Euro yield curves - daily data

Data - Eurostat

Info

Last observation: Annual: 2026-08-07 (N = 2,148)

First observation: Annual: 2004-09-06 (N = 2,148)

Last data update: 11 aoû 2026, 20:12. Last compile: 12 aoû 2026, 00:42

Structure

yld_curv

maturity

bonds

Spot Rate Yield Curve, AAA-rated Bonds

1, 5, 10, 30 Years

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-

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

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	2.56	2.64
Y10	Maturity: 10 years	3.15	3.55
Y15	Maturity: 15 years	3.42	3.90
Y2	Maturity: 2 years	2.67	2.75
Y20	Maturity: 20 years	3.57	4.10
Y3	Maturity: 3 years	2.71	2.84
Y30	Maturity: 30 years	3.62	4.22
Y5	Maturity: 5 years	2.81	3.05
Y7	Maturity: 7 years	2.95	3.27