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

Updated on DBnomics on May 3, 2025 (2:23 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
2025-04-30=1
min:
1
max:
1
avg:
1
σ:
0

[FZCD1000D] Zero-coupon discount factor – 10 yrs

from
2017-01-03=0.756
to
2025-04-30=0.66
min:
0.611
max:
0.941
avg:
0.772
σ:
0.092

[FZCD100D] Zero-coupon discount factor – 1 yr

from
2017-01-03=0.985
to
2025-04-30=0.968
min:
0.956
max:
1
avg:
0.981
σ:
0.015

[FZCD125D] Zero-coupon discount factor – 1.25 yrs

from
2017-01-03=0.98
to
2025-04-30=0.961
min:
0.945
max:
1
avg:
0.976
σ:
0.018

[FZCD150D] Zero-coupon discount factor – 1.5 yrs

from
2017-01-03=0.976
to
2025-04-30=0.954
min:
0.935
max:
1
avg:
0.972
σ:
0.021

[FZCD175D] Zero-coupon discount factor – 1.75 yrs

from
2017-01-03=0.971
to
2025-04-30=0.946
min:
0.926
max:
1
avg:
0.967
σ:
0.024

[FZCD200D] Zero-coupon discount factor – 2 yrs

from
2017-01-03=0.965
to
2025-04-30=0.939
min:
0.916
max:
1
avg:
0.962
σ:
0.027

[FZCD225D] Zero-coupon discount factor – 2.25 yrs

from
2017-01-03=0.96
to
2025-04-30=0.931
min:
0.907
max:
1
avg:
0.957
σ:
0.03

[FZCD250D] Zero-coupon discount factor – 2.5 yrs

from
2017-01-03=0.954
to
2025-04-30=0.923
min:
0.897
max:
0.999
avg:
0.952
σ:
0.032

[FZCD25D] Zero-coupon discount factor – 0.25 yrs

from
2017-01-03=0.996
to
2025-04-30=0.991
min:
0.989
max:
1
avg:
0.995
σ:
0.004