Euro yield curves - quarterly data [irt_euryld_q]

Documentation on provider website

Updated by provider on January 6, 2024 (2:35 AM)

Frequency [FREQ]
Geopolitical entity (reporting) [geo]
Yield curve [yld_curv]
Bonds [bonds]
Maturity [maturity]

Dataset has 180 series. Add search filters to narrow them.

Series code 2004-Q32004-Q42005-Q12005-Q22005-Q32005-Q42006-Q12006-Q22006-Q32006-Q42007-Q12007-Q22007-Q32007-Q42008-Q12008-Q22008-Q32008-Q42009-Q12009-Q22009-Q32009-Q42010-Q12010-Q22010-Q32010-Q42011-Q12011-Q22011-Q32011-Q42012-Q12012-Q22012-Q32012-Q42013-Q12013-Q22013-Q32013-Q42014-Q12014-Q22014-Q32014-Q42015-Q12015-Q22015-Q32015-Q42016-Q12016-Q22016-Q32016-Q42017-Q12017-Q22017-Q32017-Q42018-Q12018-Q22018-Q32018-Q42019-Q12019-Q22019-Q32019-Q42020-Q12020-Q22020-Q32020-Q42021-Q12021-Q22021-Q32021-Q42022-Q12022-Q22022-Q32022-Q42023-Q12023-Q22023-Q32023-Q4
Q.EA.INS_FWD.CGB_EA.Y1 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
Q.EA.INS_FWD.CGB_EA.Y10 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
Q.EA.INS_FWD.CGB_EA.Y11 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
Q.EA.INS_FWD.CGB_EA.Y12 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
Q.EA.INS_FWD.CGB_EA.Y13 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
Q.EA.INS_FWD.CGB_EA.Y14 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
Q.EA.INS_FWD.CGB_EA.Y15 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
Q.EA.INS_FWD.CGB_EA.Y16 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
Q.EA.INS_FWD.CGB_EA.Y17 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
Q.EA.INS_FWD.CGB_EA.Y18 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
Dimension codes and labels
[FREQ] Frequency
  • [Q] Quarterly
[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)
[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
Technical links