[12Y.F.M] 12 years – Reference rate of OLOs (yields based on a fixed residual term) – Monthly

Name: 12 years – Reference rate of OLOs (yields based on a fixed residual term) – Monthly
Creator: DBnomics

Updated on DBnomics on May 17, 2024 (8:14 AM)

min:: -0.23

max:: 8.8

avg:: 3.627

σ:: 2.168

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Trim NA Values

Period	Value
1993-12	6.74
1994-01	6.66
1994-02	6.81
1994-03	7.24
1994-04	7.38
1994-05	7.65
1994-06	8.14
1994-07	8.13
1994-08	8.43
1994-09	8.8
1994-10	8.66
1994-11	8.55
1994-12	8.5
1995-01	8.65
1995-02	8.49
1995-03	8.38
1995-04	8.19
1995-05	7.87
1995-06	7.6
1995-07	7.58
1995-08	7.45
1995-09	7.39
1995-10	7.43
1995-11	7.19
1995-12	7.1
1996-01	6.86
1996-02	6.97
1996-03	7.13
1996-04	6.92
1996-05	6.96
1996-06	7.05
1996-07	7.05
1996-08	6.92
1996-09	6.75
1996-10	6.4
1996-11	6.33
1996-12	6.24
1997-01	6.12
1997-02	5.84
1997-03	6.06
1997-04	6.23
1997-05	6.12
1997-06	6.06
1997-07	5.86
1997-08	5.95
1997-09	5.89
1997-10	5.85
1997-11	5.85
1997-12	5.59
1998-01	5.33
1998-02	5.21
1998-03	5.13
1998-04	5.11
1998-05	5.18
1998-06	5.05
1998-07	4.99
1998-08	4.81
1998-09	4.52
1998-10	4.46
1998-11	4.5
1998-12	4.26
1999-01	4.1
1999-02	4.17
1999-03	4.4
1999-04	4.28
1999-05	4.51
1999-06	4.87
1999-07	5.16
1999-08	5.39
1999-09	5.56
1999-10	5.77
1999-11	5.48
1999-12	5.58
2000-01	5.94
2000-02	5.84
2000-03	5.66
2000-04	5.56
2000-05	5.72
2000-06	5.56
2000-07	5.64
2000-08	5.6
2000-09	5.68
2000-10	5.64
2000-11	5.6
2000-12	5.39
2001-01	5.28
2001-02	5.25
2001-03	5.19
2001-04	5.32
2001-05	5.48
2001-06	5.44
2001-07	5.46
2001-08	5.28
2001-09	5.3
2001-10	5.04
2001-11	4.87
2001-12	5.09
2002-01	5.17
2002-02	5.21
2002-03	5.44
2002-04	5.44
2002-05	5.45
2002-06	5.32
2002-07	5.17
2002-08	4.91
2002-09	4.73
2002-10	4.82
2002-11	4.81
2002-12	4.64
2003-01	4.47
2003-02	4.24
2003-03	4.29
2003-04	4.43
2003-05	4.13
2003-06	3.94
2003-07	4.24
2003-08	4.38
2003-09	4.42
2003-10	4.49
2003-11	4.59
2003-12	4.54
2004-01	4.42
2004-02	4.37
2004-03	4.21
2004-04	4.39
2004-05	4.51
2004-06	4.56
2004-07	4.46
2004-08	4.31
2004-09	4.25
2004-10	4.14
2004-11	4.01
2004-12	3.8
2005-01	3.72
2005-02	3.69
2005-03	3.87
2005-04	3.68
2005-05	3.51
2005-06	3.35
2005-07	3.39
2005-08	3.4
2005-09	3.22
2005-10	3.36
2005-11	3.55
2005-12	3.42
2006-01	3.42
2006-02	3.58
2006-03	3.75
2006-04	4.01
2006-05	4.08
2006-06	4.07
2006-07	4.09
2006-08	3.96
2006-09	3.83
2006-10	3.87
2006-11	3.79
2006-12	3.85
2007-01	4.11
2007-02	4.14
2007-03	4.04
2007-04	4.26
2007-05	4.37
2007-06	4.67
2007-07	4.64
2007-08	4.51
2007-09	4.49
2007-10	4.53
2007-11	4.44
2007-12	4.59
2008-01	4.45
2008-02	4.41
2008-03	4.44
2008-04	4.52
2008-05	4.64
2008-06	4.93
2008-07	4.94
2008-08	4.72
2008-09	4.71
2008-10	4.61
2008-11	4.5
2008-12	3.99
2009-01	4.31
2009-02	4.37
2009-03	4.18
2009-04	4.11
2009-05	4.24
2009-06	4.33
2009-07	4.15
2009-08	4.03
2009-09	4.04
2009-10	4.03
2009-11	4.03
2009-12	3.98
2010-01	4
2010-02	3.88
2010-03	3.78
2010-04	3.71
2010-05	3.47
2010-06	3.61
2010-07	3.47
2010-08	3.17
2010-09	3.3
2010-10	3.42
2010-11	3.69
2010-12	4.16
2011-01	4.26
2011-02	4.29
2011-03	4.3
2011-04	4.4
2011-05	4.35
2011-06	4.28
2011-07	4.38
2011-08	4.27
2011-09	4.05
2011-10	4.36
2011-11	5.01
2011-12	4.49
2012-01	4.31
2012-02	3.84
2012-03	3.7
2012-04	3.71
2012-05	3.5
2012-06	3.38
2012-07	2.95
2012-08	2.79
2012-09	2.87
2012-10	2.71
2012-11	2.6
2012-12	2.46
2013-01	2.62
2013-02	2.72
2013-03	2.55
2013-04	2.36
2013-05	2.39
2013-06	2.8
2013-07	2.92
2013-08	3.02
2013-09	3.14
2013-10	2.97
2013-11	2.86
2013-12	2.88
2014-01	2.85
2014-02	2.67
2014-03	2.55
2014-04	2.45
2014-05	2.3
2014-06	2.16
2014-07	1.95
2014-08	1.73
2014-09	1.64
2014-10	1.52
2014-11	1.42
2014-12	1.22
2015-01	0.92
2015-02	0.79
2015-03	0.62
2015-04	0.55
2015-05	1.06
2015-06	1.44
2015-07	1.42
2015-08	1.29
2015-09	1.3
2015-10	1.16
2015-11	1.18
2015-12	1.25
2016-01	1.18
2016-02	0.93
2016-03	0.83
2016-04	0.79
2016-05	0.79
2016-06	0.63
2016-07	0.4
2016-08	0.36
2016-09	0.41
2016-10	0.52
2016-11	0.85
2016-12	0.91
2017-01	1.02
2017-02	1.05
2017-03	1.04
2017-04	0.96
2017-05	0.96
2017-06	0.81
2017-07	1.02
2017-08	0.91
2017-09	0.9
2017-10	0.9
2017-11	0.8
2017-12	0.74
2018-01	0.93
2018-02	1.08
2018-03	0.98
2018-04	0.93
2018-05	0.96
2018-06	0.93
2018-07	0.87
2018-08	0.92
2018-09	0.97
2018-10	1.07
2018-11	1.04
2018-12	0.98
2019-01	0.97
2019-02	0.86
2019-03	0.72
2019-04	0.65
2019-05	0.6
2019-06	0.31
2019-07	0.16
2019-08	-0.14
2019-09	-0.1
2019-10	-0.02
2019-11	0.11
2019-12	0.16
2020-01	0.14
2020-02	-0.02
2020-03	0.09
2020-04	0.24
2020-05	0.17
2020-06	0.09
2020-07	-0.04
2020-08	-0.07
2020-09	-0.1
2020-10	-0.2
2020-11	-0.23
2020-12	-0.23
2021-01	-0.19
2021-02	0
2021-03	0.1
2021-04	0.17
2021-05	0.31
2021-06	0.25
2021-07	0.11
2021-08	0.01
2021-09	0.16
2021-10	0.32
2021-11	0.23
2021-12	0.19
2022-01	0.44
2022-02	0.76
2022-03	0.94
2022-04	1.42
2022-05	1.74
2022-06	2.3
2022-07	2
2022-08	1.91
2022-09	2.63
2022-10	3.03
2022-11	2.81
2022-12	2.85
2023-01	2.97
2023-02	3.14
2023-03	3.18
2023-04	3.18
2023-05	3.18
2023-06	3.17
2023-07	3.25
2023-08	3.35
2023-09	3.46
2023-10	3.69
2023-11	3.4
2023-12	2.87
2024-01	2.95
2024-02	3.03
2024-03	2.99
2024-04	3.1

Dimension	Dimension value
[IROLOBE2_MATUR] Residual term	[12Y] 12 years
[IROLOBE2_TYPE] Yield/loan type	[F] Reference rate of OLOs (yields based on a fixed residual term)
[FREQUENCY] Frequency	[M] Monthly