Freely Downloadable Data Sets Updated Daily

Euro-area government bond yield curves (ECB)

Daily time series of government bond rates published by the European Central Bank

Interest rates: Government bonds

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Worksheet 1: Par yields (all ratings)

Series Name Observations Start Date End Date
3-month par yield on government bonds (percentage points; nominal; constant maturity; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
4-month par yield on government bonds (percentage points; nominal; constant maturity; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
5-month par yield on government bonds (percentage points; nominal; constant maturity; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
6-month par yield on government bonds (percentage points; nominal; constant maturity; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
7-month par yield on government bonds (percentage points; nominal; constant maturity; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
8-month par yield on government bonds (percentage points; nominal; constant maturity; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
9-month par yield on government bonds (percentage points; nominal; constant maturity; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
10-month par yield on government bonds (percentage points; nominal; constant maturity; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
11-month par yield on government bonds (percentage points; nominal; constant maturity; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
1-year par yield on government bonds (percentage points; nominal; constant maturity; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
2-year par yield on government bonds (percentage points; nominal; constant maturity; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
3-year par yield on government bonds (percentage points; nominal; constant maturity; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
4-year par yield on government bonds (percentage points; nominal; constant maturity; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
5-year par yield on government bonds (percentage points; nominal; constant maturity; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
6-year par yield on government bonds (percentage points; nominal; constant maturity; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
7-year par yield on government bonds (percentage points; nominal; constant maturity; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
8-year par yield on government bonds (percentage points; nominal; constant maturity; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
9-year par yield on government bonds (percentage points; nominal; constant maturity; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
10-year par yield on government bonds (percentage points; nominal; constant maturity; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
11-year par yield on government bonds (percentage points; nominal; constant maturity; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
12-year par yield on government bonds (percentage points; nominal; constant maturity; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
13-year par yield on government bonds (percentage points; nominal; constant maturity; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
14-year par yield on government bonds (percentage points; nominal; constant maturity; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
15-year par yield on government bonds (percentage points; nominal; constant maturity; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
16-year par yield on government bonds (percentage points; nominal; constant maturity; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
17-year par yield on government bonds (percentage points; nominal; constant maturity; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
18-year par yield on government bonds (percentage points; nominal; constant maturity; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
19-year par yield on government bonds (percentage points; nominal; constant maturity; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
20-year par yield on government bonds (percentage points; nominal; constant maturity; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
21-year par yield on government bonds (percentage points; nominal; constant maturity; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
22-year par yield on government bonds (percentage points; nominal; constant maturity; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
23-year par yield on government bonds (percentage points; nominal; constant maturity; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
24-year par yield on government bonds (percentage points; nominal; constant maturity; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
25-year par yield on government bonds (percentage points; nominal; constant maturity; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
26-year par yield on government bonds (percentage points; nominal; constant maturity; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
27-year par yield on government bonds (percentage points; nominal; constant maturity; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
28-year par yield on government bonds (percentage points; nominal; constant maturity; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
29-year par yield on government bonds (percentage points; nominal; constant maturity; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
30-year par yield on government bonds (percentage points; nominal; constant maturity; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10

Worksheet 2: Spot rates (all ratings)

Series Name Observations Start Date End Date
3-month spot rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
4-month spot rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
5-month spot rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
6-month spot rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
7-month spot rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
8-month spot rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
9-month spot rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
10-month spot rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
11-month spot rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
1-year spot rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
2-year spot rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
3-year spot rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
4-year spot rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
5-year spot rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
6-year spot rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
7-year spot rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
8-year spot rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
9-year spot rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
10-year spot rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
11-year spot rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
12-year spot rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
13-year spot rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
14-year spot rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
15-year spot rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
16-year spot rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
17-year spot rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
18-year spot rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
19-year spot rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
20-year spot rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
21-year spot rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
22-year spot rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
23-year spot rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
24-year spot rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
25-year spot rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
26-year spot rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
27-year spot rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
28-year spot rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
29-year spot rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
30-year spot rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10

Worksheet 3: Forwards (all ratings)

Series Name Observations Start Date End Date
3-month instantaneous forward rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
4-month instantaneous forward rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
5-month instantaneous forward rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
6-month instantaneous forward rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
7-month instantaneous forward rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
8-month instantaneous forward rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
9-month instantaneous forward rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
10-month instantaneous forward rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
11-month instantaneous forward rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
1-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
2-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
3-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
4-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
5-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
6-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
7-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
8-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
9-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
10-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
11-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
12-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
13-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
14-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
15-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
16-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
17-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
18-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
19-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
20-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
21-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
22-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
23-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
24-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
25-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
26-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
27-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
28-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
29-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
30-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10

Worksheet 4: Par yields (AAA rating)

Series Name Observations Start Date End Date
3-month par yield on government bonds (percentage points; nominal; constant maturity; AAA rating) - Euro area - ECB - Daily 5499 2004-09-06 2026-03-10
4-month par yield on government bonds (percentage points; nominal; constant maturity; AAA rating) - Euro area - ECB - Daily 5499 2004-09-06 2026-03-10
5-month par yield on government bonds (percentage points; nominal; constant maturity; AAA rating) - Euro area - ECB - Daily 5499 2004-09-06 2026-03-10
6-month par yield on government bonds (percentage points; nominal; constant maturity; AAA rating) - Euro area - ECB - Daily 5499 2004-09-06 2026-03-10
7-month par yield on government bonds (percentage points; nominal; constant maturity; AAA rating) - Euro area - ECB - Daily 5499 2004-09-06 2026-03-10
8-month par yield on government bonds (percentage points; nominal; constant maturity; AAA rating) - Euro area - ECB - Daily 5499 2004-09-06 2026-03-10
9-month par yield on government bonds (percentage points; nominal; constant maturity; AAA rating) - Euro area - ECB - Daily 5499 2004-09-06 2026-03-10
10-month par yield on government bonds (percentage points; nominal; constant maturity; AAA rating) - Euro area - ECB - Daily 5499 2004-09-06 2026-03-10
11-month par yield on government bonds (percentage points; nominal; constant maturity; AAA rating) - Euro area - ECB - Daily 5499 2004-09-06 2026-03-10
1-year par yield on government bonds (percentage points; nominal; constant maturity; AAA rating) - Euro area - ECB - Daily 5499 2004-09-06 2026-03-10
2-year par yield on government bonds (percentage points; nominal; constant maturity; AAA rating) - Euro area - ECB - Daily 5499 2004-09-06 2026-03-10
3-year par yield on government bonds (percentage points; nominal; constant maturity; AAA rating) - Euro area - ECB - Daily 5499 2004-09-06 2026-03-10
4-year par yield on government bonds (percentage points; nominal; constant maturity; AAA rating) - Euro area - ECB - Daily 5499 2004-09-06 2026-03-10
5-year par yield on government bonds (percentage points; nominal; constant maturity; AAA rating) - Euro area - ECB - Daily 5499 2004-09-06 2026-03-10
6-year par yield on government bonds (percentage points; nominal; constant maturity; AAA rating) - Euro area - ECB - Daily 5499 2004-09-06 2026-03-10
7-year par yield on government bonds (percentage points; nominal; constant maturity; AAA rating) - Euro area - ECB - Daily 5499 2004-09-06 2026-03-10
8-year par yield on government bonds (percentage points; nominal; constant maturity; AAA rating) - Euro area - ECB - Daily 5499 2004-09-06 2026-03-10
9-year par yield on government bonds (percentage points; nominal; constant maturity; AAA rating) - Euro area - ECB - Daily 5499 2004-09-06 2026-03-10
10-year par yield on government bonds (percentage points; nominal; constant maturity; AAA rating) - Euro area - ECB - Daily 5499 2004-09-06 2026-03-10
11-year par yield on government bonds (percentage points; nominal; constant maturity; AAA rating) - Euro area - ECB - Daily 5499 2004-09-06 2026-03-10
12-year par yield on government bonds (percentage points; nominal; constant maturity; AAA rating) - Euro area - ECB - Daily 5499 2004-09-06 2026-03-10
13-year par yield on government bonds (percentage points; nominal; constant maturity; AAA rating) - Euro area - ECB - Daily 5499 2004-09-06 2026-03-10
14-year par yield on government bonds (percentage points; nominal; constant maturity; AAA rating) - Euro area - ECB - Daily 5499 2004-09-06 2026-03-10
15-year par yield on government bonds (percentage points; nominal; constant maturity; AAA rating) - Euro area - ECB - Daily 5499 2004-09-06 2026-03-10
16-year par yield on government bonds (percentage points; nominal; constant maturity; AAA rating) - Euro area - ECB - Daily 5499 2004-09-06 2026-03-10
17-year par yield on government bonds (percentage points; nominal; constant maturity; AAA rating) - Euro area - ECB - Daily 5499 2004-09-06 2026-03-10
18-year par yield on government bonds (percentage points; nominal; constant maturity; AAA rating) - Euro area - ECB - Daily 5499 2004-09-06 2026-03-10
19-year par yield on government bonds (percentage points; nominal; constant maturity; AAA rating) - Euro area - ECB - Daily 5499 2004-09-06 2026-03-10
20-year par yield on government bonds (percentage points; nominal; constant maturity; AAA rating) - Euro area - ECB - Daily 5499 2004-09-06 2026-03-10
21-year par yield on government bonds (percentage points; nominal; constant maturity; AAA rating) - Euro area - ECB - Daily 5499 2004-09-06 2026-03-10
22-year par yield on government bonds (percentage points; nominal; constant maturity; AAA rating) - Euro area - ECB - Daily 5499 2004-09-06 2026-03-10
23-year par yield on government bonds (percentage points; nominal; constant maturity; AAA rating) - Euro area - ECB - Daily 5499 2004-09-06 2026-03-10
24-year par yield on government bonds (percentage points; nominal; constant maturity; AAA rating) - Euro area - ECB - Daily 5499 2004-09-06 2026-03-10
25-year par yield on government bonds (percentage points; nominal; constant maturity; AAA rating) - Euro area - ECB - Daily 5499 2004-09-06 2026-03-10
26-year par yield on government bonds (percentage points; nominal; constant maturity; AAA rating) - Euro area - ECB - Daily 5499 2004-09-06 2026-03-10
27-year par yield on government bonds (percentage points; nominal; constant maturity; AAA rating) - Euro area - ECB - Daily 5499 2004-09-06 2026-03-10
28-year par yield on government bonds (percentage points; nominal; constant maturity; AAA rating) - Euro area - ECB - Daily 5499 2004-09-06 2026-03-10
29-year par yield on government bonds (percentage points; nominal; constant maturity; AAA rating) - Euro area - ECB - Daily 5499 2004-09-06 2026-03-10
30-year par yield on government bonds (percentage points; nominal; constant maturity; AAA rating) - Euro area - ECB - Daily 5499 2004-09-06 2026-03-10

Worksheet 5: Spot rates (AAA rating)

Series Name Observations Start Date End Date
3-month spot rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
4-month spot rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
5-month spot rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
6-month spot rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
7-month spot rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
8-month spot rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
9-month spot rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
10-month spot rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
11-month spot rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
1-year spot rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
2-year spot rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
3-year spot rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
4-year spot rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
5-year spot rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
6-year spot rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
7-year spot rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
8-year spot rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
9-year spot rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
10-year spot rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
11-year spot rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
12-year spot rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
13-year spot rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
14-year spot rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
15-year spot rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
16-year spot rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
17-year spot rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
18-year spot rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
19-year spot rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
20-year spot rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
21-year spot rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
22-year spot rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
23-year spot rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
24-year spot rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
25-year spot rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
26-year spot rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
27-year spot rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
28-year spot rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
29-year spot rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
30-year spot rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10

Worksheet 6: Forwards (AAA rating)

Series Name Observations Start Date End Date
3-month instantaneous forward rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
4-month instantaneous forward rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
5-month instantaneous forward rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
6-month instantaneous forward rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
7-month instantaneous forward rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
8-month instantaneous forward rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
9-month instantaneous forward rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
10-month instantaneous forward rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
11-month instantaneous forward rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
1-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
2-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
3-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
4-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
5-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
6-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
7-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
8-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
9-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
10-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
11-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
12-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
13-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
14-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
15-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
16-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
17-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
18-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
19-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
20-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
21-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
22-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
23-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
24-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
25-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
26-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
27-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
28-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
29-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10
30-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily 5498 2004-09-06 2026-03-10