5-month par yield on government bonds (percentage points; nominal; constant maturity; all ratings) - Euro area - ECB - Daily
This series is part of the dataset: Euro-area government bond yield curves (ECB)
Download Full Dataset (.xlsx)Latest updates. As indicated by ECB's statistics computed on securities across all ratings, the par yield on 5-month euro-area government bonds stood at 2.32 percent on 31 March 2026, as on 30 March.
Sample. There are 5,514 data points overall in the daily time series displayed in the graph above. The time span covered by the series stretches from September 2004 to March 2026.
History. Here’s a quick look at some summary statistics calculated on the whole sample: the yield reached a trough of -0.80 percent on 23 November 2021; it recorded a maximum of 4.31 on 2 July 2008; it averaged 1.11.
Latest values
| Date | Value - Percentage points |
|---|---|
| 2026-03-27 | 2.328 |
| 2026-03-30 | 2.3158 |
| 2026-03-31 | 2.3214 |
Tip. We organize time series into data sets and worksheets for easier exploration. By moving down the page, you will find how we structured further material related to the statistics provided here.
Not for investment purposes. Any data accessible on this web site are not not supposed to be used for investment purposes or other financial decisions. Users should consult expert advice and do their own independent due diligence before making any financial commitments.
Series Metadata
| Field | Value |
|---|---|
| Description | 5-month rate ECB par yield curve (all bonds) |
| Country | Euro area |
| Economic concept | Interest rate |
| Data type | Constant-maturity nominal par yield on government bonds |
| Deflation method | Not applicable |
| Seasonally adjusted | No |
| Rescaling | None |
| Frequency | Daily |
| Unit | Percentage points |
| Source | European Central Bank |
| Source type | Central bank |
| Data licence | Free use subject to conditions |
| Measure type | Interpolated level |
Series in the same data set
Discover the other time series included in this data set.