Euro yield curves - annual data [irt_euryld_a]
Documentation on provider website
Updated by provider on January 6, 2024 (2:34 AM)
Frequency [FREQ]
Geopolitical entity (reporting) [geo]
Yield curve [yld_curv]
Bonds [bonds]
Maturity [maturity]
Dataset has 180 series. Add search filters to narrow them.
| 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.Y19 | 5.17737 | 4.37818 | 4.3804 | 4.77215 | 5.19059 | 5.00065 | 4.55127 | 5.41172 | 5.04051 | 4.49236 | 3.84903 | 2.65365 | 2.29795 | 2.76052 | 2.64598 | 2.182 | 1.36779 | 1.41454 | 2.60277 | 3.69933 |
| A.EA.INS_FWD.CGB_EA.Y2 | 2.98891 | 2.70984 | 3.5621 | 4.09194 | 3.84282 | 2.89161 | 2.27699 | 3.11302 | 2.18217 | 1.45027 | 0.49659 | 0.13384 | -0.23136 | -0.143 | 0.28659 | -0.08861 | -0.34553 | -0.49865 | 1.38972 | 2.77785 |
| A.EA.INS_FWD.CGB_EA.Y20 | 5.17067 | 4.36409 | 4.3819 | 4.77498 | 5.18118 | 4.87686 | 4.42133 | 5.40711 | 5.04033 | 4.49243 | 3.8499 | 2.6345 | 2.29982 | 2.76209 | 2.66076 | 2.22782 | 1.39414 | 1.42503 | 2.58226 | 3.6494 |
| A.EA.INS_FWD.CGB_EA.Y21 | 5.16345 | 4.34946 | 4.38293 | 4.77705 | 5.17015 | 4.74793 | 4.29363 | 5.40283 | 5.04016 | 4.49247 | 3.85045 | 2.61523 | 2.30098 | 2.76308 | 2.673 | 2.26652 | 1.4163 | 1.43293 | 2.56185 | 3.59586 |
| A.EA.INS_FWD.CGB_EA.Y22 | 5.15607 | 4.33473 | 4.38363 | 4.77856 | 5.15792 | 4.61537 | 4.16946 | 5.39889 | 5.04 | 4.49249 | 3.85078 | 2.59647 | 2.30171 | 2.76369 | 2.68313 | 2.29906 | 1.43491 | 1.43888 | 2.54188 | 3.53965 |
| A.EA.INS_FWD.CGB_EA.Y23 | 5.14878 | 4.32022 | 4.38412 | 4.77967 | 5.14483 | 4.48052 | 4.04973 | 5.39529 | 5.03986 | 4.49249 | 3.85099 | 2.57864 | 2.30216 | 2.76408 | 2.69154 | 2.32634 | 1.45055 | 1.44334 | 2.5226 | 3.48155 |
| A.EA.INS_FWD.CGB_EA.Y24 | 5.14175 | 4.30616 | 4.38445 | 4.78048 | 5.13114 | 4.34452 | 3.93508 | 5.39204 | 5.03974 | 4.4925 | 3.85111 | 2.56198 | 2.30244 | 2.76433 | 2.6985 | 2.34912 | 1.46367 | 1.44668 | 2.50415 | 3.42227 |
| A.EA.INS_FWD.CGB_EA.Y25 | 5.1351 | 4.2927 | 4.38468 | 4.78108 | 5.11708 | 4.20833 | 3.82593 | 5.38912 | 5.03964 | 4.4925 | 3.85119 | 2.54664 | 2.30261 | 2.76448 | 2.70429 | 2.36811 | 1.47468 | 1.44918 | 2.48666 | 3.36239 |
| A.EA.INS_FWD.CGB_EA.Y26 | 5.12888 | 4.27995 | 4.38483 | 4.78151 | 5.10283 | 4.0728 | 3.7225 | 5.3865 | 5.03956 | 4.4925 | 3.85124 | 2.53267 | 2.30272 | 2.76457 | 2.70908 | 2.38388 | 1.48391 | 1.45105 | 2.47019 | 3.30242 |
| A.EA.INS_FWD.CGB_EA.Y27 | 5.12314 | 4.26797 | 4.38494 | 4.78183 | 5.08851 | 3.9386 | 3.62488 | 5.38416 | 5.03949 | 4.4925 | 3.85127 | 2.52006 | 2.30279 | 2.76463 | 2.71307 | 2.39697 | 1.49163 | 1.45244 | 2.45475 | 3.24279 |
Dimension codes and labels
[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