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

Retrieved by DBnomics on March 7, 2026 (2:40 AM).

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Frequency [FREQ] (1)
Units [units] (1)

This dataset has 41 series:

[FZCD0D] Zero-coupon discount factor – 0 yrs
from
2017-01-03=1
to
2026-02-27=1
min:
1
max:
1
avg:
1
σ:
0
[FZCD1000D] Zero-coupon discount factor – 10 yrs
from
2017-01-03=0.756
to
2026-02-27=0.629
min:
0.611
max:
0.941
avg:
0.76
σ:
0.096
[FZCD100D] Zero-coupon discount factor – 1 yr
from
2017-01-03=0.985
to
2026-02-27=0.96
min:
0.956
max:
1
avg:
0.98
σ:
0.015
[FZCD125D] Zero-coupon discount factor – 1.25 yrs
from
2017-01-03=0.98
to
2026-02-27=0.95
min:
0.945
max:
1
avg:
0.975
σ:
0.018
[FZCD150D] Zero-coupon discount factor – 1.5 yrs
from
2017-01-03=0.976
to
2026-02-27=0.94
min:
0.935
max:
1
avg:
0.97
σ:
0.021
[FZCD175D] Zero-coupon discount factor – 1.75 yrs
from
2017-01-03=0.971
to
2026-02-27=0.93
min:
0.926
max:
1
avg:
0.965
σ:
0.024
[FZCD200D] Zero-coupon discount factor – 2 yrs
from
2017-01-03=0.965
to
2026-02-27=0.921
min:
0.916
max:
1
avg:
0.959
σ:
0.027
[FZCD225D] Zero-coupon discount factor – 2.25 yrs
from
2017-01-03=0.96
to
2026-02-27=0.911
min:
0.907
max:
1
avg:
0.954
σ:
0.03
[FZCD250D] Zero-coupon discount factor – 2.5 yrs
from
2017-01-03=0.954
to
2026-02-27=0.902
min:
0.897
max:
0.999
avg:
0.949
σ:
0.033
[FZCD25D] Zero-coupon discount factor – 0.25 yrs
from
2017-01-03=0.996
to
2026-02-27=0.99
min:
0.989
max:
1
avg:
0.995
σ:
0.004