Financial market data - yield curve - Published series - YC_PUB

Data - ECB

Author

François Geerolf

Info

Last observation: B: 2026-08-13 (N = 10)

First observation: B: 2004-09-06 (N = 10)

Last data update: 17 aoû 2026, 04:01. Last compile: 18 aoû 2026, 01:56

Structure

Government bond, nominal, all issuers whose rating is triple A

1 year, 10 year

Code 
YC_PUB |>
  filter(DATA_TYPE_FM %in% c("SR_10Y", "SR_1Y")) %>%
  select_if(~ n_distinct(.) > 1) |>
  rename(date = TIME_PERIOD) |>
  arrange(desc(date)) |>
  ggplot() + geom_line(aes(x = date, y = OBS_VALUE/100, color = Data_type_fm)) +
  theme_minimal() + xlab("") + ylab("Interest rates") +
  scale_x_date(breaks = seq(1960, 2100, 2) |> paste0("-01-01") |> as.Date(),
               labels = date_format("%Y")) +
  scale_y_continuous(breaks = 0.01*seq(-10, 50, 0.5),
                     labels = percent_format(accuracy = .1)) +
  theme(legend.position = c(0.6, 0.9),
        legend.title = element_blank())

2 years, 5 years, 7 years

Code 
YC_PUB |>
  filter(DATA_TYPE_FM %in% c("SR_2Y", "SR_5Y", "SR_7Y")) %>%
  select_if(~ n_distinct(.) > 1) |>
  rename(date = TIME_PERIOD) |>
  arrange(desc(date)) |>
  ggplot() + geom_line(aes(x = date, y = OBS_VALUE/100, color = Data_type_fm)) +
  theme_minimal() + xlab("") + ylab("2-year rates") +
  scale_x_date(breaks = seq(1960, 2100, 2) |> paste0("-01-01") |> as.Date(),
               labels = date_format("%Y")) +
  scale_y_continuous(breaks = 0.01*seq(-10, 50, 0.5),
                     labels = percent_format(accuracy = .1)) +
  theme(legend.position = c(0.6, 0.9),
        legend.title = element_blank())