[teimf060] Euro yield curve by maturity (1, 5 and 10 years)
Updated by provider on July 3, 2025 (9:00 AM).
A yield curve (which is known as the term structure of interest rates) represents the relationship between market remuneration (interest) rates and the remaining time to maturity of debt securities. The zero coupon yield curves and their corresponding time series are calculated using "AAA-rated" euro area central government bonds, i.e. debt securities with the most favourable credit risk assessment. They represent the yields to maturity of hypothetical zero coupon bonds. Source: European Central Bank.
[freq] Time frequency
[M] Monthly
[yld_curv] Yield curve
[SPOT_RT] Spot rate yield curve
[bonds] Bonds
[CGB_EA_AAA] AAA-rated euro area central government bonds
[maturity] Maturity
[Y1] Maturity: 1 year
[Y10] Maturity: 10 years
[Y5] Maturity: 5 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] (1)
Bonds [bonds] (1)
Maturity [maturity] (3)
Geopolitical entity (reporting) [geo] (1)
This dataset has 3 series:
[M.SPOT_RT.CGB_EA_AAA.Y1.EA] Monthly – Spot rate 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)
- from
- 2024-07=3.088
- to
- 2025-06=1.809
- min:
- 1.809
- max:
- 3.088
- avg:
- 2.289
- σ:
- 0.379
[M.SPOT_RT.CGB_EA_AAA.Y10.EA] Monthly – Spot rate 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)
- from
- 2024-07=2.505
- to
- 2025-06=2.631
- min:
- 2.285
- max:
- 2.843
- avg:
- 2.505
- σ:
- 0.168
[M.SPOT_RT.CGB_EA_AAA.Y5.EA] Monthly – Spot rate yield curve – AAA-rated euro area central government bonds – Maturity: 5 years – Euro area (EA11-1999, EA12-2001, EA13-2007, EA15-2008, EA16-2009, EA17-2011, EA18-2014, EA19-2015, EA20-2023)
- from
- 2024-07=2.405
- to
- 2025-06=2.123
- min:
- 1.995
- max:
- 2.405
- avg:
- 2.156
- σ:
- 0.129
Series code | 2024-07 | 2024-08 | 2024-09 | 2024-10 | 2024-11 | 2024-12 | 2025-01 | 2025-02 | 2025-03 | 2025-04 | 2025-05 | 2025-06 |
---|---|---|---|---|---|---|---|---|---|---|---|---|
[M.SPOT_RT.CGB_EA_AAA.Y1.EA] | 3.08759 | 2.78797 | 2.60719 | 2.43404 | 2.33422 | 2.18849 | 2.30732 | 2.12094 | 2.1292 | 1.84467 | 1.81462 | 1.80892 |
[M.SPOT_RT.CGB_EA_AAA.Y10.EA] | 2.50494 | 2.3257 | 2.29085 | 2.36194 | 2.40998 | 2.2849 | 2.59933 | 2.50475 | 2.84339 | 2.63631 | 2.67238 | 2.63083 |
[M.SPOT_RT.CGB_EA_AAA.Y5.EA] | 2.40502 | 2.10502 | 2.01506 | 2.05574 | 2.11843 | 1.99519 | 2.27537 | 2.1762 | 2.39095 | 2.0881 | 2.12265 | 2.12297 |
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Search filters
Time frequency [freq] (1)
Yield curve [yld_curv] (1)
Bonds [bonds] (1)
Maturity [maturity] (3)
Geopolitical entity (reporting) [geo] (1)
This dataset has 3 series:
[M.SPOT_RT.CGB_EA_AAA.Y1.EA] Monthly – Spot rate 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)
- from
- 2024-07=3.088
- to
- 2025-06=1.809
- min:
- 1.809
- max:
- 3.088
- avg:
- 2.289
- σ:
- 0.379
[M.SPOT_RT.CGB_EA_AAA.Y10.EA] Monthly – Spot rate 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)
- from
- 2024-07=2.505
- to
- 2025-06=2.631
- min:
- 2.285
- max:
- 2.843
- avg:
- 2.505
- σ:
- 0.168
[M.SPOT_RT.CGB_EA_AAA.Y5.EA] Monthly – Spot rate yield curve – AAA-rated euro area central government bonds – Maturity: 5 years – Euro area (EA11-1999, EA12-2001, EA13-2007, EA15-2008, EA16-2009, EA17-2011, EA18-2014, EA19-2015, EA20-2023)
- from
- 2024-07=2.405
- to
- 2025-06=2.123
- min:
- 1.995
- max:
- 2.405
- avg:
- 2.156
- σ:
- 0.129
Series code | 2024-07 | 2024-08 | 2024-09 | 2024-10 | 2024-11 | 2024-12 | 2025-01 | 2025-02 | 2025-03 | 2025-04 | 2025-05 | 2025-06 |
---|---|---|---|---|---|---|---|---|---|---|---|---|
[M.SPOT_RT.CGB_EA_AAA.Y1.EA] | 3.08759 | 2.78797 | 2.60719 | 2.43404 | 2.33422 | 2.18849 | 2.30732 | 2.12094 | 2.1292 | 1.84467 | 1.81462 | 1.80892 |
[M.SPOT_RT.CGB_EA_AAA.Y10.EA] | 2.50494 | 2.3257 | 2.29085 | 2.36194 | 2.40998 | 2.2849 | 2.59933 | 2.50475 | 2.84339 | 2.63631 | 2.67238 | 2.63083 |
[M.SPOT_RT.CGB_EA_AAA.Y5.EA] | 2.40502 | 2.10502 | 2.01506 | 2.05574 | 2.11843 | 1.99519 | 2.27537 | 2.1762 | 2.39095 | 2.0881 | 2.12265 | 2.12297 |
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