Last observation: 28 oct. 2026 (N = 2148)
First observation: 6 sept. 2004 (N = 2148)
Last data update: 30 oct. 2026, 23:00
Last compile: 30 oct. 2026, 23:37
Structure
Spot Rate Yield Curve, AAA-rated Bonds
1, 5, 10, 30 Years
Code
irt_euryld_d |>
filter(yld_curv == "SPOT_RT",
bonds == "CGB_EA_AAA",
maturity %in% c("Y1", "Y5", "Y10", "Y30")) |>
day_to_date() |>
mutate(values = values/100) |>
ggplot() + geom_line(aes(x = date, y = values, color = Maturity)) +
theme_minimal() +
scale_x_date(breaks = as.Date(paste0(seq(2004, 2100, 2), "-01-01")),
labels = date_format("%Y")) +
theme(legend.position = "right") +
xlab("") + ylab("Spot rate yield") +
scale_y_continuous(labels = scales::percent_format(accuracy = 1)) +
geom_hline(yintercept = 0, linetype = "dashed", color = "black")
2020-
Code
irt_euryld_d |>
filter(yld_curv == "SPOT_RT",
bonds == "CGB_EA_AAA",
maturity %in% c("Y1", "Y5", "Y10", "Y30")) |>
day_to_date() |>
filter(date >= as.Date("2020-01-01")) |>
mutate(values = values/100) |>
ggplot() + geom_line(aes(x = date, y = values, color = Maturity)) +
theme_minimal() +
scale_x_date(breaks = as.Date(paste0(seq(2004, 2100, 1), "-01-01")),
labels = date_format("%Y")) +
theme(legend.position = "right") +
xlab("") + ylab("Spot rate yield") +
scale_y_continuous(labels = scales::percent_format(accuracy = 1)) +
geom_hline(yintercept = 0, linetype = "dashed", color = "black")
Latest Curve Snapshot
Code
latest_d <- irt_euryld_d |>
filter(yld_curv == "SPOT_RT",
bonds == "CGB_EA_AAA",
maturity == "Y10",
!is.na(values)) |>
summarise(m = max(time)) |>
pull(m)
irt_euryld_d |>
filter(yld_curv == "SPOT_RT",
bonds %in% c("CGB_EA", "CGB_EA_AAA"),
maturity %in% c("Y1", "Y2", "Y3", "Y5", "Y7", "Y10", "Y15", "Y20", "Y30"),
time == latest_d) |>
mutate(values = round(values, 2)) |>
select(maturity, Maturity, Bonds, values) |>
spread(Bonds, values) |>
print_table_conditional()| maturity | Maturity | AAA-rated euro area central government bonds | All euro area central government bonds |
|---|---|---|---|
| Y1 | Maturity: 1 year | 2.91 | 3.05 |
| Y10 | Maturity: 10 years | 3.39 | 4.05 |
| Y15 | Maturity: 15 years | 3.58 | 4.31 |
| Y2 | Maturity: 2 years | 3.06 | 3.27 |
| Y20 | Maturity: 20 years | 3.65 | 4.41 |
| Y3 | Maturity: 3 years | 3.10 | 3.40 |
| Y30 | Maturity: 30 years | 3.61 | 4.37 |
| Y5 | Maturity: 5 years | 3.15 | 3.61 |
| Y7 | Maturity: 7 years | 3.24 | 3.81 |