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 20042005200620072008200920102011201220132014201520162017201820192020202120222023
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
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
Technical links