[irt_euryld_q] Euro yield curves - quarterly data
Updated by provider on October 6, 2024 (9:00 AM).
[freq] Time frequency
- [Q] Quarterly
[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)
Search filters
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:
- from
- 2004-Q3=2.638
- to
- 2024-Q3=2.524
- min:
- -0.631
- max:
- 4.318
- avg:
- 1.379
- σ:
- 1.557
- from
- 2004-Q3=5.208
- to
- 2024-Q3=3.685
- min:
- 0.525
- max:
- 5.724
- avg:
- 3.535
- σ:
- 1.523
- from
- 2004-Q3=5.266
- to
- 2024-Q3=3.731
- min:
- 0.63
- max:
- 5.746
- avg:
- 3.596
- σ:
- 1.493
- from
- 2004-Q3=5.308
- to
- 2024-Q3=3.753
- min:
- 0.719
- max:
- 5.757
- avg:
- 3.637
- σ:
- 1.462
- from
- 2004-Q3=5.337
- to
- 2024-Q3=3.757
- min:
- 0.793
- max:
- 5.763
- avg:
- 3.664
- σ:
- 1.433
- from
- 2004-Q3=5.358
- to
- 2024-Q3=3.746
- min:
- 0.854
- max:
- 5.765
- avg:
- 3.679
- σ:
- 1.404
- from
- 2004-Q3=5.371
- to
- 2024-Q3=3.722
- min:
- 0.903
- max:
- 5.766
- avg:
- 3.685
- σ:
- 1.378
- from
- 2004-Q3=5.38
- to
- 2024-Q3=3.69
- min:
- 0.943
- max:
- 5.767
- avg:
- 3.685
- σ:
- 1.353
- from
- 2004-Q3=5.385
- to
- 2024-Q3=3.65
- min:
- 0.974
- max:
- 5.767
- avg:
- 3.679
- σ:
- 1.33
- from
- 2004-Q3=5.387
- to
- 2024-Q3=3.604
- min:
- 0.999
- max:
- 5.767
- avg:
- 3.67
- σ:
- 1.309
Series code | 2004-Q3 | 2004-Q4 | 2005-Q1 | 2005-Q2 | 2005-Q3 | 2005-Q4 | 2006-Q1 | 2006-Q2 | 2006-Q3 | 2006-Q4 | 2007-Q1 | 2007-Q2 | 2007-Q3 | 2007-Q4 | 2008-Q1 | 2008-Q2 | 2008-Q3 | 2008-Q4 | 2009-Q1 | 2009-Q2 | 2009-Q3 | 2009-Q4 | 2010-Q1 | 2010-Q2 | 2010-Q3 | 2010-Q4 | 2011-Q1 | 2011-Q2 | 2011-Q3 | 2011-Q4 | 2012-Q1 | 2012-Q2 | 2012-Q3 | 2012-Q4 | 2013-Q1 | 2013-Q2 | 2013-Q3 | 2013-Q4 | 2014-Q1 | 2014-Q2 | 2014-Q3 | 2014-Q4 | 2015-Q1 | 2015-Q2 | 2015-Q3 | 2015-Q4 | 2016-Q1 | 2016-Q2 | 2016-Q3 | 2016-Q4 | 2017-Q1 | 2017-Q2 | 2017-Q3 | 2017-Q4 | 2018-Q1 | 2018-Q2 | 2018-Q3 | 2018-Q4 | 2019-Q1 | 2019-Q2 | 2019-Q3 | 2019-Q4 | 2020-Q1 | 2020-Q2 | 2020-Q3 | 2020-Q4 | 2021-Q1 | 2021-Q2 | 2021-Q3 | 2021-Q4 | 2022-Q1 | 2022-Q2 | 2022-Q3 | 2022-Q4 | 2023-Q1 | 2023-Q2 | 2023-Q3 | 2023-Q4 | 2024-Q1 | 2024-Q2 | 2024-Q3 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
[Q.INS_FWD.CGB_EA.Y1.EA] | 2.63818 | 2.42154 | 2.44877 | 2.18404 | 2.19788 | 2.71177 | 3.07634 | 3.51022 | 3.70197 | 3.71871 | 3.95317 | 4.31771 | 4.247 | 3.99914 | 3.43343 | 4.1514 | 4.27149 | 2.89241 | 1.96111 | 1.78996 | 1.64474 | 1.56164 | 1.40672 | 1.28633 | 1.28374 | 1.67696 | 2.24539 | 2.56225 | 2.69738 | 3.28402 | 1.8739 | 2.14243 | 1.87652 | 1.36022 | 1.11304 | 0.8508 | 0.97773 | 0.75276 | 0.53196 | 0.38593 | 0.13641 | 0.21175 | -0.00348 | -0.06656 | -0.08532 | -0.14106 | -0.22487 | -0.2876 | -0.37713 | -0.37239 | -0.39052 | -0.3913 | -0.41673 | -0.46424 | -0.3932 | -0.2387 | -0.01405 | 0.10973 | -0.08664 | -0.12294 | -0.40032 | -0.41162 | -0.37448 | -0.24242 | -0.47841 | -0.60689 | -0.5789 | -0.56777 | -0.63072 | -0.59197 | -0.26613 | 0.79165 | 1.38558 | 2.63247 | 2.94731 | 2.98671 | 3.31268 | 3.03939 | 2.71081 | 2.97688 | 2.52359 |
[Q.INS_FWD.CGB_EA.Y10.EA] | 5.20765 | 4.98907 | 4.56363 | 4.41652 | 4.19107 | 4.03672 | 4.01154 | 4.56428 | 4.40306 | 4.04776 | 4.2805 | 4.61256 | 4.77618 | 4.82299 | 5.03776 | 5.07315 | 5.12933 | 4.95464 | 5.3133 | 5.65083 | 5.53506 | 5.44324 | 5.47131 | 5.47841 | 5.18665 | 5.12611 | 5.3843 | 5.25638 | 5.3081 | 5.72357 | 5.35868 | 5.0583 | 4.9418 | 4.63366 | 4.50743 | 4.21551 | 4.48847 | 4.53211 | 4.264 | 3.92718 | 3.49313 | 3.06411 | 1.99732 | 2.4318 | 2.92065 | 2.6246 | 2.38027 | 2.09681 | 1.5761 | 2.12156 | 2.65188 | 2.50943 | 2.51434 | 2.44764 | 2.41519 | 2.24076 | 2.14331 | 2.1699 | 1.98651 | 1.44366 | 0.77622 | 0.91291 | 0.846 | 1.08521 | 0.67394 | 0.52523 | 0.75459 | 1.14434 | 0.93214 | 1.0793 | 1.50035 | 2.52645 | 2.97615 | 3.55386 | 3.52819 | 3.75221 | 3.81622 | 3.96947 | 3.54962 | 3.59791 | 3.6848 |
[Q.INS_FWD.CGB_EA.Y11.EA] | 5.2657 | 5.04773 | 4.61261 | 4.46742 | 4.25192 | 4.07925 | 4.04978 | 4.60709 | 4.44616 | 4.07707 | 4.31128 | 4.65482 | 4.81466 | 4.86918 | 5.10151 | 5.14548 | 5.18825 | 4.98161 | 5.34939 | 5.67341 | 5.58607 | 5.50261 | 5.49785 | 5.49478 | 5.1827 | 5.1474 | 5.39368 | 5.26656 | 5.32581 | 5.74597 | 5.37992 | 5.07059 | 4.96136 | 4.66519 | 4.5349 | 4.23453 | 4.50841 | 4.57076 | 4.29173 | 3.96798 | 3.56396 | 3.1777 | 2.09397 | 2.50411 | 3.01536 | 2.7248 | 2.47368 | 2.1962 | 1.65766 | 2.20142 | 2.72231 | 2.60444 | 2.59515 | 2.52077 | 2.47504 | 2.3359 | 2.25608 | 2.25749 | 2.1322 | 1.61578 | 0.93853 | 1.04873 | 0.9621 | 1.1877 | 0.79105 | 0.63045 | 0.86999 | 1.2533 | 1.04242 | 1.16563 | 1.56014 | 2.55739 | 3.0114 | 3.54233 | 3.55735 | 3.81766 | 3.85475 | 4.02668 | 3.60218 | 3.65726 | 3.73059 |
[Q.INS_FWD.CGB_EA.Y12.EA] | 5.30766 | 5.0871 | 4.64442 | 4.49798 | 4.29108 | 4.11108 | 4.07692 | 4.6372 | 4.47719 | 4.09925 | 4.33496 | 4.68918 | 4.84407 | 4.90281 | 5.14456 | 5.20178 | 5.23168 | 4.99809 | 5.36162 | 5.66111 | 5.59921 | 5.52212 | 5.484 | 5.46213 | 5.12906 | 5.1386 | 5.38992 | 5.27169 | 5.33491 | 5.75711 | 5.39077 | 5.07626 | 4.97117 | 4.68234 | 4.54966 | 4.24446 | 4.51863 | 4.59232 | 4.30614 | 3.9908 | 3.60773 | 3.25594 | 2.16633 | 2.54874 | 3.06846 | 2.79249 | 2.53661 | 2.26566 | 1.71342 | 2.25516 | 2.7671 | 2.67047 | 2.65028 | 2.56898 | 2.51545 | 2.41178 | 2.35183 | 2.33305 | 2.26017 | 1.77566 | 1.08756 | 1.17299 | 1.06936 | 1.27428 | 0.89354 | 0.71932 | 0.96666 | 1.34028 | 1.13003 | 1.2322 | 1.60662 | 2.57934 | 3.02825 | 3.51482 | 3.57325 | 3.85851 | 3.87627 | 4.06522 | 3.63975 | 3.70097 | 3.75308 |
[Q.INS_FWD.CGB_EA.Y13.EA] | 5.33739 | 5.11198 | 4.66288 | 4.51297 | 4.31269 | 4.13516 | 4.09584 | 4.65805 | 4.49928 | 4.11585 | 4.35294 | 4.71672 | 4.86625 | 4.92698 | 5.17206 | 5.24356 | 5.26317 | 5.00664 | 5.35354 | 5.61982 | 5.58001 | 5.50753 | 5.43795 | 5.39025 | 5.03687 | 5.10796 | 5.37789 | 5.27425 | 5.33953 | 5.76255 | 5.39594 | 5.07883 | 4.97603 | 4.69153 | 4.55746 | 4.24959 | 4.5238 | 4.60417 | 4.3135 | 4.0034 | 3.63438 | 3.30894 | 2.21977 | 2.57252 | 3.08825 | 2.83648 | 2.57826 | 2.31338 | 1.75085 | 2.29075 | 2.79512 | 2.7157 | 2.68741 | 2.60027 | 2.54246 | 2.4725 | 2.43261 | 2.39808 | 2.37147 | 1.9217 | 1.22192 | 1.28533 | 1.168 | 1.34648 | 0.98195 | 0.7932 | 1.04647 | 1.40885 | 1.1986 | 1.28283 | 1.64254 | 2.59444 | 3.0307 | 3.47599 | 3.57767 | 3.87648 | 3.88309 | 4.088 | 3.66533 | 3.73134 | 3.7568 |
[Q.INS_FWD.CGB_EA.Y14.EA] | 5.35789 | 5.12614 | 4.67113 | 4.51628 | 4.32039 | 4.15367 | 4.10884 | 4.67231 | 4.51488 | 4.12815 | 4.36648 | 4.73857 | 4.88281 | 4.94416 | 5.18812 | 5.27236 | 5.28569 | 5.00915 | 5.32815 | 5.55462 | 5.53335 | 5.46394 | 5.36662 | 5.28774 | 4.91584 | 5.06214 | 5.36091 | 5.27551 | 5.34185 | 5.76518 | 5.39806 | 5.07997 | 4.97839 | 4.6964 | 4.56154 | 4.2522 | 4.52638 | 4.61059 | 4.31721 | 4.0103 | 3.65039 | 3.34437 | 2.2588 | 2.58111 | 3.08225 | 2.86355 | 2.60542 | 2.3457 | 1.7756 | 2.314 | 2.81243 | 2.74632 | 2.71212 | 2.62033 | 2.56037 | 2.52134 | 2.50039 | 2.45386 | 2.4674 | 2.05319 | 1.34125 | 1.38585 | 1.25837 | 1.40601 | 1.05732 | 0.85383 | 1.11158 | 1.46236 | 1.2516 | 1.32089 | 1.67017 | 2.6044 | 3.02204 | 3.42948 | 3.5722 | 3.87379 | 3.87728 | 4.09745 | 3.68116 | 3.75038 | 3.74552 |
[Q.INS_FWD.CGB_EA.Y15.EA] | 5.37148 | 5.13248 | 4.67174 | 4.51097 | 4.3173 | 4.16815 | 4.11767 | 4.68196 | 4.52582 | 4.13722 | 4.37658 | 4.75574 | 4.89507 | 4.95629 | 5.19592 | 5.28974 | 5.30164 | 5.00706 | 5.28806 | 5.46995 | 5.46357 | 5.39587 | 5.27579 | 5.16198 | 4.77427 | 5.00646 | 5.34119 | 5.27614 | 5.34301 | 5.76643 | 5.39856 | 5.08048 | 4.97954 | 4.69896 | 4.56364 | 4.25353 | 4.52766 | 4.61404 | 4.31907 | 4.01405 | 3.65992 | 3.36778 | 2.28703 | 2.57903 | 3.05701 | 2.87876 | 2.62292 | 2.36732 | 1.79177 | 2.32903 | 2.823 | 2.76684 | 2.72842 | 2.63306 | 2.57217 | 2.56085 | 2.55697 | 2.50156 | 2.54942 | 2.17014 | 1.44593 | 1.47501 | 1.34088 | 1.45458 | 1.12093 | 0.90303 | 1.16416 | 1.50378 | 1.29215 | 1.34923 | 1.69133 | 2.61053 | 3.00498 | 3.37815 | 3.55834 | 3.85293 | 3.86065 | 4.09562 | 3.68896 | 3.75976 | 3.72232 |
[Q.INS_FWD.CGB_EA.Y16.EA] | 5.37995 | 5.13324 | 4.66678 | 4.49949 | 4.306 | 4.17969 | 4.12362 | 4.68845 | 4.53346 | 4.14385 | 4.38408 | 4.76913 | 4.90409 | 4.96479 | 5.19788 | 5.29716 | 5.31284 | 5.00142 | 5.23558 | 5.36961 | 5.37447 | 5.30734 | 5.17025 | 5.01924 | 4.61907 | 4.94505 | 5.32024 | 5.27645 | 5.34358 | 5.76702 | 5.39824 | 5.0807 | 4.98009 | 4.70029 | 4.56472 | 4.25419 | 4.52829 | 4.61587 | 4.31998 | 4.01607 | 3.66554 | 3.38311 | 2.30729 | 2.5698 | 3.01807 | 2.88579 | 2.63407 | 2.38163 | 1.80221 | 2.33865 | 2.82939 | 2.78048 | 2.73909 | 2.64105 | 2.5799 | 2.59304 | 2.60399 | 2.54222 | 2.61905 | 2.27308 | 1.5368 | 1.55349 | 1.416 | 1.4938 | 1.17417 | 0.94259 | 1.20625 | 1.53562 | 1.32291 | 1.37017 | 1.70747 | 2.61385 | 2.9817 | 3.32421 | 3.53739 | 3.81644 | 3.83486 | 4.08425 | 3.69005 | 3.76093 | 3.68975 |
[Q.INS_FWD.CGB_EA.Y17.EA] | 5.38467 | 5.13013 | 4.65789 | 4.48374 | 4.28865 | 4.18906 | 4.12758 | 4.69278 | 4.53879 | 4.14868 | 4.38961 | 4.77952 | 4.91068 | 4.97071 | 5.19585 | 5.29597 | 5.32066 | 4.99306 | 5.17269 | 5.25691 | 5.26945 | 5.20187 | 5.05393 | 4.8648 | 4.45591 | 4.88105 | 5.29909 | 5.2766 | 5.34386 | 5.7673 | 5.39752 | 5.0808 | 4.98035 | 4.70099 | 4.56527 | 4.25453 | 4.5286 | 4.61684 | 4.32043 | 4.01716 | 3.66884 | 3.39306 | 2.32174 | 2.55609 | 2.96996 | 2.88731 | 2.64111 | 2.39103 | 1.80889 | 2.34476 | 2.83322 | 2.78948 | 2.74603 | 2.64603 | 2.58494 | 2.61945 | 2.64293 | 2.57674 | 2.67779 | 2.36285 | 1.61498 | 1.62211 | 1.4842 | 1.52513 | 1.2184 | 0.97415 | 1.2397 | 1.55994 | 1.34607 | 1.38552 | 1.71975 | 2.61515 | 2.95398 | 3.26934 | 3.51053 | 3.76683 | 3.80133 | 4.0648 | 3.68548 | 3.75508 | 3.64987 |
[Q.INS_FWD.CGB_EA.Y18.EA] | 5.38669 | 5.12442 | 4.64634 | 4.4652 | 4.26701 | 4.19679 | 4.13022 | 4.69566 | 4.54249 | 4.15219 | 4.39368 | 4.78754 | 4.91549 | 4.97482 | 5.19115 | 5.28744 | 5.32608 | 4.98261 | 5.10115 | 5.13468 | 5.15146 | 5.08257 | 4.93006 | 4.70306 | 4.28935 | 4.81681 | 5.2784 | 5.27667 | 5.344 | 5.76743 | 5.39665 | 5.08084 | 4.98047 | 4.70135 | 4.56555 | 4.25469 | 4.52874 | 4.61734 | 4.32065 | 4.01775 | 3.67076 | 3.39948 | 2.33197 | 2.53989 | 2.91635 | 2.8852 | 2.64552 | 2.39714 | 1.81314 | 2.34862 | 2.8355 | 2.79538 | 2.75051 | 2.64912 | 2.58822 | 2.64127 | 2.67506 | 2.60597 | 2.72705 | 2.44053 | 1.68175 | 1.68177 | 1.54593 | 1.54987 | 1.25494 | 0.99914 | 1.26611 | 1.57845 | 1.36341 | 1.39671 | 1.72907 | 2.61503 | 2.92325 | 3.21482 | 3.47882 | 3.70647 | 3.76137 | 4.03853 | 3.67609 | 3.74326 | 3.60437 |
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