[F17-3] Zero-coupon interest rates – analytical series — forward rates

Retrieved by DBnomics on May 9, 2026 (2:27 AM).

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

This dataset has 41 series:

[FZCF0D] Zero-coupon forward rate – 0 yrs
from
2017-01-03=1.5
to
2026-04-30=4.1
min:
0.03
max:
4.34
avg:
2.037
σ:
1.601
[FZCF1000D] Zero-coupon forward rate – 10 yrs
from
2017-01-03=3.81
to
2026-04-30=5.59
min:
1.04
max:
5.62
avg:
3.594
σ:
1.227
[FZCF100D] Zero-coupon forward rate – 1 yr
from
2017-01-03=1.71
to
2026-04-30=4.81
min:
-0.08
max:
4.91
avg:
2.121
σ:
1.477
[FZCF125D] Zero-coupon forward rate – 1.25 yrs
from
2017-01-03=1.85
to
2026-04-30=4.78
min:
-0.13
max:
4.91
avg:
2.124
σ:
1.411
[FZCF150D] Zero-coupon forward rate – 1.5 yrs
from
2017-01-03=1.99
to
2026-04-30=4.75
min:
-0.14
max:
4.88
avg:
2.152
σ:
1.356
[FZCF175D] Zero-coupon forward rate – 1.75 yrs
from
2017-01-03=2.13
to
2026-04-30=4.72
min:
-0.06
max:
4.85
avg:
2.203
σ:
1.312
[FZCF200D] Zero-coupon forward rate – 2 yrs
from
2017-01-03=2.26
to
2026-04-30=4.7
min:
0.07
max:
4.82
avg:
2.268
σ:
1.278
[FZCF225D] Zero-coupon forward rate – 2.25 yrs
from
2017-01-03=2.36
to
2026-04-30=4.7
min:
0.16
max:
4.81
avg:
2.34
σ:
1.253
[FZCF250D] Zero-coupon forward rate – 2.5 yrs
from
2017-01-03=2.45
to
2026-04-30=4.7
min:
0.21
max:
4.8
avg:
2.415
σ:
1.235
[FZCF25D] Zero-coupon forward rate – 0.25 yrs
from
2017-01-03=1.47
to
2026-04-30=4.49
min:
-0.01
max:
4.54
avg:
2.079
σ:
1.607