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Euro-area government bond yield curves (ECB)

Daily time series of government bond rates published by the European Central Bank

← Interest rates: Government bonds

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Worksheet 1: Par yields (all ratings)

Series Name Observations Start Date End Date
3-month par yield on government bonds (percentage points; nominal; constant maturity; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
4-month par yield on government bonds (percentage points; nominal; constant maturity; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
5-month par yield on government bonds (percentage points; nominal; constant maturity; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
6-month par yield on government bonds (percentage points; nominal; constant maturity; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
7-month par yield on government bonds (percentage points; nominal; constant maturity; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
8-month par yield on government bonds (percentage points; nominal; constant maturity; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
9-month par yield on government bonds (percentage points; nominal; constant maturity; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
10-month par yield on government bonds (percentage points; nominal; constant maturity; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
11-month par yield on government bonds (percentage points; nominal; constant maturity; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
1-year par yield on government bonds (percentage points; nominal; constant maturity; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
2-year par yield on government bonds (percentage points; nominal; constant maturity; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
3-year par yield on government bonds (percentage points; nominal; constant maturity; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
4-year par yield on government bonds (percentage points; nominal; constant maturity; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
5-year par yield on government bonds (percentage points; nominal; constant maturity; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
6-year par yield on government bonds (percentage points; nominal; constant maturity; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
7-year par yield on government bonds (percentage points; nominal; constant maturity; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
8-year par yield on government bonds (percentage points; nominal; constant maturity; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
9-year par yield on government bonds (percentage points; nominal; constant maturity; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
10-year par yield on government bonds (percentage points; nominal; constant maturity; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
11-year par yield on government bonds (percentage points; nominal; constant maturity; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
12-year par yield on government bonds (percentage points; nominal; constant maturity; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
13-year par yield on government bonds (percentage points; nominal; constant maturity; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
14-year par yield on government bonds (percentage points; nominal; constant maturity; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
15-year par yield on government bonds (percentage points; nominal; constant maturity; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
16-year par yield on government bonds (percentage points; nominal; constant maturity; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
17-year par yield on government bonds (percentage points; nominal; constant maturity; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
18-year par yield on government bonds (percentage points; nominal; constant maturity; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
19-year par yield on government bonds (percentage points; nominal; constant maturity; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
20-year par yield on government bonds (percentage points; nominal; constant maturity; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
21-year par yield on government bonds (percentage points; nominal; constant maturity; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
22-year par yield on government bonds (percentage points; nominal; constant maturity; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
23-year par yield on government bonds (percentage points; nominal; constant maturity; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
24-year par yield on government bonds (percentage points; nominal; constant maturity; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
25-year par yield on government bonds (percentage points; nominal; constant maturity; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
26-year par yield on government bonds (percentage points; nominal; constant maturity; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
27-year par yield on government bonds (percentage points; nominal; constant maturity; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
28-year par yield on government bonds (percentage points; nominal; constant maturity; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
29-year par yield on government bonds (percentage points; nominal; constant maturity; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
30-year par yield on government bonds (percentage points; nominal; constant maturity; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16

Worksheet 2: Spot rates (all ratings)

Series Name Observations Start Date End Date
3-month spot rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
4-month spot rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
5-month spot rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
6-month spot rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
7-month spot rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
8-month spot rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
9-month spot rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
10-month spot rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
11-month spot rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
1-year spot rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
2-year spot rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
3-year spot rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
4-year spot rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
5-year spot rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
6-year spot rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
7-year spot rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
8-year spot rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
9-year spot rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
10-year spot rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
11-year spot rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
12-year spot rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
13-year spot rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
14-year spot rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
15-year spot rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
16-year spot rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
17-year spot rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
18-year spot rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
19-year spot rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
20-year spot rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
21-year spot rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
22-year spot rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
23-year spot rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
24-year spot rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
25-year spot rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
26-year spot rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
27-year spot rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
28-year spot rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
29-year spot rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
30-year spot rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16

Worksheet 3: Forwards (all ratings)

Series Name Observations Start Date End Date
3-month instantaneous forward rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
4-month instantaneous forward rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
5-month instantaneous forward rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
6-month instantaneous forward rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
7-month instantaneous forward rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
8-month instantaneous forward rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
9-month instantaneous forward rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
10-month instantaneous forward rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
11-month instantaneous forward rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
1-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
2-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
3-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
4-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
5-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
6-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
7-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
8-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
9-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
10-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
11-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
12-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
13-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
14-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
15-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
16-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
17-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
18-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
19-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
20-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
21-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
22-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
23-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
24-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
25-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
26-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
27-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
28-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
29-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
30-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16

Worksheet 4: Par yields (AAA rating)

Series Name Observations Start Date End Date
3-month par yield on government bonds (percentage points; nominal; constant maturity; AAA rating) - Euro area - ECB - Daily 5207 2004-09-06 2025-01-16
4-month par yield on government bonds (percentage points; nominal; constant maturity; AAA rating) - Euro area - ECB - Daily 5207 2004-09-06 2025-01-16
5-month par yield on government bonds (percentage points; nominal; constant maturity; AAA rating) - Euro area - ECB - Daily 5207 2004-09-06 2025-01-16
6-month par yield on government bonds (percentage points; nominal; constant maturity; AAA rating) - Euro area - ECB - Daily 5207 2004-09-06 2025-01-16
7-month par yield on government bonds (percentage points; nominal; constant maturity; AAA rating) - Euro area - ECB - Daily 5207 2004-09-06 2025-01-16
8-month par yield on government bonds (percentage points; nominal; constant maturity; AAA rating) - Euro area - ECB - Daily 5207 2004-09-06 2025-01-16
9-month par yield on government bonds (percentage points; nominal; constant maturity; AAA rating) - Euro area - ECB - Daily 5207 2004-09-06 2025-01-16
10-month par yield on government bonds (percentage points; nominal; constant maturity; AAA rating) - Euro area - ECB - Daily 5207 2004-09-06 2025-01-16
11-month par yield on government bonds (percentage points; nominal; constant maturity; AAA rating) - Euro area - ECB - Daily 5207 2004-09-06 2025-01-16
1-year par yield on government bonds (percentage points; nominal; constant maturity; AAA rating) - Euro area - ECB - Daily 5207 2004-09-06 2025-01-16
2-year par yield on government bonds (percentage points; nominal; constant maturity; AAA rating) - Euro area - ECB - Daily 5207 2004-09-06 2025-01-16
3-year par yield on government bonds (percentage points; nominal; constant maturity; AAA rating) - Euro area - ECB - Daily 5207 2004-09-06 2025-01-16
4-year par yield on government bonds (percentage points; nominal; constant maturity; AAA rating) - Euro area - ECB - Daily 5207 2004-09-06 2025-01-16
5-year par yield on government bonds (percentage points; nominal; constant maturity; AAA rating) - Euro area - ECB - Daily 5207 2004-09-06 2025-01-16
6-year par yield on government bonds (percentage points; nominal; constant maturity; AAA rating) - Euro area - ECB - Daily 5207 2004-09-06 2025-01-16
7-year par yield on government bonds (percentage points; nominal; constant maturity; AAA rating) - Euro area - ECB - Daily 5207 2004-09-06 2025-01-16
8-year par yield on government bonds (percentage points; nominal; constant maturity; AAA rating) - Euro area - ECB - Daily 5207 2004-09-06 2025-01-16
9-year par yield on government bonds (percentage points; nominal; constant maturity; AAA rating) - Euro area - ECB - Daily 5207 2004-09-06 2025-01-16
10-year par yield on government bonds (percentage points; nominal; constant maturity; AAA rating) - Euro area - ECB - Daily 5207 2004-09-06 2025-01-16
11-year par yield on government bonds (percentage points; nominal; constant maturity; AAA rating) - Euro area - ECB - Daily 5207 2004-09-06 2025-01-16
12-year par yield on government bonds (percentage points; nominal; constant maturity; AAA rating) - Euro area - ECB - Daily 5207 2004-09-06 2025-01-16
13-year par yield on government bonds (percentage points; nominal; constant maturity; AAA rating) - Euro area - ECB - Daily 5207 2004-09-06 2025-01-16
14-year par yield on government bonds (percentage points; nominal; constant maturity; AAA rating) - Euro area - ECB - Daily 5207 2004-09-06 2025-01-16
15-year par yield on government bonds (percentage points; nominal; constant maturity; AAA rating) - Euro area - ECB - Daily 5207 2004-09-06 2025-01-16
16-year par yield on government bonds (percentage points; nominal; constant maturity; AAA rating) - Euro area - ECB - Daily 5207 2004-09-06 2025-01-16
17-year par yield on government bonds (percentage points; nominal; constant maturity; AAA rating) - Euro area - ECB - Daily 5207 2004-09-06 2025-01-16
18-year par yield on government bonds (percentage points; nominal; constant maturity; AAA rating) - Euro area - ECB - Daily 5207 2004-09-06 2025-01-16
19-year par yield on government bonds (percentage points; nominal; constant maturity; AAA rating) - Euro area - ECB - Daily 5207 2004-09-06 2025-01-16
20-year par yield on government bonds (percentage points; nominal; constant maturity; AAA rating) - Euro area - ECB - Daily 5207 2004-09-06 2025-01-16
21-year par yield on government bonds (percentage points; nominal; constant maturity; AAA rating) - Euro area - ECB - Daily 5207 2004-09-06 2025-01-16
22-year par yield on government bonds (percentage points; nominal; constant maturity; AAA rating) - Euro area - ECB - Daily 5207 2004-09-06 2025-01-16
23-year par yield on government bonds (percentage points; nominal; constant maturity; AAA rating) - Euro area - ECB - Daily 5207 2004-09-06 2025-01-16
24-year par yield on government bonds (percentage points; nominal; constant maturity; AAA rating) - Euro area - ECB - Daily 5207 2004-09-06 2025-01-16
25-year par yield on government bonds (percentage points; nominal; constant maturity; AAA rating) - Euro area - ECB - Daily 5207 2004-09-06 2025-01-16
26-year par yield on government bonds (percentage points; nominal; constant maturity; AAA rating) - Euro area - ECB - Daily 5207 2004-09-06 2025-01-16
27-year par yield on government bonds (percentage points; nominal; constant maturity; AAA rating) - Euro area - ECB - Daily 5207 2004-09-06 2025-01-16
28-year par yield on government bonds (percentage points; nominal; constant maturity; AAA rating) - Euro area - ECB - Daily 5207 2004-09-06 2025-01-16
29-year par yield on government bonds (percentage points; nominal; constant maturity; AAA rating) - Euro area - ECB - Daily 5207 2004-09-06 2025-01-16
30-year par yield on government bonds (percentage points; nominal; constant maturity; AAA rating) - Euro area - ECB - Daily 5207 2004-09-06 2025-01-16

Worksheet 5: Spot rates (AAA rating)

Series Name Observations Start Date End Date
3-month spot rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
4-month spot rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
5-month spot rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
6-month spot rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
7-month spot rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
8-month spot rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
9-month spot rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
10-month spot rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
11-month spot rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
1-year spot rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
2-year spot rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
3-year spot rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
4-year spot rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
5-year spot rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
6-year spot rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
7-year spot rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
8-year spot rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
9-year spot rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
10-year spot rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
11-year spot rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
12-year spot rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
13-year spot rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
14-year spot rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
15-year spot rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
16-year spot rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
17-year spot rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
18-year spot rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
19-year spot rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
20-year spot rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
21-year spot rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
22-year spot rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
23-year spot rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
24-year spot rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
25-year spot rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
26-year spot rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
27-year spot rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
28-year spot rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
29-year spot rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
30-year spot rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16

Worksheet 6: Forwards (AAA rating)

Series Name Observations Start Date End Date
3-month instantaneous forward rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
4-month instantaneous forward rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
5-month instantaneous forward rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
6-month instantaneous forward rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
7-month instantaneous forward rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
8-month instantaneous forward rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
9-month instantaneous forward rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
10-month instantaneous forward rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
11-month instantaneous forward rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
1-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
2-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
3-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
4-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
5-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
6-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
7-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
8-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
9-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
10-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
11-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
12-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
13-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
14-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
15-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
16-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
17-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
18-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
19-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
20-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
21-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
22-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
23-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
24-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
25-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
26-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
27-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
28-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
29-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16
30-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5206 2004-09-06 2025-01-16