Bonds | ECB Data Portal (2024)

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Filters Switch filters Yield curve spot rate, 10-year maturity - Government bond, nominal, all issuers whose rating is triple A - Euro area (changing composition), Euro area (changing composition), Daily - businessweek Yield curve spot rate, 1-year maturity - Government bond, nominal, all issuers whose rating is triple A - Euro area (changing composition), Euro area (changing composition), Daily - businessweek Yield curve spot rate, 3-month maturity - Government bond, nominal, all issuers whose rating is triple A - Euro area (changing composition), Euro area (changing composition), Daily - businessweek Yield curve spot rate, 2-year maturity - Government bond, nominal, all issuers whose rating is triple A - Euro area (changing composition), Euro area (changing composition), Daily - businessweek Yield curve instantaneous forward rate, 5-year maturity - Government bond, nominal, all issuers whose rating is triple A - Euro area (changing composition), Euro area (changing composition), Daily - businessweek Yield curve spot rate, 5-year maturity - Government bond, nominal, all issuers whose rating is triple A - Euro area (changing composition), Euro area (changing composition), Daily - businessweek Yield curve instantaneous forward rate, 10-year maturity - Government bond, nominal, all issuers whose rating is triple A - Euro area (changing composition), Euro area (changing composition), Daily - businessweek Yield curve instantaneous forward rate, 1-year maturity - Government bond, nominal, all issuers whose rating is triple A - Euro area (changing composition), Euro area (changing composition), Daily - businessweek Yield curve instantaneous forward rate, 2-year maturity - Government bond, nominal, all issuers whose rating is triple A - Euro area (changing composition), Euro area (changing composition), Daily - businessweek Average nominal yields for total government debt securities with zero coupon, Euro area 20 (fixed composition) as of 1 January 2023, Monthly

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Yield curve spot rate, 10-year maturity - Government bond, nominal, all issuers whose rating is triple A - Euro area (changing composition), Euro area (changing composition), Daily - businessweek

Published Published

Daily - businessweek Euro area (changing composition) Euro ECB Government bond, nominal, all issuers wh... Svensson model - continuous compounding ... Yield curve spot rate, 10-year maturity

Show all

Daily - businessweek Euro area (changing ... Euro ECB Government bond, nom... Svensson model - con... Yield curve spot rat...

Show all

Time series dimensions

Frequency
Daily - businessweek [B]
(Modified), Daily - businessweek (Original) [B]
Reference area
Euro area (changing composition) [U2]
Currency
Euro [EUR]
Financial market provider
ECB [4F]
Financial market instrument
Government bond, nominal, all issuers whose rating is triple A [G_N_A]
Financial market provider identifier
Svensson model - continuous compounding - yield error minimisation [SV_C_YM]
Financial market data type
Yield curve spot rate, 10-year maturity [SR_10Y]

06 Sep 2004 to 20 Feb 2024

2.440981 (20 Feb 2024)

Percent per annum

Last updated: 21 Feb 2024 11:58 CET

YC.B.U2.EUR.4F.G_N_A.SV_C_YM.SR_10Y

Yield curve spot rate, 1-year maturity - Government bond, nominal, all issuers whose rating is triple A - Euro area (changing composition), Euro area (changing composition), Daily - businessweek

Published Published

Daily - businessweek Euro area (changing composition) Euro ECB Government bond, nominal, all issuers wh... Svensson model - continuous compounding ... Yield curve spot rate, 1-year maturity

Show all

Daily - businessweek Euro area (changing ... Euro ECB Government bond, nom... Svensson model - con... Yield curve spot rat...

Show all

Time series dimensions

Frequency
Daily - businessweek [B]
(Modified), Daily - businessweek (Original) [B]
Reference area
Euro area (changing composition) [U2]
Currency
Euro [EUR]
Financial market provider
ECB [4F]
Financial market instrument
Government bond, nominal, all issuers whose rating is triple A [G_N_A]
Financial market provider identifier
Svensson model - continuous compounding - yield error minimisation [SV_C_YM]
Financial market data type
Yield curve spot rate, 1-year maturity [SR_1Y]

06 Sep 2004 to 20 Feb 2024

3.269015 (20 Feb 2024)

Percent per annum

Last updated: 21 Feb 2024 11:58 CET

YC.B.U2.EUR.4F.G_N_A.SV_C_YM.SR_1Y

Yield curve spot rate, 3-month maturity - Government bond, nominal, all issuers whose rating is triple A - Euro area (changing composition), Euro area (changing composition), Daily - businessweek

Published Published

Daily - businessweek Euro area (changing composition) Euro ECB Government bond, nominal, all issuers wh... Svensson model - continuous compounding ... Yield curve spot rate, 3-month maturity

Show all

Daily - businessweek Euro area (changing ... Euro ECB Government bond, nom... Svensson model - con... Yield curve spot rat...

Show all

Time series dimensions

Frequency
Daily - businessweek [B]
(Modified), Daily - businessweek (Original) [B]
Reference area
Euro area (changing composition) [U2]
Currency
Euro [EUR]
Financial market provider
ECB [4F]
Financial market instrument
Government bond, nominal, all issuers whose rating is triple A [G_N_A]
Financial market provider identifier
Svensson model - continuous compounding - yield error minimisation [SV_C_YM]
Financial market data type
Yield curve spot rate, 3-month maturity [SR_3M]

06 Sep 2004 to 20 Feb 2024

3.832693 (20 Feb 2024)

Percent per annum

Last updated: 21 Feb 2024 11:58 CET

YC.B.U2.EUR.4F.G_N_A.SV_C_YM.SR_3M

Yield curve spot rate, 2-year maturity - Government bond, nominal, all issuers whose rating is triple A - Euro area (changing composition), Euro area (changing composition), Daily - businessweek

Published Published

Daily - businessweek Euro area (changing composition) Euro ECB Government bond, nominal, all issuers wh... Svensson model - continuous compounding ... Yield curve spot rate, 2-year maturity

Show all

Daily - businessweek Euro area (changing ... Euro ECB Government bond, nom... Svensson model - con... Yield curve spot rat...

Show all

Time series dimensions

Frequency
Daily - businessweek [B]
(Modified), Daily - businessweek (Original) [B]
Reference area
Euro area (changing composition) [U2]
Currency
Euro [EUR]
Financial market provider
ECB [4F]
Financial market instrument
Government bond, nominal, all issuers whose rating is triple A [G_N_A]
Financial market provider identifier
Svensson model - continuous compounding - yield error minimisation [SV_C_YM]
Financial market data type
Yield curve spot rate, 2-year maturity [SR_2Y]

Percent per annum

Last updated: 21 Feb 2024 11:58 CET

YC.B.U2.EUR.4F.G_N_A.SV_C_YM.SR_2Y

Yield curve instantaneous forward rate, 5-year maturity - Government bond, nominal, all issuers whose rating is triple A - Euro area (changing composition), Euro area (changing composition), Daily - businessweek

Published Published

Daily - businessweek Euro area (changing composition) Euro ECB Government bond, nominal, all issuers wh... Svensson model - continuous compounding ... Yield curve instantaneous forward rate, ...

Show all

Daily - businessweek Euro area (changing ... Euro ECB Government bond, nom... Svensson model - con... Yield curve instanta...

Show all

Time series dimensions

Frequency
Daily - businessweek [B]
(Modified), Daily - businessweek (Original) [B]
Reference area
Euro area (changing composition) [U2]
Currency
Euro [EUR]
Financial market provider
ECB [4F]
Financial market instrument
Government bond, nominal, all issuers whose rating is triple A [G_N_A]
Financial market provider identifier
Svensson model - continuous compounding - yield error minimisation [SV_C_YM]
Financial market data type
Yield curve instantaneous forward rate, 5-year maturity [IF_5Y]

06 Sep 2004 to 20 Feb 2024

2.181077 (20 Feb 2024)

Percent per annum

Last updated: 21 Feb 2024 11:58 CET

YC.B.U2.EUR.4F.G_N_A.SV_C_YM.IF_5Y

Yield curve spot rate, 5-year maturity - Government bond, nominal, all issuers whose rating is triple A - Euro area (changing composition), Euro area (changing composition), Daily - businessweek

Published Published

Daily - businessweek Euro area (changing composition) Euro ECB Government bond, nominal, all issuers wh... Svensson model - continuous compounding ... Yield curve spot rate, 5-year maturity

Show all

Daily - businessweek Euro area (changing ... Euro ECB Government bond, nom... Svensson model - con... Yield curve spot rat...

Show all

Time series dimensions

Frequency
Daily - businessweek [B]
(Modified), Daily - businessweek (Original) [B]
Reference area
Euro area (changing composition) [U2]
Currency
Euro [EUR]
Financial market provider
ECB [4F]
Financial market instrument
Government bond, nominal, all issuers whose rating is triple A [G_N_A]
Financial market provider identifier
Svensson model - continuous compounding - yield error minimisation [SV_C_YM]
Financial market data type
Yield curve spot rate, 5-year maturity [SR_5Y]

06 Sep 2004 to 20 Feb 2024

2.334579 (20 Feb 2024)

Percent per annum

Last updated: 21 Feb 2024 11:58 CET

YC.B.U2.EUR.4F.G_N_A.SV_C_YM.SR_5Y

Yield curve instantaneous forward rate, 10-year maturity - Government bond, nominal, all issuers whose rating is triple A - Euro area (changing composition), Euro area (changing composition), Daily - businessweek

Published Published

Daily - businessweek Euro area (changing composition) Euro ECB Government bond, nominal, all issuers wh... Svensson model - continuous compounding ... Yield curve instantaneous forward rate, ...

Show all

Daily - businessweek Euro area (changing ... Euro ECB Government bond, nom... Svensson model - con... Yield curve instanta...

Show all

Time series dimensions

Frequency
Daily - businessweek [B]
(Modified), Daily - businessweek (Original) [B]
Reference area
Euro area (changing composition) [U2]
Currency
Euro [EUR]
Financial market provider
ECB [4F]
Financial market instrument
Government bond, nominal, all issuers whose rating is triple A [G_N_A]
Financial market provider identifier
Svensson model - continuous compounding - yield error minimisation [SV_C_YM]
Financial market data type
Yield curve instantaneous forward rate, 10-year maturity [IF_10Y]

06 Sep 2004 to 20 Feb 2024

2.811191 (20 Feb 2024)

Percent per annum

Last updated: 21 Feb 2024 11:58 CET

YC.B.U2.EUR.4F.G_N_A.SV_C_YM.IF_10Y

Yield curve instantaneous forward rate, 1-year maturity - Government bond, nominal, all issuers whose rating is triple A - Euro area (changing composition), Euro area (changing composition), Daily - businessweek

Published Published

Daily - businessweek Euro area (changing composition) Euro ECB Government bond, nominal, all issuers wh... Svensson model - continuous compounding ... Yield curve instantaneous forward rate, ...

Show all

Daily - businessweek Euro area (changing ... Euro ECB Government bond, nom... Svensson model - con... Yield curve instanta...

Show all

Time series dimensions

Frequency
Daily - businessweek [B]
(Modified), Daily - businessweek (Original) [B]
Reference area
Euro area (changing composition) [U2]
Currency
Euro [EUR]
Financial market provider
ECB [4F]
Financial market instrument
Government bond, nominal, all issuers whose rating is triple A [G_N_A]
Financial market provider identifier
Svensson model - continuous compounding - yield error minimisation [SV_C_YM]
Financial market data type
Yield curve instantaneous forward rate, 1-year maturity [IF_1Y]

06 Sep 2004 to 20 Feb 2024

2.655152 (20 Feb 2024)

Percent per annum

Last updated: 21 Feb 2024 11:58 CET

YC.B.U2.EUR.4F.G_N_A.SV_C_YM.IF_1Y

Yield curve instantaneous forward rate, 2-year maturity - Government bond, nominal, all issuers whose rating is triple A - Euro area (changing composition), Euro area (changing composition), Daily - businessweek

Published Published

Daily - businessweek Euro area (changing composition) Euro ECB Government bond, nominal, all issuers wh... Svensson model - continuous compounding ... Yield curve instantaneous forward rate, ...

Show all

Daily - businessweek Euro area (changing ... Euro ECB Government bond, nom... Svensson model - con... Yield curve instanta...

Show all

Time series dimensions

Frequency
Daily - businessweek [B]
(Modified), Daily - businessweek (Original) [B]
Reference area
Euro area (changing composition) [U2]
Currency
Euro [EUR]
Financial market provider
ECB [4F]
Financial market instrument
Government bond, nominal, all issuers whose rating is triple A [G_N_A]
Financial market provider identifier
Svensson model - continuous compounding - yield error minimisation [SV_C_YM]
Financial market data type
Yield curve instantaneous forward rate, 2-year maturity [IF_2Y]

06 Sep 2004 to 20 Feb 2024

2.088733 (20 Feb 2024)

Percent per annum

Last updated: 21 Feb 2024 11:58 CET

YC.B.U2.EUR.4F.G_N_A.SV_C_YM.IF_2Y

Average nominal yields for total government debt securities with zero coupon, Euro area 20 (fixed composition) as of 1 January 2023, Monthly

Published Published

Monthly Neither seasonally adjusted nor calendar... Euro area 20 (fixed composition) as of 1... World (all entities, including reference... General government Total economy Non-consolidated Liabilities (Net Incurrence of) Closing balance sheet/Positions/Stocks Debt securities, zero coupon bonds All original maturities Interest rate All currencies Face value Current prices Average, period on period Total

Show all

Monthly Neither seasonally a... Euro area 20 (fixed ... World (all entities,... General government Total economy Non-consolidated Liabilities (Net Inc... Closing balance shee... Debt securities, zer... All original maturit... Interest rate All currencies Face value Current prices Average, period on p... Total

Show all

Time series dimensions

Frequency
Monthly [M]
(Modified), Monthly (Original) [M]
Adjustment indicator
Neither seasonally adjusted nor calendar adjusted [N]
Reference area
Euro area 20 (fixed composition) as of 1 January 2023 [I9]
Counterpart area
World (all entities, including reference area, including IO) [W0]
Reference sector
General government [S13]
Counterpart sector
Total economy [S1]
Consolidation Status
Non-consolidated [N]
Accounting entries
Liabilities (Net Incurrence of) [L]
Stocks, Transactions, Other Flows
Closing balance sheet/Positions/Stocks [LE]
Instrument and assets classification
Debt securities, zero coupon bonds [F3C]
Maturity
All original maturities [T]
Expenditure (COFOG, COICOP, COPP or COPNI)
Not applicable [_Z]
Unit of measure
Interest rate [RT]
Currency denominator
All currencies [_T]
Valuation
Face value [F]
Prices
Current prices [V]
Transformation
Average, period on period [A1]
Custom breakdown codification
Total [_T]

More geographical areas

Interest rate

Last updated: 21 Feb 2024 10:00 CET

GFS.M.N.I9.W0.S13.S1.N.L.LE.F3C.T._Z.RT._T.F.V.A1._T

More geographical areas

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