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

  Title Financial markets data - Yield Curve

  Data source European Central Bank (ECB)

  Contact email address the link to the Statistical Information Request form

  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:

  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

  Data validation Done within ECB with automated quality assessment checks

  Release policy Simultaneously to all parties in the ESCB and the public via:

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

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Financial market data - yield curve
Show/Hide section   YC : Search result for YC.B.U2.EUR.4F.G_N_A.SV_C_YM.PY_19Y

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, 19-year maturity - Euro, provided by ECB
Series Key YC.B.U2.EUR.4F.G_N_A.SV_C_YM.PY_19Y
ECB Last update 2019-10-21 12:00:00.0
Unit Percent per annum
Reference area Euro area (changing composition) (U2)
Title Par yield curve rate, 19-year 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