Euro Yield Curves - Monthly Data

Eurostat code: irt_euryld_m · (2004-09 - 2025-03)

@eurostat.irt_euryld_m

Table List

2 tables(965.47 KB)

Euro Yield Curves - Monthly Data - Raw

Euro Yield Curves - Monthly Data - Unpivoted

Euro Yield Curves - Monthly Data - Raw

@eurostat.irt_euryld_m.raw

This table contains the original data as downloaded from the Eurostat API, with labels mapped where available.

556.34 KB
180 rows
252 columns
Only the first 100 columns are shown

freq Freq	yld_curv Yld Curv	bonds Bonds	maturity Maturity	geo Geo	n_2004_09 2004-09	n_2004_10 2004-10	n_2004_11 2004-11	n_2004_12 2004-12	n_2005_01 2005-01	n_2005_02 2005-02	n_2005_03 2005-03	n_2005_04 2005-04	n_2005_05 2005-05	n_2005_06 2005-06	n_2005_07 2005-07	n_2005_08 2005-08	n_2005_09 2005-09	n_2005_10 2005-10	n_2005_11 2005-11	n_2005_12 2005-12	n_2006_01 2006-01	n_2006_02 2006-02	n_2006_03 2006-03	n_2006_04 2006-04	n_2006_05 2006-05	n_2006_06 2006-06	n_2006_07 2006-07	n_2006_08 2006-08	n_2006_09 2006-09	n_2006_10 2006-10	n_2006_11 2006-11	n_2006_12 2006-12	n_2007_01 2007-01	n_2007_02 2007-02	n_2007_03 2007-03	n_2007_04 2007-04	n_2007_05 2007-05	n_2007_06 2007-06	n_2007_07 2007-07	n_2007_08 2007-08	n_2007_09 2007-09	n_2007_10 2007-10	n_2007_11 2007-11	n_2007_12 2007-12	n_2008_01 2008-01	n_2008_02 2008-02	n_2008_03 2008-03	n_2008_04 2008-04	n_2008_05 2008-05	n_2008_06 2008-06	n_2008_07 2008-07	n_2008_08 2008-08	n_2008_09 2008-09	n_2008_10 2008-10	n_2008_11 2008-11	n_2008_12 2008-12	n_2009_01 2009-01	n_2009_02 2009-02	n_2009_03 2009-03	n_2009_04 2009-04	n_2009_05 2009-05	n_2009_06 2009-06	n_2009_07 2009-07	n_2009_08 2009-08	n_2009_09 2009-09	n_2009_10 2009-10	n_2009_11 2009-11	n_2009_12 2009-12	n_2010_01 2010-01	n_2010_02 2010-02	n_2010_03 2010-03	n_2010_04 2010-04	n_2010_05 2010-05	n_2010_06 2010-06	n_2010_07 2010-07	n_2010_08 2010-08	n_2010_09 2010-09	n_2010_10 2010-10	n_2010_11 2010-11	n_2010_12 2010-12	n_2011_01 2011-01	n_2011_02 2011-02	n_2011_03 2011-03	n_2011_04 2011-04	n_2011_05 2011-05	n_2011_06 2011-06	n_2011_07 2011-07	n_2011_08 2011-08	n_2011_09 2011-09	n_2011_10 2011-10	n_2011_11 2011-11	n_2011_12 2011-12	n_2012_01 2012-01	n_2012_02 2012-02	n_2012_03 2012-03	n_2012_04 2012-04	n_2012_05 2012-05	n_2012_06 2012-06	n_2012_07 2012-07
Monthly	Instantaneous forward yield curve	All euro area central government bonds	Maturity: 1 year	Euro area (EA11-1999, EA12-2001, EA13-2007, EA15-2008, EA16-2009, EA17-2011, EA18-2014, EA19-2015, EA20-2023)	2.63818	2.47635	2.41782	2.37506	2.40797	2.4445	2.49365	2.34068	2.19942	2.01915	2.14863	2.23868	2.20223	2.45058	2.80273	2.87766	2.92491	3.01966	3.27046	3.44479	3.48823	3.58575	3.71727	3.69709	3.69202	3.65735	3.72655	3.78068	3.96012	3.97177	3.92932	4.12786	4.29525	4.51302	4.52316	4.17267	4.02871	4.08398	3.88807	4.02503	3.65377	3.23187	3.40106	3.78301	3.99882	4.6899	4.59058	4.19915	4.00694	3.13175	2.8197	2.69952	2.15726	1.79834	1.92185	1.94235	1.66449	1.7655	1.59653	1.81141	1.53604	1.60373	1.53744	1.54264	1.58147	1.453	1.21451	1.20971	1.24671	1.39381	1.38401	1.1895	1.27772	1.35637	1.68016	1.96661	2.03535	2.23244	2.44844	2.61584	2.6025	2.47572	2.75842	2.59392	2.74728	2.8932	3.67267	3.26768	2.48957	1.81041	1.31883	1.87215	2.02054	2.51467	2.35477
Monthly	Instantaneous forward yield curve	All euro area central government bonds	Maturity: 10 years	Euro area (EA11-1999, EA12-2001, EA13-2007, EA15-2008, EA16-2009, EA17-2011, EA18-2014, EA19-2015, EA20-2023)	5.20765	5.17056	5.06392	4.75177	4.58669	4.4316	4.66631	4.5628	4.43398	4.25942	4.29541	4.25316	4.02657	3.9731	4.14664	3.98517	3.88725	4.01175	4.13023	4.46636	4.60435	4.60433	4.58732	4.4336	4.18536	4.08344	4.00798	4.0525	4.28806	4.30145	4.25388	4.45008	4.53757	4.83813	4.78983	4.74923	4.79214	4.80407	4.78515	4.88971	4.90469	5.07309	5.15281	5.09128	5.04348	5.08382	5.14537	5.07307	5.16627	5.04335	5.13158	4.68898	5.17846	5.31776	5.43797	5.50931	5.66255	5.76882	5.72366	5.37099	5.49449	5.45782	5.46389	5.40894	5.47762	5.49226	5.44761	5.48005	5.48425	5.47134	5.41568	5.07257	5.07168	5.0067	5.08683	5.27271	5.33576	5.42766	5.39091	5.36635	5.17882	5.23898	5.35923	5.23906	5.33147	5.50974	6.0217	5.62509	5.6859	5.29426	5.09295	5.1819	4.9835	5.02482	5.09173
Monthly	Instantaneous forward yield curve	All euro area central government bonds	Maturity: 11 years	Euro area (EA11-1999, EA12-2001, EA13-2007, EA15-2008, EA16-2009, EA17-2011, EA18-2014, EA19-2015, EA20-2023)	5.2657	5.22872	5.11787	4.8154	4.64553	4.47506	4.7107	4.62115	4.48357	4.30452	4.35183	4.31107	4.09472	4.03236	4.17856	4.02212	3.92748	4.05184	4.16495	4.49715	4.6485	4.65563	4.63494	4.47167	4.22945	4.11085	4.03766	4.08359	4.31179	4.33043	4.29338	4.49502	4.58014	4.87764	4.82365	4.78525	4.8386	4.8513	4.83368	4.93193	4.96096	5.12081	5.24291	5.18669	5.12753	5.12025	5.19417	5.13496	5.23294	5.0654	5.16923	4.71116	5.2155	5.33695	5.48849	5.54601	5.68325	5.78028	5.75877	5.42749	5.55688	5.51742	5.52293	5.46842	5.53775	5.52814	5.43681	5.46954	5.52226	5.49149	5.42627	5.05368	5.06815	5.05105	5.10357	5.2773	5.33967	5.4348	5.40725	5.37777	5.1856	5.25147	5.36562	5.25416	5.36271	5.53096	6.04886	5.64367	5.71223	5.32058	5.10426	5.19522	4.99563	5.03635	5.12058
Monthly	Instantaneous forward yield curve	All euro area central government bonds	Maturity: 12 years	Euro area (EA11-1999, EA12-2001, EA13-2007, EA15-2008, EA16-2009, EA17-2011, EA18-2014, EA19-2015, EA20-2023)	5.30766	5.26874	5.15127	4.85988	4.68576	4.50263	4.73813	4.65963	4.5112	4.33045	4.3858	4.34659	4.14262	4.0818	4.2002	4.04699	3.95579	4.08073	4.18947	4.51805	4.67946	4.69244	4.66869	4.49777	4.26316	4.13079	4.06019	4.10795	4.3294	4.35265	4.32443	4.53159	4.61538	4.90908	4.85018	4.81226	4.87395	4.88711	4.86857	4.96146	5.00136	5.15044	5.30388	5.25856	5.19641	5.14768	5.23002	5.18004	5.28272	5.08136	5.19531	4.71906	5.23239	5.33621	5.50809	5.54747	5.66782	5.75833	5.75272	5.44913	5.58198	5.53787	5.54184	5.48757	5.55805	5.52102	5.3874	5.41511	5.506	5.46298	5.38203	4.9849	5.02024	5.05916	5.08587	5.26158	5.32595	5.42736	5.41576	5.38365	5.18879	5.25789	5.36861	5.26167	5.3793	5.54143	6.06265	5.65269	5.72639	5.33374	5.10958	5.2015	5.00124	5.04153	5.13561
Monthly	Instantaneous forward yield curve	All euro area central government bonds	Maturity: 13 years	Euro area (EA11-1999, EA12-2001, EA13-2007, EA15-2008, EA16-2009, EA17-2011, EA18-2014, EA19-2015, EA20-2023)	5.33739	5.29521	5.16951	4.88966	4.71134	4.51786	4.75253	4.68255	4.52199	4.3421	4.4021	4.36404	4.17365	4.12314	4.21506	4.06348	3.97537	4.10115	4.20645	4.532	4.70082	4.71841	4.69224	4.51546	4.28861	4.14514	4.07709	4.1268	4.34232	4.36949	4.34853	4.56092	4.64411	4.93376	4.87071	4.83226	4.90044	4.91382	4.89333	4.98186	5.03004	5.16769	5.34134	5.30869	5.25046	5.16841	5.2558	5.21228	5.31944	5.09293	5.21332	4.71529	5.23201	5.3192	5.50076	5.51868	5.62244	5.70937	5.71188	5.44071	5.57512	5.52474	5.52644	5.47228	5.54429	5.47791	5.31072	5.32847	5.44471	5.39444	5.29275	4.8785	4.93935	5.04045	5.04231	5.23238	5.3004	5.41069	5.42013	5.38664	5.19026	5.26117	5.37003	5.26535	5.38796	5.5465	6.06953	5.657	5.73395	5.33926	5.11204	5.20441	5.00379	5.04381	5.14331
Monthly	Instantaneous forward yield curve	All euro area central government bonds	Maturity: 14 years	Euro area (EA11-1999, EA12-2001, EA13-2007, EA15-2008, EA16-2009, EA17-2011, EA18-2014, EA19-2015, EA20-2023)	5.35789	5.31168	5.17677	4.9083	4.72559	4.52369	4.7571	4.69351	4.52013	4.34325	4.40477	4.36721	4.19091	4.15779	4.22552	4.07428	3.98874	4.11537	4.21804	4.5412	4.71538	4.7365	4.70849	4.52732	4.30763	4.15537	4.08965	4.14123	4.3517	4.38211	4.36703	4.5842	4.66728	4.95292	4.88644	4.84695	4.92005	4.9335	4.91072	4.9958	5.05024	5.17676	5.36032	5.33925	5.29039	5.18426	5.27402	5.23501	5.34626	5.10133	5.22571	4.70195	5.2168	5.28889	5.47011	5.46412	5.55248	5.63885	5.64182	5.40649	5.54105	5.48298	5.48189	5.42776	5.50162	5.40493	5.21592	5.21931	5.34683	5.29355	5.16733	4.74508	4.83512	5.00269	4.98011	5.19489	5.26735	5.38849	5.42235	5.38815	5.19093	5.26282	5.3707	5.26714	5.39241	5.54893	6.07292	5.65902	5.73798	5.34043	5.11316	5.20574	5.00493	5.0448	5.14719
Monthly	Instantaneous forward yield curve	All euro area central government bonds	Maturity: 15 years	Euro area (EA11-1999, EA12-2001, EA13-2007, EA15-2008, EA16-2009, EA17-2011, EA18-2014, EA19-2015, EA20-2023)	5.37148	5.32083	5.17626	4.91862	4.73124	4.5225	4.75439	4.69545	4.50903	4.33681	4.39714	4.35936	4.19711	4.18692	4.23315	4.08129	3.99777	4.12516	4.22586	4.54719	4.72521	4.74898	4.71961	4.53522	4.32173	4.16261	4.09889	4.15219	4.35846	4.39151	4.38113	4.60249	4.68578	4.96767	4.8984	4.85766	4.93442	4.94785	4.92282	5.00526	5.06436	5.18059	5.36517	5.35257	5.31712	5.19656	5.28672	5.25085	5.36572	5.10745	5.23422	4.68077	5.18891	5.24774	5.41937	5.38774	5.46257	5.55138	5.5475	5.35029	5.48395	5.41699	5.41277	5.35863	5.43456	5.30744	5.11022	5.09545	5.21991	5.16715	5.01372	4.59354	4.71555	4.95209	4.90521	5.15296	5.23003	5.36331	5.42346	5.38891	5.19124	5.26366	5.37102	5.26801	5.39467	5.55008	6.07458	5.65995	5.74013	5.3392	5.11367	5.20634	5.00544	5.04522	5.14913
Monthly	Instantaneous forward yield curve	All euro area central government bonds	Maturity: 16 years	Euro area (EA11-1999, EA12-2001, EA13-2007, EA15-2008, EA16-2009, EA17-2011, EA18-2014, EA19-2015, EA20-2023)	5.37995	5.32471	5.17045	4.92284	4.73051	4.51621	4.74647	4.69076	4.49138	4.32502	4.38193	4.34323	4.19459	4.21147	4.23898	4.0858	4.00382	4.13182	4.23107	4.55107	4.73179	4.75751	4.72715	4.54046	4.33211	4.1677	4.10566	4.16046	4.3633	4.39846	4.39179	4.61677	4.70045	4.97894	4.90742	4.86543	4.94487	4.95823	4.93118	5.01164	5.07419	5.18123	5.35952	5.35098	5.33168	5.20626	5.29548	5.26176	5.37974	5.11189	5.24005	4.65317	5.15017	5.19781	5.35144	5.29308	5.35672	5.45091	5.43322	5.27549	5.40755	5.33067	5.3231	5.26897	5.34714	5.19009	4.99918	4.96312	5.07063	5.02119	4.83893	4.43118	4.58711	4.89355	4.82243	5.10937	5.19077	5.33686	5.42401	5.38928	5.19137	5.26408	5.37118	5.26842	5.39581	5.55061	6.07538	5.66038	5.74128	5.33675	5.11389	5.2066	5.00566	5.0454	5.15008
Monthly	Instantaneous forward yield curve	All euro area central government bonds	Maturity: 17 years	Euro area (EA11-1999, EA12-2001, EA13-2007, EA15-2008, EA16-2009, EA17-2011, EA18-2014, EA19-2015, EA20-2023)	5.38467	5.32486	5.16115	4.92266	4.72517	4.50634	4.73493	4.68133	4.46932	4.30955	4.36133	4.32109	4.18536	4.23222	4.24366	4.08869	4.00784	4.13632	4.23453	4.55357	4.73616	4.7633	4.73225	4.54391	4.33972	4.17126	4.11058	4.16666	4.36675	4.40356	4.3998	4.62784	4.71199	4.9875	4.91419	4.87103	4.95242	4.96568	4.93693	5.01591	5.08099	5.18004	5.34631	5.33673	5.33522	5.21404	5.30147	5.26923	5.3898	5.11514	5.24404	4.62034	5.10221	5.14083	5.26892	5.18323	5.23837	5.34075	5.30277	5.18511	5.31512	5.22745	5.21645	5.16237	5.24288	5.05692	4.88702	4.82714	4.9048	4.86087	4.64898	4.26388	4.45488	4.83081	4.73557	5.06608	5.15124	5.31035	5.42428	5.38947	5.19144	5.26429	5.37126	5.26861	5.39637	5.55086	6.07577	5.66058	5.74189	5.33378	5.11399	5.20672	5.00575	5.04548	5.15055
Monthly	Instantaneous forward yield curve	All euro area central government bonds	Maturity: 18 years	Euro area (EA11-1999, EA12-2001, EA13-2007, EA15-2008, EA16-2009, EA17-2011, EA18-2014, EA19-2015, EA20-2023)	5.38669	5.32244	5.14974	4.91941	4.71662	4.49411	4.72104	4.66864	4.44449	4.29171	4.33708	4.29478	4.17108	4.24983	4.24758	4.09054	4.0105	4.13933	4.2368	4.55516	4.73906	4.76722	4.73567	4.54618	4.34525	4.17375	4.11414	4.17129	4.36919	4.40729	4.40578	4.63638	4.72103	4.99397	4.91925	4.87506	4.95785	4.971	4.94086	5.01876	5.08567	5.17791	5.32792	5.31192	5.32887	5.22035	5.30553	5.2743	5.397	5.1175	5.24677	4.58328	5.04649	5.07827	5.17413	5.06097	5.11049	5.22367	5.15946	5.08181	5.20957	5.11038	5.09596	5.04198	5.12491	4.91144	4.7768	4.69119	4.72741	4.6906	4.44904	4.09622	4.32278	4.76669	4.64761	5.02442	5.11262	5.28455	5.42441	5.38956	5.19146	5.26439	5.3713	5.26871	5.39666	5.55098	6.07595	5.66067	5.74222	5.33071	5.11404	5.20678	5.00579	5.04551	5.15078


CREATE TABLE raw (
  "freq" VARCHAR,
  "yld_curv" VARCHAR,
  "bonds" VARCHAR,
  "maturity" VARCHAR,
  "geo" VARCHAR,
  "n_2004_09" DOUBLE,
  "n_2004_10" DOUBLE,
  "n_2004_11" DOUBLE,
  "n_2004_12" DOUBLE,
  "n_2005_01" DOUBLE,
  "n_2005_02" DOUBLE,
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  "n_2006_06" DOUBLE,
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  "n_2007_01" DOUBLE,
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  "n_2008_01" DOUBLE,
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  "n_2008_04" DOUBLE,
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  "n_2009_01" DOUBLE,
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  "n_2010_01" DOUBLE,
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  "n_2011_01" DOUBLE,
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);