Euro Yield Curves - Quarterly Data

Eurostat code: irt_h_euryld_q · (1999-Q1 - 2005-Q2)

@eurostat.irt_h_euryld_q

Table List

2 tables(56.7 KB)

Euro Yield Curves - Quarterly Data - Raw

Euro Yield Curves - Quarterly Data - Unpivoted

Euro Yield Curves - Quarterly Data - Raw

@eurostat.irt_h_euryld_q.raw

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

39.2 KB
180 rows
30 columns

freq Freq	yld_curv Yld Curv	maturity Maturity	geo Geo	n_1999_q1 1999-Q1	n_1999_q2 1999-Q2	n_1999_q3 1999-Q3	n_1999_q4 1999-Q4	n_2000_q1 2000-Q1	n_2000_q2 2000-Q2	n_2000_q3 2000-Q3	n_2000_q4 2000-Q4	n_2001_q1 2001-Q1	n_2001_q2 2001-Q2	n_2001_q3 2001-Q3	n_2001_q4 2001-Q4	n_2002_q1 2002-Q1	n_2002_q2 2002-Q2	n_2002_q3 2002-Q3	n_2002_q4 2002-Q4	n_2003_q1 2003-Q1	n_2003_q2 2003-Q2	n_2003_q3 2003-Q3	n_2003_q4 2003-Q4	n_2004_q1 2004-Q1	n_2004_q2 2004-Q2	n_2004_q3 2004-Q3	n_2004_q4 2004-Q4	n_2005_q1 2005-Q1	n_2005_q2 2005-Q2
Quarterly	Par yield curve	Maturity: 1 year	Euro area (EA11-1999, EA12-2001, EA13-2007, EA15-2008, EA16-2009, EA17-2011, EA18-2014, EA19-2015, EA20-2023)	3.046	2.698	3.068	3.581	4.014	4.62	5.098	5.039	4.477	4.378	4.003	3.234	3.568	3.817	3.344	2.89	2.42	2.12	2.126	2.272	2.027	2.202	2.244	2.209	2.213	2.06
Quarterly	Par yield curve	Maturity: 1 year	European Union - 15 countries (1995-2004)	3.039	2.695	3.066	3.582	4.015	4.621	5.098	5.039	4.477	4.378	4.004	3.235	3.568	3.817	3.344	2.89	2.421	2.12	2.126	2.272	2.027	2.202	2.245	2.21	2.214	2.061
Quarterly	Par yield curve	Maturity: 1 year	European Union - 25 countries (2004-2006)																			2.165	2.28		2.269
Quarterly	Par yield curve	Maturity: 10 years	Euro area (EA11-1999, EA12-2001, EA13-2007, EA15-2008, EA16-2009, EA17-2011, EA18-2014, EA19-2015, EA20-2023)	4.053	4.285	5.067	5.337	5.619	5.462	5.463	5.336	5.013	5.225	5.141	4.828	5.15	5.281	4.79	4.579	4.159	3.961	4.163	4.377	4.15	4.336	4.183	3.833	3.626	3.373
Quarterly	Par yield curve	Maturity: 10 years	European Union - 15 countries (1995-2004)	4.055	4.286	5.069	5.34	5.622	5.466	5.467	5.341	5.014	5.225	5.141	4.829	5.15	5.281	4.79	4.579	4.16	3.961	4.163	4.377	4.15	4.336	4.183	3.833	3.626	3.373
Quarterly	Par yield curve	Maturity: 10 years	European Union - 25 countries (2004-2006)																			4.206	4.388		4.399
Quarterly	Par yield curve	Maturity: 11 years	Euro area (EA11-1999, EA12-2001, EA13-2007, EA15-2008, EA16-2009, EA17-2011, EA18-2014, EA19-2015, EA20-2023)	4.137	4.39	5.153	5.414	5.675	5.499	5.488	5.38	5.076	5.292	5.218	4.903	5.203	5.335	4.858	4.666	4.26	4.07	4.262	4.468	4.255	4.43	4.269	3.919	3.698	3.453
Quarterly	Par yield curve	Maturity: 11 years	European Union - 15 countries (1995-2004)	4.139	4.391	5.154	5.416	5.678	5.503	5.492	5.384	5.076	5.292	5.218	4.904	5.203	5.335	4.858	4.666	4.26	4.07	4.262	4.468	4.255	4.43	4.269	3.919	3.699	3.453
Quarterly	Par yield curve	Maturity: 11 years	European Union - 25 countries (2004-2006)																			4.302	4.479		4.489
Quarterly	Par yield curve	Maturity: 12 years	Euro area (EA11-1999, EA12-2001, EA13-2007, EA15-2008, EA16-2009, EA17-2011, EA18-2014, EA19-2015, EA20-2023)	4.212	4.482	5.229	5.483	5.724	5.532	5.511	5.421	5.134	5.351	5.284	4.966	5.248	5.382	4.916	4.74	4.344	4.165	4.349	4.548	4.347	4.51	4.342	3.992	3.761	3.523


CREATE TABLE raw (
  "freq" VARCHAR,
  "yld_curv" VARCHAR,
  "maturity" VARCHAR,
  "geo" VARCHAR,
  "n_1999_q1" DOUBLE,
  "n_1999_q2" DOUBLE,
  "n_1999_q3" DOUBLE,
  "n_1999_q4" DOUBLE,
  "n_2000_q1" DOUBLE,
  "n_2000_q2" DOUBLE,
  "n_2000_q3" DOUBLE,
  "n_2000_q4" DOUBLE,
  "n_2001_q1" DOUBLE,
  "n_2001_q2" DOUBLE,
  "n_2001_q3" DOUBLE,
  "n_2001_q4" DOUBLE,
  "n_2002_q1" DOUBLE,
  "n_2002_q2" DOUBLE,
  "n_2002_q3" DOUBLE,
  "n_2002_q4" DOUBLE,
  "n_2003_q1" DOUBLE,
  "n_2003_q2" DOUBLE,
  "n_2003_q3" DOUBLE,
  "n_2003_q4" DOUBLE,
  "n_2004_q1" DOUBLE,
  "n_2004_q2" DOUBLE,
  "n_2004_q3" DOUBLE,
  "n_2004_q4" DOUBLE,
  "n_2005_q1" DOUBLE,
  "n_2005_q2" DOUBLE
);