Euro yield curves - daily data

Data - Eurostat

Info

source dataset Title .html .rData
eurostat irt_euryld_d Euro yield curves - daily data 2026-03-24 2026-03-23

Data on interest rates

source dataset Title .html .rData
bdf FM Marché financier, taux 2026-03-23 2026-03-23
bdf MIR Taux d'intérêt - Zone euro 2026-03-23 2025-08-04
bdf MIR1 Taux d'intérêt - France 2026-03-23 2025-08-04
bis CBPOL_D Policy Rates, Daily 2026-01-11 2025-08-20
bis CBPOL_M Policy Rates, Monthly 2026-01-11 2024-04-19
ecb FM Financial market data 2026-03-23 2026-03-23
ecb MIR MFI Interest Rate Statistics 2026-03-23 2026-03-23
eurostat ei_mfir_m Interest rates - monthly data 2026-03-24 2026-03-23
eurostat irt_lt_mcby_d EMU convergence criterion series - daily data 2026-03-24 2025-07-24
eurostat irt_st_m Money market interest rates - monthly data 2026-03-24 2026-03-23
fred r Interest Rates 2026-03-23 2026-03-23
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 2026-03-23
wdi FR.INR.LEND Lending interest rate (%) 2026-03-23 2026-03-23
wdi FR.INR.RINR Real interest rate (%) 2026-01-11 2026-03-23

LAST_COMPILE

LAST_COMPILE
2026-03-25

Last

Code
irt_euryld_d %>%
  group_by(time) %>%
  summarise(Nobs = n()) %>%
  arrange(desc(time)) %>%
  head(1) %>%
  print_table_conditional()
time Nobs
2026-03-20 2148

bonds

Code
irt_euryld_d %>%
  left_join(bonds, by = "bonds") %>%
  group_by(bonds, Bonds) %>%
  summarise(Nobs = n()) %>%
  arrange(-Nobs) %>%
  print_table_conditional()
bonds Bonds Nobs
CGB_EA All euro area central government bonds 5899662
CGB_EA_AAA AAA-rated euro area central government bonds 5897963

maturity

Code
irt_euryld_d %>%
  left_join(maturity, by = "maturity") %>%
  group_by(maturity, Maturity) %>%
  summarise(Nobs = n()) %>%
  arrange(-Nobs) %>%
  print_table_conditional()

yld_curv

Code
irt_euryld_d %>%
  left_join(yld_curv, by = "yld_curv") %>%
  group_by(yld_curv, Yld_curv) %>%
  summarise(Nobs = n()) %>%
  arrange(-Nobs) %>%
  print_table_conditional()
yld_curv Yld_curv Nobs
SPOT_RT Spot rate yield curve 3932750
PAR Par yield curve 3932483
INS_FWD Instantaneous forward yield curve 3932392