[12Y.F.M] 12 years – Reference rate of OLOs (yields based on a fixed residual term) – Monthly
Updated on DBnomics on May 22, 2024 (8:19 AM)
- min:
- -0.23
- max:
- 8.8
- avg:
- 3.627
- σ:
- 2.168
| 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 |
