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

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:

[FZCF0D] Zero-coupon forward rate – 0 yrs
from
2017-01-03=1.5
to
2026-09-30=4.6
min:
0.03
max:
4.6
avg:
2.137
σ:
1.635
[FZCF1000D] Zero-coupon forward rate – 10 yrs
from
2017-01-03=3.81
to
2026-09-30=5.97
min:
1.04
max:
6
avg:
3.683
σ:
1.272
[FZCF100D] Zero-coupon forward rate – 1 yr
from
2017-01-03=1.71
to
2026-09-30=4.94
min:
-0.08
max:
5.06
avg:
2.229
σ:
1.531
[FZCF125D] Zero-coupon forward rate – 1.25 yrs
from
2017-01-03=1.85
to
2026-09-30=4.91
min:
-0.13
max:
5.06
avg:
2.23
σ:
1.468
[FZCF150D] Zero-coupon forward rate – 1.5 yrs
from
2017-01-03=1.99
to
2026-09-30=4.88
min:
-0.14
max:
5.05
avg:
2.255
σ:
1.412
[FZCF175D] Zero-coupon forward rate – 1.75 yrs
from
2017-01-03=2.13
to
2026-09-30=4.85
min:
-0.06
max:
5.03
avg:
2.302
σ:
1.367
[FZCF200D] Zero-coupon forward rate – 2 yrs
from
2017-01-03=2.26
to
2026-09-30=4.84
min:
0.07
max:
5.02
avg:
2.364
σ:
1.33
[FZCF225D] Zero-coupon forward rate – 2.25 yrs
from
2017-01-03=2.36
to
2026-09-30=4.83
min:
0.16
max:
5.02
avg:
2.434
σ:
1.303
[FZCF250D] Zero-coupon forward rate – 2.5 yrs
from
2017-01-03=2.45
to
2026-09-30=4.85
min:
0.21
max:
5.03
avg:
2.506
σ:
1.282
[FZCF25D] Zero-coupon forward rate – 0.25 yrs
from
2017-01-03=1.47
to
2026-09-30=4.7
min:
-0.01
max:
4.81
avg:
2.184
σ:
1.648