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[irt_​euryld_​m] Euro yield curves - monthly data

Updated by provider on May 6, 2024 (9:00 AM).

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Time frequency [freq] (1)
Yield curve [yld_​curv] (3)
Bonds [bonds] (2)
Maturity [maturity] (30)
Geopolitical entity (reporting) [geo] (1)

This dataset has 180 series:

[M.INS_​FWD.CGB_​EA_​AAA.Y1.EA] Monthly – Instantaneous forward yield curve – AAA-rated euro area central government bonds – Maturity: 1 year – Euro area (EA11-1999, EA12-2001, EA13-2007, EA15-2008, EA16-2009, EA17-2011, EA18-2014, EA19-2015, EA20-2023)

min:
-0.914
max:
4.691
avg:
0.93
σ:
1.642

[M.INS_​FWD.CGB_​EA_​AAA.Y10.EA] Monthly – Instantaneous forward yield curve – AAA-rated euro area central government bonds – Maturity: 10 years – Euro area (EA11-1999, EA12-2001, EA13-2007, EA15-2008, EA16-2009, EA17-2011, EA18-2014, EA19-2015, EA20-2023)

min:
-0.157
max:
5.508
avg:
2.838
σ:
1.693

[M.INS_​FWD.CGB_​EA_​AAA.Y11.EA] Monthly – Instantaneous forward yield curve – AAA-rated euro area central government bonds – Maturity: 11 years – Euro area (EA11-1999, EA12-2001, EA13-2007, EA15-2008, EA16-2009, EA17-2011, EA18-2014, EA19-2015, EA20-2023)

min:
-0.099
max:
5.515
avg:
2.884
σ:
1.68

[M.INS_​FWD.CGB_​EA_​AAA.Y12.EA] Monthly – Instantaneous forward yield curve – AAA-rated euro area central government bonds – Maturity: 12 years – Euro area (EA11-1999, EA12-2001, EA13-2007, EA15-2008, EA16-2009, EA17-2011, EA18-2014, EA19-2015, EA20-2023)

min:
-0.053
max:
5.506
avg:
2.907
σ:
1.664

[M.INS_​FWD.CGB_​EA_​AAA.Y13.EA] Monthly – Instantaneous forward yield curve – AAA-rated euro area central government bonds – Maturity: 13 years – Euro area (EA11-1999, EA12-2001, EA13-2007, EA15-2008, EA16-2009, EA17-2011, EA18-2014, EA19-2015, EA20-2023)

min:
-0.017
max:
5.472
avg:
2.912
σ:
1.646

[M.INS_​FWD.CGB_​EA_​AAA.Y14.EA] Monthly – Instantaneous forward yield curve – AAA-rated euro area central government bonds – Maturity: 14 years – Euro area (EA11-1999, EA12-2001, EA13-2007, EA15-2008, EA16-2009, EA17-2011, EA18-2014, EA19-2015, EA20-2023)

min:
0.011
max:
5.414
avg:
2.904
σ:
1.626

[M.INS_​FWD.CGB_​EA_​AAA.Y15.EA] Monthly – Instantaneous forward yield curve – AAA-rated euro area central government bonds – Maturity: 15 years – Euro area (EA11-1999, EA12-2001, EA13-2007, EA15-2008, EA16-2009, EA17-2011, EA18-2014, EA19-2015, EA20-2023)

min:
0.033
max:
5.335
avg:
2.887
σ:
1.606

[M.INS_​FWD.CGB_​EA_​AAA.Y16.EA] Monthly – Instantaneous forward yield curve – AAA-rated euro area central government bonds – Maturity: 16 years – Euro area (EA11-1999, EA12-2001, EA13-2007, EA15-2008, EA16-2009, EA17-2011, EA18-2014, EA19-2015, EA20-2023)

min:
0.05
max:
5.287
avg:
2.862
σ:
1.585

[M.INS_​FWD.CGB_​EA_​AAA.Y17.EA] Monthly – Instantaneous forward yield curve – AAA-rated euro area central government bonds – Maturity: 17 years – Euro area (EA11-1999, EA12-2001, EA13-2007, EA15-2008, EA16-2009, EA17-2011, EA18-2014, EA19-2015, EA20-2023)

min:
0.063
max:
5.297
avg:
2.833
σ:
1.566

[M.INS_​FWD.CGB_​EA_​AAA.Y18.EA] Monthly – Instantaneous forward yield curve – AAA-rated euro area central government bonds – Maturity: 18 years – Euro area (EA11-1999, EA12-2001, EA13-2007, EA15-2008, EA16-2009, EA17-2011, EA18-2014, EA19-2015, EA20-2023)

min:
0.072
max:
5.305
avg:
2.801
σ:
1.548