Euro yield curves - monthly data [irt_euryld_m]
Documentation on provider website
Updated by provider on March 6, 2024 (10:00 AM)
Time frequency [freq]
Yield curve [yld_curv]
Bonds [bonds]
Maturity [maturity]
Geopolitical entity (reporting) [geo]
Dataset has 180 series. Add search filters to narrow them.
- Monthly – Instantaneous forward yield curve – All euro area central government bonds – Maturity: 19 years – Euro area (EA11-1999, EA12-2001, EA13-2007, EA15-2008, EA16-2009, EA17-2011, EA18-2014, EA19-2015, EA20-2023) [Eurostat/irt_euryld_m/M.INS_FWD.CGB_EA.Y19.EA]
- min:
- 1.004
- max:
- 6.076
- avg:
- 3.643
- σ:
- 1.313
- Monthly – Instantaneous forward yield curve – All euro area central government bonds – Maturity: 2 years – Euro area (EA11-1999, EA12-2001, EA13-2007, EA15-2008, EA16-2009, EA17-2011, EA18-2014, EA19-2015, EA20-2023) [Eurostat/irt_euryld_m/M.INS_FWD.CGB_EA.Y2.EA]
- min:
- -0.621
- max:
- 4.695
- avg:
- 1.604
- σ:
- 1.56
- Monthly – Instantaneous forward yield curve – All euro area central government bonds – Maturity: 20 years – Euro area (EA11-1999, EA12-2001, EA13-2007, EA15-2008, EA16-2009, EA17-2011, EA18-2014, EA19-2015, EA20-2023) [Eurostat/irt_euryld_m/M.INS_FWD.CGB_EA.Y20.EA]
- min:
- 1.019
- max:
- 6.076
- avg:
- 3.629
- σ:
- 1.296
- Monthly – Instantaneous forward yield curve – All euro area central government bonds – Maturity: 21 years – Euro area (EA11-1999, EA12-2001, EA13-2007, EA15-2008, EA16-2009, EA17-2011, EA18-2014, EA19-2015, EA20-2023) [Eurostat/irt_euryld_m/M.INS_FWD.CGB_EA.Y21.EA]
- min:
- 1.032
- max:
- 6.076
- avg:
- 3.613
- σ:
- 1.281
- Monthly – Instantaneous forward yield curve – All euro area central government bonds – Maturity: 22 years – Euro area (EA11-1999, EA12-2001, EA13-2007, EA15-2008, EA16-2009, EA17-2011, EA18-2014, EA19-2015, EA20-2023) [Eurostat/irt_euryld_m/M.INS_FWD.CGB_EA.Y22.EA]
- min:
- 1.041
- max:
- 6.076
- avg:
- 3.597
- σ:
- 1.268
- Monthly – Instantaneous forward yield curve – All euro area central government bonds – Maturity: 23 years – Euro area (EA11-1999, EA12-2001, EA13-2007, EA15-2008, EA16-2009, EA17-2011, EA18-2014, EA19-2015, EA20-2023) [Eurostat/irt_euryld_m/M.INS_FWD.CGB_EA.Y23.EA]
- min:
- 1.049
- max:
- 6.076
- avg:
- 3.58
- σ:
- 1.258
- Monthly – Instantaneous forward yield curve – All euro area central government bonds – Maturity: 24 years – Euro area (EA11-1999, EA12-2001, EA13-2007, EA15-2008, EA16-2009, EA17-2011, EA18-2014, EA19-2015, EA20-2023) [Eurostat/irt_euryld_m/M.INS_FWD.CGB_EA.Y24.EA]
- min:
- 1.054
- max:
- 6.076
- avg:
- 3.563
- σ:
- 1.249
- Monthly – Instantaneous forward yield curve – All euro area central government bonds – Maturity: 25 years – Euro area (EA11-1999, EA12-2001, EA13-2007, EA15-2008, EA16-2009, EA17-2011, EA18-2014, EA19-2015, EA20-2023) [Eurostat/irt_euryld_m/M.INS_FWD.CGB_EA.Y25.EA]
- min:
- 1.059
- max:
- 6.076
- avg:
- 3.545
- σ:
- 1.243
- Monthly – Instantaneous forward yield curve – All euro area central government bonds – Maturity: 26 years – Euro area (EA11-1999, EA12-2001, EA13-2007, EA15-2008, EA16-2009, EA17-2011, EA18-2014, EA19-2015, EA20-2023) [Eurostat/irt_euryld_m/M.INS_FWD.CGB_EA.Y26.EA]
- min:
- 1.062
- max:
- 6.076
- avg:
- 3.528
- σ:
- 1.238
- Monthly – Instantaneous forward yield curve – All euro area central government bonds – Maturity: 27 years – Euro area (EA11-1999, EA12-2001, EA13-2007, EA15-2008, EA16-2009, EA17-2011, EA18-2014, EA19-2015, EA20-2023) [Eurostat/irt_euryld_m/M.INS_FWD.CGB_EA.Y27.EA]
- min:
- 1.065
- max:
- 6.076
- avg:
- 3.511
- σ:
- 1.235
Dimension codes and labels
[freq] Time frequency
- [M] Monthly
[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
[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)