Euro yield curves - monthly data [irt_h_euryld_m]

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

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

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

Series code 1999-011999-021999-031999-041999-051999-061999-071999-081999-091999-101999-111999-122000-012000-022000-032000-042000-052000-062000-072000-082000-092000-102000-112000-122001-012001-022001-032001-042001-052001-062001-072001-082001-092001-102001-112001-122002-012002-022002-032002-042002-052002-062002-072002-082002-092002-102002-112002-122003-012003-022003-032003-042003-052003-062003-072003-082003-092003-102003-112003-122004-012004-022004-032004-042004-052004-062004-072004-082004-092004-102004-112004-122005-012005-022005-032005-042005-052005-062005-07
M.PAR.Y1.EA 3.088 3.05 3.005 2.689 2.639 2.757 2.939 3.116 3.151 3.489 3.561 3.702 3.825 4.03 4.164 4.239 4.706 4.849 5.003 5.147 5.143 5.156 5.113 4.818 4.506 4.527 4.401 4.418 4.461 4.259 4.239 4.049 3.695 3.304 3.145 3.255 3.427 3.531 3.759 3.777 3.888 3.777 3.553 3.342 3.118 2.996 2.908 2.742 2.57 2.384 2.298 2.338 2.133 1.9 1.989 2.228 2.177 2.223 2.323 2.278 2.097 2.058 1.936 2.065 2.209 2.321 2.257 2.192 2.282 2.214 2.224 2.188 2.2 2.213 2.227 2.147 2.065 1.973 2.048
M.PAR.Y1.EU15 3.078 3.044 3 2.686 2.637 2.754 2.937 3.114 3.148 3.489 3.562 3.703 3.826 4.031 4.166 4.242 4.709 4.849 5.003 5.147 5.143 5.156 5.114 4.819 4.507 4.528 4.402 4.419 4.461 4.259 4.239 4.049 3.695 3.304 3.145 3.255 3.427 3.531 3.758 3.777 3.888 3.777 3.554 3.342 3.118 2.996 2.909 2.742 2.571 2.384 2.298 2.338 2.133 1.9 1.989 2.228 2.178 2.223 2.323 2.278 2.097 2.059 1.936 2.065 2.209 2.321 2.258 2.192 2.282 2.214 2.225 2.188 2.201 2.213 2.227 2.148 2.065 1.974 2.048
M.PAR.Y1.EU25 2.032 2.23 2.178 2.223 2.323 2.317 2.209 2.321 2.258 2.192
M.PAR.Y10.EA 3.894 4.021 4.219 4.056 4.223 4.546 4.865 5.08 5.257 5.496 5.223 5.304 5.704 5.669 5.5 5.407 5.569 5.404 5.475 5.422 5.492 5.44 5.391 5.152 5.049 5.035 4.957 5.103 5.299 5.261 5.262 5.078 5.077 4.846 4.702 4.96 5.038 5.098 5.325 5.32 5.331 5.175 5.034 4.759 4.553 4.638 4.625 4.457 4.278 4.071 4.119 4.241 3.927 3.728 4.046 4.208 4.244 4.305 4.445 4.39 4.246 4.198 4.019 4.215 4.369 4.417 4.303 4.149 4.095 3.976 3.859 3.654 3.578 3.567 3.728 3.535 3.375 3.216 3.262
M.PAR.Y10.EU15 3.895 4.023 4.221 4.057 4.224 4.547 4.866 5.082 5.259 5.499 5.225 5.307 5.707 5.671 5.503 5.412 5.573 5.409 5.48 5.427 5.497 5.445 5.396 5.157 5.05 5.036 4.958 5.103 5.3 5.261 5.262 5.078 5.077 4.846 4.702 4.961 5.038 5.098 5.325 5.32 5.331 5.175 5.034 4.759 4.554 4.638 4.625 4.457 4.278 4.072 4.119 4.241 3.927 3.729 4.046 4.208 4.244 4.306 4.445 4.39 4.246 4.198 4.019 4.215 4.369 4.417 4.303 4.149 4.095 3.976 3.859 3.654 3.578 3.567 3.728 3.535 3.375 3.216 3.262
M.PAR.Y10.EU25 4.125 4.211 4.246 4.309 4.449 4.437 4.373 4.422 4.307 4.152
M.PAR.Y11.EA 3.974 4.103 4.308 4.155 4.336 4.65 4.951 5.163 5.345 5.575 5.296 5.379 5.771 5.721 5.55 5.457 5.597 5.44 5.503 5.441 5.521 5.478 5.432 5.206 5.112 5.095 5.023 5.169 5.365 5.33 5.33 5.151 5.167 4.934 4.775 5.021 5.093 5.152 5.376 5.374 5.383 5.23 5.095 4.826 4.631 4.723 4.713 4.546 4.371 4.176 4.223 4.341 4.036 3.845 4.156 4.297 4.341 4.4 4.535 4.481 4.347 4.303 4.13 4.317 4.465 4.501 4.388 4.237 4.179 4.065 3.946 3.735 3.652 3.635 3.803 3.615 3.454 3.297 3.342
M.PAR.Y11.EU15 3.976 4.105 4.31 4.156 4.337 4.651 4.952 5.165 5.347 5.578 5.298 5.382 5.773 5.723 5.553 5.462 5.601 5.444 5.508 5.445 5.525 5.482 5.436 5.21 5.113 5.095 5.023 5.169 5.365 5.331 5.33 5.152 5.168 4.934 4.776 5.021 5.093 5.152 5.376 5.375 5.384 5.23 5.095 4.826 4.631 4.723 4.713 4.546 4.371 4.176 4.223 4.342 4.036 3.845 4.156 4.297 4.341 4.4 4.535 4.481 4.347 4.303 4.13 4.317 4.465 4.501 4.388 4.237 4.179 4.065 3.946 3.735 3.652 3.635 3.803 3.615 3.454 3.297 3.342
M.PAR.Y11.EU25 4.23 4.3 4.344 4.403 4.538 4.526 4.469 4.505 4.392 4.24
M.PAR.Y12.EA 4.048 4.177 4.386 4.243 4.433 4.742 5.026 5.238 5.424 5.648 5.364 5.448 5.829 5.767 5.593 5.501 5.622 5.472 5.53 5.458 5.549 5.513 5.471 5.255 5.171 5.15 5.084 5.229 5.422 5.39 5.388 5.215 5.245 5.008 4.836 5.07 5.139 5.198 5.419 5.422 5.428 5.277 5.146 4.883 4.697 4.795 4.787 4.62 4.448 4.265 4.311 4.427 4.132 3.946 4.251 4.376 4.428 4.483 4.612 4.56 4.435 4.394 4.227 4.405 4.548 4.573 4.461 4.312 4.252 4.141 4.02 3.805 3.717 3.693 3.867 3.685 3.523 3.367 3.413
Dimension codes and labels
[FREQ] Frequency
  • [M] Monthly
[yld_curv] Yield curve
  • [PAR] Par yield curve
  • [SPOT_RT] Spot rate yield curve
[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)
  • [EU15] European Union - 15 countries (1995-2004)
  • [EU25] European Union - 25 countries (2004-2006)
Technical links