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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

the link to the Statistical Information Request form

 
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 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 2019-08-16 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