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

Retrieved by DBnomics on October 3, 2026 (1:43 AM UTC).

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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
2026-09-30=1
min:
1
max:
1
avg:
1
σ:
0
[FZCD1000D] Zero-coupon discount factor – 10 yrs
from
2017-01-03=0.756
to
2026-09-30=0.588
min:
0.584
max:
0.941
avg:
0.751
σ:
0.1
[FZCD100D] Zero-coupon discount factor – 1 yr
from
2017-01-03=0.985
to
2026-09-30=0.953
min:
0.952
max:
1
avg:
0.978
σ:
0.016
[FZCD125D] Zero-coupon discount factor – 1.25 yrs
from
2017-01-03=0.98
to
2026-09-30=0.941
min:
0.941
max:
1
avg:
0.973
σ:
0.019
[FZCD150D] Zero-coupon discount factor – 1.5 yrs
from
2017-01-03=0.976
to
2026-09-30=0.93
min:
0.929
max:
1
avg:
0.968
σ:
0.022
[FZCD175D] Zero-coupon discount factor – 1.75 yrs
from
2017-01-03=0.971
to
2026-09-30=0.919
min:
0.917
max:
1
avg:
0.962
σ:
0.026
[FZCD200D] Zero-coupon discount factor – 2 yrs
from
2017-01-03=0.965
to
2026-09-30=0.908
min:
0.906
max:
1
avg:
0.957
σ:
0.029
[FZCD225D] Zero-coupon discount factor – 2.25 yrs
from
2017-01-03=0.96
to
2026-09-30=0.897
min:
0.894
max:
1
avg:
0.951
σ:
0.032
[FZCD250D] Zero-coupon discount factor – 2.5 yrs
from
2017-01-03=0.954
to
2026-09-30=0.886
min:
0.883
max:
0.999
avg:
0.945
σ:
0.034
[FZCD25D] Zero-coupon discount factor – 0.25 yrs
from
2017-01-03=0.996
to
2026-09-30=0.989
min:
0.989
max:
1
avg:
0.995
σ:
0.004