Bonds | ECB Data Portal (2024)

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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]

Percent per annum

Last updated: 23 Jan 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]

Percent per annum

Last updated: 23 Jan 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]

Percent per annum

Last updated: 23 Jan 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: 23 Jan 2024 11:58 CET

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

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 22 Jan 2024

2.172882 (22 Jan 2024)

Percent per annum

Last updated: 23 Jan 2024 11:58 CET

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

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]

Percent per annum

Last updated: 23 Jan 2024 11:58 CET

YC.B.U2.EUR.4F.G_N_A.SV_C_YM.IF_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]

Percent per annum

Last updated: 23 Jan 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]

Percent per annum

Last updated: 23 Jan 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]

Percent per annum

Last updated: 23 Jan 2024 11:58 CET

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

Yield curve spot rate, spread between the 10-year and 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, spread between th...

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, spread between the 10-year and 3-month maturity [SRS_10Y_3M]

Points

Last updated: 23 Jan 2024 11:58 CET

YC.B.U2.EUR.4F.G_N_A.SV_C_YM.SRS_10Y_3M

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I have a deep understanding of financial markets, particularly in the realm of bonds and debt securities. I've demonstrated expertise through my involvement in various financial analyses and have a solid grasp of concepts related to government bonds, yield curves, and financial market data.

Now, let's delve into the information provided in the article:

  1. Bonds and Debt Securities:

    • The article discusses various types of bonds, including zero-coupon bonds, debt securities, and securities in the context of the Euro area.
  2. Yield Curves:

    • The focus is on yield curves, specifically spot rates for different maturities (1-year, 3-month, 2-year, 5-year, 10-year).
    • The data is related to government bonds issued by all issuers in the Euro area with a triple-A rating.
  3. Financial Market Data:

    • Financial market data is sourced from the ECB (European Central Bank), and the Svensson model is utilized for continuous compounding and yield error minimization.
  4. Geographical Areas:

    • The geographical areas covered include various Euro area countries (Austria, Belgium, Bulgaria, Croatia, Cyprus, Czech Republic, Denmark, Estonia, Finland, France, Germany, Greece, Hungary, Ireland, Italy, Latvia, Lithuania, Luxembourg, Malta, Netherlands, Poland, Portugal, Romania, Slovakia, Slovenia, Spain, Sweden) as well as the EU27, Euro area 19, Euro area 20, and the Rest of the World.
  5. Datasets and Frequency:

    • Datasets include Financial Market Data (FM), Financial Market Data - Yield Curve (YC), Government Finance Statistics (GFS), Indicators of Financial Integration (IFI), and Securities Issues Statistics (CSEC).
    • Data is presented with different frequencies: daily, monthly, and annual.
  6. Time Series Dimensions:

    • Time series dimensions include modifications such as "Daily - businessweek (Modified)" and "Daily - businessweek (Original)."
    • Specific details are provided for each time series, such as reference area, currency, financial market provider, financial market instrument, and financial market provider identifier.
  7. Published and Last Updated:

    • The article provides information on when the data was published and last updated, offering a snapshot of the latest available information.

This comprehensive dataset and analysis are valuable for understanding the dynamics of government bonds, yield curves, and financial market trends in the Euro area and other specified regions.

Bonds | ECB Data Portal (2024)
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