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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

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Financial market data - yield curve
Show/Hide section   YC: YC.B.U2.EUR.4F.G_N_A.SV_C_YM.SRS_10Y_3M

Title Complement 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
Series Key YC.B.U2.EUR.4F.G_N_A.SV_C_YM.SRS_10Y_3M
ECB Last update 2019-03-18 12:00:00.0
Unit Points
Reference area Euro area (changing composition) (U2)
Title 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)
Decimals Six (6)
Collection indicator End of period (E)
Publications Statistics Bulletin: Table in chapter 04, section 07 (T0407)
Frequency Business