[F17-2] Zero-coupon interest rates – analytical series — discount factors

Retrieved by DBnomics on July 4, 2026 (1:56 AM UTC).

Source
Search filters
Frequency [FREQ] (1)
Units [units] (1)

This dataset has 41 series:

[FZCD0D] Zero-coupon discount factor – 0 yrs
from
2017-01-03=1
to
2026-08-31=1
min:
1
max:
1
avg:
1
σ:
0
[FZCD1000D] Zero-coupon discount factor – 10 yrs
from
2017-01-03=0.756
to
2026-08-31=0.603
min:
0.601
max:
0.941
avg:
0.752
σ:
0.099
[FZCD100D] Zero-coupon discount factor – 1 yr
from
2017-01-03=0.985
to
2026-08-31=0.955
min:
0.955
max:
1
avg:
0.978
σ:
0.016
[FZCD125D] Zero-coupon discount factor – 1.25 yrs
from
2017-01-03=0.98
to
2026-08-31=0.944
min:
0.943
max:
1
avg:
0.973
σ:
0.019
[FZCD150D] Zero-coupon discount factor – 1.5 yrs
from
2017-01-03=0.976
to
2026-08-31=0.933
min:
0.932
max:
1
avg:
0.968
σ:
0.022
[FZCD175D] Zero-coupon discount factor – 1.75 yrs
from
2017-01-03=0.971
to
2026-08-31=0.923
min:
0.921
max:
1
avg:
0.963
σ:
0.025
[FZCD200D] Zero-coupon discount factor – 2 yrs
from
2017-01-03=0.965
to
2026-08-31=0.912
min:
0.91
max:
1
avg:
0.957
σ:
0.028
[FZCD225D] Zero-coupon discount factor – 2.25 yrs
from
2017-01-03=0.96
to
2026-08-31=0.902
min:
0.899
max:
1
avg:
0.951
σ:
0.031
[FZCD250D] Zero-coupon discount factor – 2.5 yrs
from
2017-01-03=0.954
to
2026-08-31=0.892
min:
0.888
max:
0.999
avg:
0.946
σ:
0.034
[FZCD25D] Zero-coupon discount factor – 0.25 yrs
from
2017-01-03=0.996
to
2026-08-31=0.989
min:
0.989
max:
1
avg:
0.995
σ:
0.004