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Show/Hide section   YC - Financial market data - yield curve

 
ADMINISTRATIVE INFORMATION
  Title Financial markets data - Yield Curve

  Data source European Central Bank (ECB)

  Contact email address Statistical Information Request form
 
TECHNICAL INFORMATION
  Catalog Download the series catalogue of the dataset YC in CSV format, i.e. full list of series and associated metadata: Excel 2013 (zipped) or the earlier Excel versions.
 
SCOPE
  Data presentation - Summary description A yield curve is a representation of the relationship between market remuneration rates and the remaining time to maturity of debt securities. A yield curve can also be described as the term structure of interest rates.

  Data presentation - Detailed description Selection criteria and outlier detection are applied to raw data before the estimation. The estimation follows the Svensson methodology. More information available from the Technical Notes here: http://www.ecb.europa.eu/stats/money/yc/html/index.en.html

 
METHODOLOGICAL INFORMATION
  Source data type Prices and yields of government bonds are provided on a daily basis by EuroMTS, ratings are provided by Fitch Ratings.

  Time period Data is published daily

  Base period Previous day

  Statistical concepts and definitions For information about the naming convention (series key dimensions and metadata), refer to the YC underlying DSD (ECB_FMD2) maintained by the ECB.
 
STATISTICAL PROCESSING
  Data validation Done within ECB with automated quality assessment checks

 
DISSEMINATION
  Release policy Simultaneously to all parties in the ESCB and the public via: http://www.ecb.int/stats/money/yc/html/index.en.html

 
MISCELLANEOUS
  Metadata last update 08/FEB/2019 10:51:58

Show/Hide section   Series Level

Financial market data - yield curve
Show/Hide section   YC : Search result for YC.B.U2.EUR.4F.G_N_A.SV_C_YM.PY_10Y3M

Title Complement Euro area (changing composition) - Government bond, nominal, all issuers whose rating is triple A - Svensson model - continuous compounding - yield error minimisation - Par yield curve rate, 10-year 3-month residual maturity - Euro, provided by ECB
Series Key YC.B.U2.EUR.4F.G_N_A.SV_C_YM.PY_10Y3M
ECB Last update 2019-12-11 12:00:00.0
Unit Percent per annum
Reference area Euro area (changing composition) (U2)
Title Par yield curve rate, 10-year 3-month residual maturity - Government bond, nominal, all issuers whose rating is triple A - Euro area (changing composition)
Decimals Six (6)
Collection indicator End of period (E)
Frequency Business