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

  Title Financial markets data - Yield Curve (YC)

  Data source European Central Bank (ECB)

  Contact email address Statistical Information Request form
  Dataset last update in SDW 2023-09-22 16:33:11
  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.
  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

  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.
  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

Show/Hide section   Series Level

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

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 instantaneous forward rate, 4-month residual maturity - provided by ECB
Series Key YC.B.U2.EUR.4F.G_N_A.SV_C_YM.IF_4M
ECB Last update 2023-09-25 11:57:54.0
Unit Percent per annum
Reference area Euro area (changing composition) (U2)
Collection indicator End of period (E)
Decimals Six (6)
Title Yield curve instantaneous forward rate, 4-month residual maturity - Government bond, nominal, all issuers whose rating is triple A - Euro area (changing composition)
Frequency Daily - businessweek