Financial market data - yield curve - Published series
Data - ECB
Info
Data on monetary policy
| source | dataset | Title | .html | .rData |
|---|---|---|---|---|
| bdf | FM | Marché financier, taux | 2025-08-28 | 2025-08-28 |
| bdf | MIR | Taux d'intérêt - Zone euro | 2025-08-28 | 2025-08-04 |
| bdf | MIR1 | Taux d'intérêt - France | 2025-08-28 | 2025-08-04 |
| bis | CBPOL | Policy Rates, Daily | 2025-08-28 | 2025-08-28 |
| ecb | BSI | Balance Sheet Items | 2025-08-29 | 2025-08-29 |
| ecb | BSI_PUB | Balance Sheet Items - Published series | 2025-08-29 | 2025-08-29 |
| ecb | FM | Financial market data | 2025-08-29 | 2025-08-29 |
| ecb | ILM | Internal Liquidity Management | 2025-08-29 | 2025-08-29 |
| ecb | ILM_PUB | Internal Liquidity Management - Published series | 2025-08-29 | 2024-09-10 |
| ecb | MIR | MFI Interest Rate Statistics | 2025-08-29 | 2025-08-29 |
| ecb | RAI | Risk Assessment Indicators | 2025-08-29 | 2025-08-29 |
| ecb | SUP | Supervisory Banking Statistics | 2025-08-29 | 2025-08-29 |
| ecb | YC | Financial market data - yield curve | 2025-08-29 | 2025-08-29 |
| ecb | YC_PUB | Financial market data - yield curve - Published series | 2025-08-29 | 2025-08-29 |
| ecb | liq_daily | Daily Liquidity | 2025-08-29 | 2025-06-06 |
| eurostat | ei_mfir_m | Interest rates - monthly data | 2025-10-01 | 2025-09-26 |
| eurostat | irt_st_m | Money market interest rates - monthly data | 2025-10-01 | 2025-09-26 |
| fred | r | Interest Rates | 2025-10-02 | 2025-10-01 |
| oecd | MEI | Main Economic Indicators | 2024-04-16 | 2025-07-24 |
| oecd | MEI_FIN | Monthly Monetary and Financial Statistics (MEI) | 2024-09-15 | 2025-07-24 |
Data on interest rates
| source | dataset | Title | .html | .rData |
|---|---|---|---|---|
| bdf | FM | Marché financier, taux | 2025-08-28 | 2025-08-28 |
| bdf | MIR | Taux d'intérêt - Zone euro | 2025-08-28 | 2025-08-04 |
| bdf | MIR1 | Taux d'intérêt - France | 2025-08-28 | 2025-08-04 |
| bis | CBPOL_D | Policy Rates, Daily | 2025-08-28 | 2025-08-20 |
| bis | CBPOL_M | Policy Rates, Monthly | 2025-08-28 | 2024-04-19 |
| ecb | FM | Financial market data | 2025-08-29 | 2025-08-29 |
| ecb | MIR | MFI Interest Rate Statistics | 2025-08-29 | 2025-08-29 |
| eurostat | ei_mfir_m | Interest rates - monthly data | 2025-10-01 | 2025-09-26 |
| eurostat | irt_lt_mcby_d | EMU convergence criterion series - daily data | 2025-10-01 | 2025-07-24 |
| eurostat | irt_st_m | Money market interest rates - monthly data | 2025-10-01 | 2025-09-26 |
| fred | r | Interest Rates | 2025-10-02 | 2025-10-01 |
| oecd | MEI | Main Economic Indicators | 2024-04-16 | 2025-07-24 |
| oecd | MEI_FIN | Monthly Monetary and Financial Statistics (MEI) | 2024-09-15 | 2025-07-24 |
| wdi | FR.INR.DPST | Deposit interest rate (%) | 2022-09-27 | 2025-09-27 |
| wdi | FR.INR.LEND | Lending interest rate (%) | 2025-10-02 | 2025-09-27 |
| wdi | FR.INR.RINR | Real interest rate (%) | 2025-05-24 | 2025-09-27 |
Last
| TIME_PERIOD | FREQ | Nobs |
|---|---|---|
| 2025-08-27 | B | 10 |
TITLE
Code
YC_PUB %>%
group_by(TITLE) %>%
summarise(Nobs = n()) %>%
arrange(-Nobs) %>%
print_table_conditional| TITLE | Nobs |
|---|---|
| Yield curve instantaneous forward rate, 1-year maturity - Government bond, nominal, all issuers whose rating is triple A - Euro area (changing composition) | 5362 |
| Yield curve instantaneous forward rate, 10-year maturity - Government bond, nominal, all issuers whose rating is triple A - Euro area (changing composition) | 5362 |
| Yield curve instantaneous forward rate, 2-year maturity - Government bond, nominal, all issuers whose rating is triple A - Euro area (changing composition) | 5362 |
| Yield curve instantaneous forward rate, 5-year maturity - Government bond, nominal, all issuers whose rating is triple A - Euro area (changing composition) | 5362 |
| Yield curve spot rate, 1-year maturity - Government bond, nominal, all issuers whose rating is triple A - Euro area (changing composition) | 5362 |
| Yield curve spot rate, 10-year maturity - Government bond, nominal, all issuers whose rating is triple A - Euro area (changing composition) | 5362 |
| Yield curve spot rate, 2-year maturity - Government bond, nominal, all issuers whose rating is triple A - Euro area (changing composition) | 5362 |
| Yield curve spot rate, 3-month maturity - Government bond, nominal, all issuers whose rating is triple A - Euro area (changing composition) | 5362 |
| Yield curve spot rate, 5-year maturity - Government bond, nominal, all issuers whose rating is triple A - Euro area (changing composition) | 5362 |
| Yield curve spot rate, spread between the 10-year and 1-year maturity - Government bond, nominal, all issuers whose rating is triple A - Euro area (changing composition) | 5362 |
INSTRUMENT_FM
Code
YC_PUB %>%
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 |
|---|---|---|
| G_N_A | Government bond, nominal, all issuers whose rating is triple A | 53620 |
DATA_TYPE_FM
Code
YC_PUB %>%
left_join(DATA_TYPE_FM, by = "DATA_TYPE_FM") %>%
group_by(DATA_TYPE_FM, Data_type_fm) %>%
summarise(Nobs = n()) %>%
arrange(-Nobs) %>%
print_table_conditional| DATA_TYPE_FM | Data_type_fm | Nobs |
|---|---|---|
| IF_10Y | Yield curve instantaneous forward rate, 10-year maturity | 5362 |
| IF_1Y | Yield curve instantaneous forward rate, 1-year maturity | 5362 |
| IF_2Y | Yield curve instantaneous forward rate, 2-year maturity | 5362 |
| IF_5Y | Yield curve instantaneous forward rate, 5-year maturity | 5362 |
| SRS_10Y_1Y | Yield curve spot rate, spread between the 10-year and 1-year maturity | 5362 |
| SR_10Y | Yield curve spot rate, 10-year maturity | 5362 |
| SR_1Y | Yield curve spot rate, 1-year maturity | 5362 |
| SR_2Y | Yield curve spot rate, 2-year maturity | 5362 |
| SR_3M | Yield curve spot rate, 3-month maturity | 5362 |
| SR_5Y | Yield curve spot rate, 5-year maturity | 5362 |
TIME_PERIOD
Code
YC_PUB %>%
group_by(TIME_PERIOD) %>%
summarise(Nobs = n()) %>%
arrange(desc(TIME_PERIOD)) %>%
print_table_conditional()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)) %>%
left_join(DATA_TYPE_FM, by = "DATA_TYPE_FM") %>%
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)) %>%
left_join(DATA_TYPE_FM, by = "DATA_TYPE_FM") %>%
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())