DBnomics, the world's economic database

[irt_​euryld_​d] Euro yield curves - daily data

Updated by provider on July 26, 2024 (9:00 AM).

Documentation
Search filters
Time frequency [freq] (1)
Yield curve [yld_​curv] (3)
Maturity [maturity] (358)
Bonds [bonds] (2)
Geopolitical entity (reporting) [geo] (1)

This dataset has 2,148 series:

[D.INS_​FWD.M10.CGB_​EA.EA] Daily – Instantaneous forward yield curve – Maturity: 10 months – All euro area central government bonds – Euro area (EA11-1999, EA12-2001, EA13-2007, EA15-2008, EA16-2009, EA17-2011, EA18-2014, EA19-2015, EA20-2023)

from
2004-09-06=2.88994
to
2024-07-24=2.88994
min:
-0.696
max:
4.89
avg:
1.311
σ:
1.581

[D.INS_​FWD.M10.CGB_​EA_​AAA.EA] Daily – Instantaneous forward yield curve – Maturity: 10 months – AAA-rated euro area central government bonds – Euro area (EA11-1999, EA12-2001, EA13-2007, EA15-2008, EA16-2009, EA17-2011, EA18-2014, EA19-2015, EA20-2023)

from
2004-09-06=2.76072
to
2024-07-24=2.76072
min:
-0.985
max:
4.854
avg:
0.926
σ:
1.657

[D.INS_​FWD.M11.CGB_​EA.EA] Daily – Instantaneous forward yield curve – Maturity: 11 months – All euro area central government bonds – Euro area (EA11-1999, EA12-2001, EA13-2007, EA15-2008, EA16-2009, EA17-2011, EA18-2014, EA19-2015, EA20-2023)

from
2004-09-06=2.84121
to
2024-07-24=2.84121
min:
-0.684
max:
4.915
avg:
1.336
σ:
1.578

[D.INS_​FWD.M11.CGB_​EA_​AAA.EA] Daily – Instantaneous forward yield curve – Maturity: 11 months – AAA-rated euro area central government bonds – Euro area (EA11-1999, EA12-2001, EA13-2007, EA15-2008, EA16-2009, EA17-2011, EA18-2014, EA19-2015, EA20-2023)

from
2004-09-06=2.70125
to
2024-07-24=2.70125
min:
-0.996
max:
4.868
avg:
0.939
σ:
1.652

[D.INS_​FWD.M3.CGB_​EA.EA] Daily – Instantaneous forward yield curve – Maturity: 3 months – All euro area central government bonds – Euro area (EA11-1999, EA12-2001, EA13-2007, EA15-2008, EA16-2009, EA17-2011, EA18-2014, EA19-2015, EA20-2023)

from
2004-09-06=3.37888
to
2024-07-24=3.37888
min:
-0.877
max:
4.369
avg:
1.035
σ:
1.58

[D.INS_​FWD.M3.CGB_​EA_​AAA.EA] Daily – Instantaneous forward yield curve – Maturity: 3 months – AAA-rated euro area central government bonds – Euro area (EA11-1999, EA12-2001, EA13-2007, EA15-2008, EA16-2009, EA17-2011, EA18-2014, EA19-2015, EA20-2023)

from
2004-09-06=3.27878
to
2024-07-24=3.27878
min:
-0.914
max:
4.512
avg:
0.836
σ:
1.655

[D.INS_​FWD.M4.CGB_​EA.EA] Daily – Instantaneous forward yield curve – Maturity: 4 months – All euro area central government bonds – Euro area (EA11-1999, EA12-2001, EA13-2007, EA15-2008, EA16-2009, EA17-2011, EA18-2014, EA19-2015, EA20-2023)

from
2004-09-06=3.29102
to
2024-07-24=3.29102
min:
-0.828
max:
4.457
avg:
1.089
σ:
1.587

[D.INS_​FWD.M4.CGB_​EA_​AAA.EA] Daily – Instantaneous forward yield curve – Maturity: 4 months – AAA-rated euro area central government bonds – Euro area (EA11-1999, EA12-2001, EA13-2007, EA15-2008, EA16-2009, EA17-2011, EA18-2014, EA19-2015, EA20-2023)

from
2004-09-06=3.19298
to
2024-07-24=3.19298
min:
-0.914
max:
4.456
avg:
0.851
σ:
1.665

[D.INS_​FWD.M5.CGB_​EA.EA] Daily – Instantaneous forward yield curve – Maturity: 5 months – All euro area central government bonds – Euro area (EA11-1999, EA12-2001, EA13-2007, EA15-2008, EA16-2009, EA17-2011, EA18-2014, EA19-2015, EA20-2023)

from
2004-09-06=3.20972
to
2024-07-24=3.20972
min:
-0.753
max:
4.568
avg:
1.137
σ:
1.59

[D.INS_​FWD.M5.CGB_​EA_​AAA.EA] Daily – Instantaneous forward yield curve – Maturity: 5 months – AAA-rated euro area central government bonds – Euro area (EA11-1999, EA12-2001, EA13-2007, EA15-2008, EA16-2009, EA17-2011, EA18-2014, EA19-2015, EA20-2023)

from
2004-09-06=3.11133
to
2024-07-24=3.11133
min:
-0.913
max:
4.572
avg:
0.865
σ:
1.67