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

Updated by provider on February 16, 2021 (4:03 PM).

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Frequency [FREQ] (1)
Yield curve [yld_​curv] (2)
Maturity [maturity] (30)
Geopolitical entity (reporting) [geo] (3)

This dataset has 180 series:

[M.PAR.Y1.EA] Monthly – Par yield curve – Maturity: 1 year – Euro area (EA11-1999, EA12-2001, EA13-2007, EA15-2008, EA16-2009, EA17-2011, EA18-2014, EA19-2015)

from
1999-01=2.048
to
2005-07=2.048
min:
1.9
max:
5.156
avg:
3.167
σ:
0.981

[M.PAR.Y1.EU15] Monthly – Par yield curve – Maturity: 1 year – European Union - 15 countries (1995-2004)

from
1999-01=2.048
to
2005-07=2.048
min:
1.9
max:
5.156
avg:
3.167
σ:
0.981

[M.PAR.Y1.EU25] Monthly – Par yield curve – Maturity: 1 year – European Union - 25 countries (2004-2006)

from
2003-07=2.192
to
2004-08=2.192
min:
2.032
max:
2.323
avg:
2.228
σ:
0.083

[M.PAR.Y10.EA] Monthly – Par yield curve – Maturity: 10 years – Euro area (EA11-1999, EA12-2001, EA13-2007, EA15-2008, EA16-2009, EA17-2011, EA18-2014, EA19-2015)

from
1999-01=3.262
to
2005-07=3.262
min:
3.216
max:
5.704
avg:
4.627
σ:
0.652

[M.PAR.Y10.EU15] Monthly – Par yield curve – Maturity: 10 years – European Union - 15 countries (1995-2004)

from
1999-01=3.262
to
2005-07=3.262
min:
3.216
max:
5.707
avg:
4.628
σ:
0.653

[M.PAR.Y10.EU25] Monthly – Par yield curve – Maturity: 10 years – European Union - 25 countries (2004-2006)

from
2003-07=4.152
to
2004-08=4.152
min:
4.125
max:
4.449
avg:
4.303
σ:
0.112

[M.PAR.Y11.EA] Monthly – Par yield curve – Maturity: 11 years – Euro area (EA11-1999, EA12-2001, EA13-2007, EA15-2008, EA16-2009, EA17-2011, EA18-2014, EA19-2015)

from
1999-01=3.342
to
2005-07=3.342
min:
3.297
max:
5.771
avg:
4.704
σ:
0.638

[M.PAR.Y11.EU15] Monthly – Par yield curve – Maturity: 11 years – European Union - 15 countries (1995-2004)

from
1999-01=3.342
to
2005-07=3.342
min:
3.297
max:
5.773
avg:
4.704
σ:
0.638

[M.PAR.Y11.EU25] Monthly – Par yield curve – Maturity: 11 years – European Union - 25 countries (2004-2006)

from
2003-07=4.24
to
2004-08=4.24
min:
4.23
max:
4.538
avg:
4.395
σ:
0.109

[M.PAR.Y12.EA] Monthly – Par yield curve – Maturity: 12 years – Euro area (EA11-1999, EA12-2001, EA13-2007, EA15-2008, EA16-2009, EA17-2011, EA18-2014, EA19-2015)

from
1999-01=3.413
to
2005-07=3.413
min:
3.367
max:
5.829
avg:
4.77
σ:
0.626