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[teimf060] Euro yield curve by maturity (1, 5 and 10 years)

Updated by provider on October 6, 2024 (9:00 AM).

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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
2023-10=3.471
to
2024-09=2.607
min:
2.607
max:
3.471
avg:
3.16
σ:
0.236

[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
2023-10=2.91
to
2024-09=2.291
min:
2.196
max:
2.91
avg:
2.475
σ:
0.188

[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
2023-10=2.776
to
2024-09=2.015
min:
2.015
max:
2.776
avg:
2.347
σ:
0.224