Euro yield curves - monthly data [irt_euryld_m]
Documentation on provider website
Updated by provider on May 6, 2024 (9:00 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: 28 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.Y28.EA]
- min:
- 1.067
- max:
- 6.076
- avg:
- 3.494
- σ:
- 1.228
- Monthly – Instantaneous forward yield curve – All euro area central government bonds – Maturity: 29 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.Y29.EA]
- min:
- 1.068
- max:
- 6.076
- avg:
- 3.478
- σ:
- 1.228
- Monthly – Instantaneous forward yield curve – All euro area central government bonds – Maturity: 3 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.Y3.EA]
- min:
- -0.518
- max:
- 4.638
- avg:
- 1.96
- σ:
- 1.569
- Monthly – Instantaneous forward yield curve – All euro area central government bonds – Maturity: 30 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.Y30.EA]
- min:
- 1.07
- max:
- 6.076
- avg:
- 3.462
- σ:
- 1.229
- Monthly – Instantaneous forward yield curve – All euro area central government bonds – Maturity: 4 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.Y4.EA]
- min:
- -0.405
- max:
- 4.65
- avg:
- 2.333
- σ:
- 1.597
- Monthly – Instantaneous forward yield curve – All euro area central government bonds – Maturity: 5 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.Y5.EA]
- min:
- -0.263
- max:
- 4.911
- avg:
- 2.666
- σ:
- 1.62
- Monthly – Instantaneous forward yield curve – All euro area central government bonds – Maturity: 6 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.Y6.EA]
- min:
- -0.105
- max:
- 5.39
- avg:
- 2.94
- σ:
- 1.628
- Monthly – Instantaneous forward yield curve – All euro area central government bonds – Maturity: 7 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.Y7.EA]
- min:
- 0.055
- max:
- 5.693
- avg:
- 3.152
- σ:
- 1.62
- Monthly – Instantaneous forward yield curve – All euro area central government bonds – Maturity: 8 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.Y8.EA]
- min:
- 0.206
- max:
- 5.871
- avg:
- 3.312
- σ:
- 1.601
- Monthly – Instantaneous forward yield curve – All euro area central government bonds – Maturity: 9 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.Y9.EA]
- min:
- 0.353
- max:
- 5.969
- avg:
- 3.431
- σ:
- 1.575
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)