWD.CGB_EA.Y1] | 2.46997 | 2.38288 | 3.50001 | 4.12824 | 3.69373 | 1.73667 | 1.415 | 2.69779 | 1.81118 | 0.92281 | 0.31371 | -0.07427 | -0.31657 | -0.4156 | -0.13407 | -0.25701 | -0.42669 | -0.59278 | 1.13918 | 3.07312 |
[A.EA.INS_FWD.CGB_EA.Y10] | 5.03793 | 4.29953 | 4.25468 | 4.62374 | 5.04944 | 5.48521 | 5.31191 | 5.41786 | 4.99883 | 4.43659 | 3.68144 | 2.49888 | 2.03763 | 2.53173 | 2.24179 | 1.27466 | 0.78038 | 0.97825 | 2.64226 | 3.76522 |
[A.EA.INS_FWD.CGB_EA.Y11] | 5.09645 | 4.35044 | 4.29306 | 4.66315 | 5.10489 | 5.52778 | 5.32683 | 5.43282 | 5.02005 | 4.46284 | 3.74505 | 2.58996 | 2.12614 | 2.61145 | 2.33083 | 1.42874 | 0.89075 | 1.08333 | 2.67092 | 3.81254 |
[A.EA.INS_FWD.CGB_EA.Y12] | 5.1364 | 4.38382 | 4.32069 | 4.69338 | 5.14471 | 5.53616 | 5.2995 | 5.43825 | 5.03095 | 4.47694 | 3.78513 | 2.64939 | 2.18659 | 2.66488 | 2.4029 | 1.56912 | 0.9872 | 1.16762 | 2.68535 | 3.84154 |
[A.EA.INS_FWD.CGB_EA.Y13] | 5.16237 | 4.40362 | 4.34032 | 4.71631 | 5.17207 | 5.51551 | 5.23928 | 5.43842 | 5.03642 | 4.48441 | 3.81021 | 2.68451 | 2.22718 | 2.70022 | 2.46143 | 1.6952 | 1.07064 | 1.23434 | 2.68896 | 3.8544 |
[A.EA.INS_FWD.CGB_EA.Y14] | 5.17794 | 4.41303 | 4.35411 | 4.73355 | 5.18959 | 5.47038 | 5.15416 | 5.43575 | 5.03905 | 4.48832 | 3.82584 | 2.70144 | 2.25406 | 2.72333 | 2.50914 | 1.80707 | 1.14228 | 1.2866 | 2.68447 | 3.85321 |
[A.EA.INS_FWD.CGB_EA.Y15] | 5.1859 | 4.41465 | 4.36374 | 4.74643 | 5.19942 | 5.40473 | 5.05081 | 5.43161 | 5.04023 | 4.49036 | 3.83555 | 2.70515 | 2.27164 | 2.73831 | 2.54814 | 1.90531 | 1.20342 | 1.32718 | 2.67408 | 3.83991 |
[A.EA.INS_FWD.CGB_EA.Y16] | 5.18839 | 4.41052 | 4.37042 | 4.756 | 5.20322 | 5.32207 | 4.93477 | 5.42676 | 5.04068 | 4.49141 | 3.84157 | 2.69955 | 2.28303 | 2.74795 | 2.58013 | 1.99082 | 1.25537 | 1.35845 | 2.6595 | 3.81631 |
[A.EA.INS_FWD.CGB_EA.Y17] | 5.18703 | 4.40227 | 4.37503 | 4.76308 | 5.20236 | 5.22544 | 4.81054 | 5.42167 | 5.04076 | 4.49195 | 3.8453 | 2.68766 | 2.29034 | 2.75411 | 2.60642 | 2.06465 | 1.29934 | 1.38241 | 2.6421 | 3.78404 |
[A.EA.INS_FWD.CGB_EA.Y18] | 5.18305 | 4.39116 | 4.37821 | 4.7683 | 5.19787 | 5.11752 | 4.68175 | 5.4166 | 5.04067 | 4.49222 | 3.8476 | 2.67179 | 2.295 | 2.75804 | 2.62809 | 2.12799 | 1.33648 | 1.40068 | 2.62292 | 3.7446 |
Showing results 1 - 10 / 180