Marché financier, taux
Data - BDF
Info
Data on interest rates
source | dataset | .html | .RData |
---|---|---|---|
bdf | FM | 2024-11-22 | 2024-11-22 |
bdf | MIR | 2024-07-26 | 2024-07-01 |
bdf | MIR1 | 2024-11-19 | 2024-11-19 |
bis | CBPOL_D | 2024-11-22 | 2024-05-10 |
bis | CBPOL_M | 2024-11-22 | 2024-04-19 |
ecb | FM | 2024-11-22 | 2024-11-22 |
ecb | MIR | 2024-06-19 | 2024-11-22 |
eurostat | ei_mfir_m | 2024-11-22 | 2024-11-22 |
eurostat | irt_lt_mcby_d | 2024-11-22 | 2024-11-22 |
eurostat | irt_st_m | 2024-11-22 | 2024-11-22 |
fred | r | 2024-11-22 | 2024-11-22 |
oecd | MEI | 2024-04-16 | 2024-06-30 |
oecd | MEI_FIN | 2024-09-15 | 2024-11-22 |
wdi | FR.INR.RINR | 2024-11-22 | 2024-11-22 |
LAST_COMPILE
LAST_COMPILE |
---|
2024-11-22 |
Last
date | Nobs |
---|---|
2024-11-21 | 17 |
FREQ Frequency
Code
%>%
FM left_join(FM_var, by = "variable") %>%
left_join(FREQ, by = "FREQ") %>%
group_by(FREQ, Freq) %>%
summarise(Nobs = n()) %>%
arrange(-Nobs) %>%
print_table_conditional()
FREQ | Freq | Nobs |
---|---|---|
D | Daily | 171111 |
M | Monthly | 9368 |
NA | NA | 239 |
INSTRUMENT_FM
Code
%>%
FM left_join(FM_var, by = "variable") %>%
left_join(INSTRUMENT_FM, by = "INSTRUMENT_FM") %>%
group_by(INSTRUMENT_FM, Instrument_fm) %>%
summarise(Nobs = n()) %>%
arrange(-Nobs) %>%
print_table_conditional()
INSTRUMENT_FM | Instrument_fm | Nobs |
---|---|---|
BB | Benchmark bond | 78961 |
MR | Money market rates | 36615 |
KR | Key ECB interest rate | 29238 |
MM | Money Market | 15833 |
TR | Reference rate | 12722 |
LIR | NA | 6938 |
NA | NA | 239 |
MF | Money market funds | 172 |
PROVIDER_FM
Code
%>%
FM left_join(FM_var, by = "variable") %>%
left_join(PROVIDER_FM, by = "PROVIDER_FM") %>%
group_by(PROVIDER_FM, Provider_fm) %>%
summarise(Nobs = n()) %>%
arrange(-Nobs) %>%
print_table_conditional()
PROVIDER_FM | Provider_fm | Nobs |
---|---|---|
FR2 | Banque de France | 150779 |
4F | ECB | 29238 |
FR6 | Caisse des Depots et Consignations | 462 |
NA | NA | 239 |
PROVIDER_FM_ID
Code
%>%
FM left_join(FM_var, by = "variable") %>%
left_join(PROVIDER_FM_ID, by = "PROVIDER_FM_ID") %>%
group_by(PROVIDER_FM_ID, Provider_fm_id) %>%
summarise(Nobs = n()) %>%
arrange(-Nobs) %>%
print_table_conditional()
Taux d’intérêt
BCE - Facilité de dépôt, refinancements
All
Code
%>%
FM filter(grepl("FM.D.U2.EUR.4F.KR.MRR_FR.LEV", variable) |
grepl("FM.D.U2.EUR.4F.KR.MLFR.LEV", variable) |
grepl("FM.D.U2.EUR.4F.KR.DFR.LEV", variable)) %>%
left_join(variable, by = "variable") %>%
+ geom_line(aes(x = date, y = value/100, color = Variable)) +
ggplot
theme_minimal() + xlab("") + ylab("Taux d'intérêt (%)") +
scale_x_date(breaks = as.Date(paste0(seq(1960,2100, 5), "-01-01")),
labels = date_format("%Y")) +
theme(legend.position = c(0.35, 0.1),
legend.title = element_blank(),
legend.direction = "vertical") +
scale_y_continuous(breaks = 0.01*seq(-10, 100, 1),
labels = percent_format(accuracy = 1))
2022-
Code
%>%
FM filter(grepl("FM.D.U2.EUR.4F.KR.MRR_FR.LEV", variable) |
grepl("FM.D.U2.EUR.4F.KR.MLFR.LEV", variable) |
grepl("FM.D.U2.EUR.4F.KR.DFR.LEV", variable)) %>%
filter(date >= as.Date("2022-01-01")) %>%
left_join(variable, by = "variable") %>%
+ geom_line(aes(x = date, y = value/100, color = Variable)) +
ggplot
theme_minimal() + xlab("") + ylab("Taux d'intérêt (%)") +
scale_x_date(breaks = "1 month",
labels = date_format("%b %Y")) +
theme(legend.position = c(0.3, 0.9),
legend.title = element_blank(),
legend.direction = "vertical",
axis.text.x = element_text(angle = 45, vjust = 1, hjust = 1)) +
scale_y_continuous(breaks = 0.01*seq(-10, 100, 1),
labels = percent_format(accuracy = 1))
Bons du Trésor
30 ans, 10 ans, 1 mois
Tous
Code
%>%
FM left_join(FM_var, by = "variable") %>%
filter(PROVIDER_FM_ID %in% c("FRMOYTEC30", "FRMOYTEC10"),
>= as.Date("2018-01-01"),
date == "D") %>%
FREQ #select_if(function(col) length(unique(col)) > 1) %>%
+ geom_line(aes(x = date, y = value/100, color = Variable)) +
ggplot
theme_minimal() + xlab("") + ylab("Taux d'intérêt (%)") +
scale_x_date(breaks = as.Date(paste0(seq(1960,2100, 1), "-01-01")),
labels = date_format("%Y")) +
theme(legend.position = c(0.2, 0.9),
legend.title = element_blank(),
legend.direction = "vertical") +
scale_y_continuous(breaks = 0.01*seq(-10, 100, .2),
labels = percent_format(accuracy = .1)) +
geom_hline(yintercept = 0, linetype = "dashed")
30 ans
Tous
Code
%>%
FM left_join(FM_var, by = "variable") %>%
filter(PROVIDER_FM_ID %in% c("FRMOYTEC30"),
>= as.Date("2018-01-01"),
date == "D") %>%
FREQ #select_if(function(col) length(unique(col)) > 1) %>%
+ geom_line(aes(x = date, y = value/100, color = Variable)) +
ggplot
theme_minimal() + xlab("") + ylab("Taux d'intérêt (%)") +
scale_x_date(breaks = as.Date(paste0(seq(1960,2100, 1), "-01-01")),
labels = date_format("%Y")) +
theme(legend.position = c(0.2, 0.9),
legend.title = element_blank(),
legend.direction = "vertical") +
scale_y_continuous(breaks = 0.01*seq(-10, 100, .2),
labels = percent_format(accuracy = .1)) +
geom_hline(yintercept = 0, linetype = "dashed")
30 ans, 10 ans, 5 ans
Tous
Code
%>%
FM left_join(FM_var, by = "variable") %>%
filter(PROVIDER_FM_ID %in% c("FRMOYTEC10", "FRMOYTEC5", "FRMOYTEC30"),
>= as.Date("2018-01-01"),
date == "D") %>%
FREQ select_if(function(col) length(unique(col)) > 1) %>%
+ geom_line(aes(x = date, y = value/100, color = Variable)) +
ggplot
theme_minimal() + xlab("") + ylab("Taux d'intérêt (%)") +
scale_x_date(breaks = as.Date(paste0(seq(1960,2100, 1), "-01-01")),
labels = date_format("%Y")) +
theme(legend.position = c(0.2, 0.9),
legend.title = element_blank(),
legend.direction = "vertical") +
scale_y_continuous(breaks = 0.01*seq(-10, 100, .2),
labels = percent_format(accuracy = .1)) +
geom_hline(yintercept = 0, linetype = "dashed")
March 2020-
Code
%>%
FM left_join(FM_var, by = "variable") %>%
filter(PROVIDER_FM_ID %in% c("FRMOYTEC10", "FRMOYTEC5", "FRMOYTEC30"),
>= as.Date("2020-01-01"),
date == "D") %>%
FREQ + geom_line(aes(x = date, y = value/100, color = Variable)) +
ggplot
theme_minimal() + xlab("") + ylab("Taux d'intérêt (%)") +
scale_x_date(breaks = "3 months",
labels = date_format("%b %y")) +
theme(legend.position = c(0.2, 0.9),
legend.title = element_blank(),
legend.direction = "vertical",
axis.text.x = element_text(angle = 45, vjust = 1, hjust = 1)) +
scale_y_continuous(breaks = 0.01*seq(-10, 100, .2),
labels = percent_format(accuracy = .1)) +
geom_hline(yintercept = 0, linetype = "dashed")
2021-
Code
%>%
FM left_join(FM_var, by = "variable") %>%
filter(PROVIDER_FM_ID %in% c("FRMOYTEC10", "FRMOYTEC5", "FRMOYTEC30"),
>= as.Date("2021-01-01"),
date == "D") %>%
FREQ arrange(desc(date)) %>%
+ geom_line(aes(x = date, y = value/100, color = Variable)) +
ggplot
theme_minimal() + xlab("") + ylab("Taux d'intérêt (%)") +
scale_x_date(breaks = "2 months",
labels = date_format("%b %y")) +
theme(legend.position = c(0.2, 0.9),
legend.title = element_blank(),
legend.direction = "vertical",
axis.text.x = element_text(angle = 45, vjust = 1, hjust = 1)) +
scale_y_continuous(breaks = 0.01*seq(-10, 100, .2),
labels = percent_format(accuracy = .1)) +
geom_hline(yintercept = 0, linetype = "dashed")
2 years
Code
%>%
FM left_join(FM_var, by = "variable") %>%
filter(PROVIDER_FM_ID %in% c("FRMOYTEC10", "FRMOYTEC5", "FRMOYTEC30"),
>= Sys.Date() - years(2),
date == "D") %>%
FREQ arrange(desc(date)) %>%
+ geom_line(aes(x = date, y = value/100, color = Variable)) +
ggplot
theme_minimal() + xlab("") + ylab("Taux d'intérêt (%)") +
scale_x_date(breaks = "1 month",
labels = date_format("%b %y")) +
theme(legend.position = c(0.2, 0.9),
legend.title = element_blank(),
legend.direction = "vertical",
axis.text.x = element_text(angle = 45, vjust = 1, hjust = 1)) +
scale_y_continuous(breaks = 0.01*seq(-10, 100, .5),
labels = percent_format(accuracy = .1)) +
geom_hline(yintercept = 0, linetype = "dashed")
1 an, 5 ans, 10 ans
Tous
Code
%>%
FM left_join(FM_var, by = "variable") %>%
filter(PROVIDER_FM_ID %in% c("FRMOYTEC10", "FRMOYTEC5", "FRMOYTEC1"),
>= as.Date("2018-01-01"),
date == "D") %>%
FREQ select_if(function(col) length(unique(col)) > 1) %>%
+ geom_line(aes(x = date, y = value/100, color = Variable)) +
ggplot
theme_minimal() + xlab("") + ylab("Taux d'intérêt (%)") +
scale_x_date(breaks = as.Date(paste0(seq(1960, 2030, 1), "-01-01")),
labels = date_format("%Y")) +
theme(legend.position = c(0.35, 0.9),
legend.title = element_blank(),
legend.direction = "vertical") +
scale_y_continuous(breaks = 0.01*seq(-10, 100, .2),
labels = percent_format(accuracy = .1)) +
geom_hline(yintercept = 0, linetype = "dashed")
March 2020-
Code
%>%
FM left_join(FM_var, by = "variable") %>%
filter(PROVIDER_FM_ID %in% c("FRMOYTEC10", "FRMOYTEC5", "FRMOYTEC1"),
>= as.Date("2020-03-01"),
date == "D") %>%
FREQ + geom_line(aes(x = date, y = value/100, color = Variable)) +
ggplot
theme_minimal() + xlab("") + ylab("Taux d'intérêt (%)") +
scale_x_date(breaks = "3 months",
labels = date_format("%b %y")) +
theme(legend.position = c(0.3, 0.9),
legend.title = element_blank(),
legend.direction = "vertical",
axis.text.x = element_text(angle = 45, vjust = 1, hjust = 1)) +
scale_y_continuous(breaks = 0.01*seq(-10, 100, .2),
labels = percent_format(accuracy = .1)) +
geom_hline(yintercept = 0, linetype = "dashed")
2021-
Code
%>%
FM left_join(FM_var, by = "variable") %>%
filter(PROVIDER_FM_ID %in% c("FRMOYTEC10", "FRMOYTEC5", "FRMOYTEC1"),
>= as.Date("2021-01-01"),
date == "D") %>%
FREQ arrange(desc(date)) %>%
+ geom_line(aes(x = date, y = value/100, color = Variable)) +
ggplot
theme_minimal() + xlab("") + ylab("Taux d'intérêt (%)") +
scale_x_date(breaks = "2 months",
labels = date_format("%b %y")) +
theme(legend.position = c(0.3, 0.9),
legend.title = element_blank(),
legend.direction = "vertical",
axis.text.x = element_text(angle = 45, vjust = 1, hjust = 1)) +
scale_y_continuous(breaks = 0.01*seq(-10, 100, .2),
labels = percent_format(accuracy = .1)) +
geom_hline(yintercept = 0, linetype = "dashed")
2 years
Code
%>%
FM left_join(FM_var, by = "variable") %>%
filter(PROVIDER_FM_ID %in% c("FRMOYTEC10", "FRMOYTEC5", "FRMOYTEC1"),
>= Sys.Date() - years(2),
date == "D") %>%
FREQ arrange(desc(date)) %>%
+ geom_line(aes(x = date, y = value/100, color = Variable)) +
ggplot
theme_minimal() + xlab("") + ylab("Taux d'intérêt (%)") +
scale_x_date(breaks = "1 month",
labels = date_format("%b %y")) +
theme(legend.position = c(0.25, 0.9),
legend.title = element_blank(),
legend.direction = "vertical",
axis.text.x = element_text(angle = 45, vjust = 1, hjust = 1)) +
scale_y_continuous(breaks = 0.01*seq(-10, 100, .5),
labels = percent_format(accuracy = .1)) +
geom_hline(yintercept = 0, linetype = "dashed")