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 Data set (Number of Series)  Description  Data Structure Definition  Excel Pivot Export
YC : Financial market data - yield curve   (12)
Series in the table from the dataset: Financial market data - yield curve
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Dataset name: Financial market data - yield curve


 Title  Key  From  To  Last Updated
Yield curve spot rate, 10-year maturity - Government bond, nominal, all issuers whose rating is triple A - Euro area (changing composition)
Euro area (changing composition) - Government bond, nominal, all issuers whose rating is triple A - Svensson model - continuous compounding - yield error minimisation - Yield curve spot rate, 10-year maturity - Euro, provided by ECB
YC.B.U2.EUR.4F.G_N_A.SV_C_YM.SR_10Y
06 Sep 2004 17 Oct 2018 2018-10-18 12:00
Yield curve instantaneous forward rate, 10-year maturity - Government bond, nominal, all issuers whose rating is triple A - Euro area (changing composition)
Euro area (changing composition) - Government bond, nominal, all issuers whose rating is triple A - Svensson model - continuous compounding - yield error minimisation - Yield curve instantaneous forward rate, 10-year maturity - Euro, provided by ECB
[Financial market data - yield curve]
YC.B.U2.EUR.4F.G_N_A.SV_C_YM.IF_10Y
06 Sep 2004 17 Oct 2018 2018-10-18 12:00
Yield curve instantaneous forward rate, 1-year maturity - Government bond, nominal, all issuers whose rating is triple A - Euro area (changing composition)
Euro area (changing composition) - Government bond, nominal, all issuers whose rating is triple A - Svensson model - continuous compounding - yield error minimisation - Yield curve instantaneous forward rate, 1-year maturity - Euro, provided by ECB
[Financial market data - yield curve]
YC.B.U2.EUR.4F.G_N_A.SV_C_YM.IF_1Y
06 Sep 2004 17 Oct 2018 2018-10-18 12:00
Yield curve instantaneous forward rate, 2-year maturity - Government bond, nominal, all issuers whose rating is triple A - Euro area (changing composition)
Euro area (changing composition) - Government bond, nominal, all issuers whose rating is triple A - Svensson model - continuous compounding - yield error minimisation - Yield curve instantaneous forward rate, 2-year maturity - Euro, provided by ECB
[Financial market data - yield curve]
YC.B.U2.EUR.4F.G_N_A.SV_C_YM.IF_2Y
06 Sep 2004 17 Oct 2018 2018-10-18 12:00
Yield curve instantaneous forward rate, 5-year maturity - Government bond, nominal, all issuers whose rating is triple A - Euro area (changing composition)
Euro area (changing composition) - Government bond, nominal, all issuers whose rating is triple A - Svensson model - continuous compounding - yield error minimisation - Yield curve instantaneous forward rate, 5-year maturity - Euro, provided by ECB
[Financial market data - yield curve]
YC.B.U2.EUR.4F.G_N_A.SV_C_YM.IF_5Y
06 Sep 2004 17 Oct 2018 2018-10-18 12:00
Yield curve spot rate, 1-year maturity - Government bond, nominal, all issuers whose rating is triple A - Euro area (changing composition)
Euro area (changing composition) - Government bond, nominal, all issuers whose rating is triple A - Svensson model - continuous compounding - yield error minimisation - Yield curve spot rate, 1-year maturity - Euro, provided by ECB
[Financial market data - yield curve]
YC.B.U2.EUR.4F.G_N_A.SV_C_YM.SR_1Y
06 Sep 2004 17 Oct 2018 2018-10-18 12:00
Yield curve spot rate, 2-year maturity - Government bond, nominal, all issuers whose rating is triple A - Euro area (changing composition)
Euro area (changing composition) - Government bond, nominal, all issuers whose rating is triple A - Svensson model - continuous compounding - yield error minimisation - Yield curve spot rate, 2-year maturity - Euro, provided by ECB
[Financial market data - yield curve]
YC.B.U2.EUR.4F.G_N_A.SV_C_YM.SR_2Y
06 Sep 2004 17 Oct 2018 2018-10-18 12:00
Yield curve spot rate, 3-month maturity - Government bond, nominal, all issuers whose rating is triple A - Euro area (changing composition)
Euro area (changing composition) - Government bond, nominal, all issuers whose rating is triple A - Svensson model - continuous compounding - yield error minimisation - Yield curve spot rate, 3-month maturity - Euro, provided by ECB
[Financial market data - yield curve]
YC.B.U2.EUR.4F.G_N_A.SV_C_YM.SR_3M
06 Sep 2004 17 Oct 2018 2018-10-18 12:00
Yield curve spot rate, 5-year maturity - Government bond, nominal, all issuers whose rating is triple A - Euro area (changing composition)
Euro area (changing composition) - Government bond, nominal, all issuers whose rating is triple A - Svensson model - continuous compounding - yield error minimisation - Yield curve spot rate, 5-year maturity - Euro, provided by ECB
[Financial market data - yield curve]
YC.B.U2.EUR.4F.G_N_A.SV_C_YM.SR_5Y
06 Sep 2004 17 Oct 2018 2018-10-18 12:00
Yield curve spot rate, spread between the 10-year and 2-year maturity - Government bond, nominal, all issuers whose rating is triple A - Euro area (changing composition)
Euro area (changing composition) - Government bond, nominal, all issuers whose rating is triple A - Svensson model - continuous compounding - yield error minimisation - Yield curve spot rate, spread between the 10-year and 2-year maturity - Euro, provided by ECB
[Financial market data - yield curve]
YC.B.U2.EUR.4F.G_N_A.SV_C_YM.SRS_10Y_2Y
29 Dec 2006 17 Oct 2018 2018-10-18 12:00
Yield curve spot rate, spread between the 10-year and 3-month maturity - Government bond, nominal, all issuers whose rating is triple A - Euro area (changing composition)
Euro area (changing composition) - Government bond, nominal, all issuers whose rating is triple A - Svensson model - continuous compounding - yield error minimisation - Yield curve spot rate, spread between the 10-year and 3-month maturity - Euro, provided by ECB
[Financial market data - yield curve]
YC.B.U2.EUR.4F.G_N_A.SV_C_YM.SRS_10Y_3M
29 Dec 2006 17 Oct 2018 2018-10-18 12:00
Yield curve spot rate, 7-year maturity - Government bond, nominal, all issuers whose rating is triple A - Euro area (changing composition)
Euro area (changing composition) - Government bond, nominal, all issuers whose rating is triple A - Svensson model - continuous compounding - yield error minimisation - Yield curve spot rate, 7-year maturity - Euro, provided by ECB
[Financial market data - yield curve]
YC.B.U2.EUR.4F.G_N_A.SV_C_YM.SR_7Y
06 Sep 2004 17 Oct 2018 2018-10-18 12:00