Instantaneous forward curve | ECB Data Portal (2024)

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Filters Switch filters Yield curve instantaneous forward rate, 7-year maturity - Government bond, nominal, all issuers all ratings included - Euro area (changing composition), Euro area (changing composition), Daily - businessweek Yield curve instantaneous forward rate, 13-year 8-month residual maturity - Government bond, nominal, all issuers all ratings included - Euro area (changing composition), Euro area (changing composition), Daily - businessweek Yield curve instantaneous forward rate, 7-year 6-month residual maturity - Government bond, nominal, all issuers all ratings included - Euro area (changing composition), Euro area (changing composition), Daily - businessweek Yield curve instantaneous forward rate, 12-year 4-month residual maturity - Government bond, nominal, all issuers all ratings included - Euro area (changing composition), Euro area (changing composition), Daily - businessweek Yield curve instantaneous forward rate, 28-year 5-month residual maturity - Government bond, nominal, all issuers all ratings included - Euro area (changing composition), Euro area (changing composition), Daily - businessweek Yield curve instantaneous forward rate, 23-year 10-month residual maturity - Government bond, nominal, all issuers all ratings included - Euro area (changing composition), Euro area (changing composition), Daily - businessweek Yield curve instantaneous forward rate, 26-year 8-month residual maturity - Government bond, nominal, all issuers all ratings included - Euro area (changing composition), Euro area (changing composition), Daily - businessweek Yield curve instantaneous forward rate, 7-year 1-month residual maturity - Government bond, nominal, all issuers all ratings included - Euro area (changing composition), Euro area (changing composition), Daily - businessweek Yield curve instantaneous forward rate, 23-year 3-month residual maturity - Government bond, nominal, all issuers all ratings included - Euro area (changing composition), Euro area (changing composition), Daily - businessweek Yield curve instantaneous forward rate, 25-year 6-month residual maturity - Government bond, nominal, all issuers all ratings included - Euro area (changing composition), Euro area (changing composition), Daily - businessweek

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Yield curve instantaneous forward rate, 7-year maturity - Government bond, nominal, all issuers all ratings included - Euro area (changing composition), Euro area (changing composition), Daily - businessweek

Daily - businessweek Euro area (changing composition) Euro ECB Government bond, nominal, all issuers al... Svensson model - continuous compounding ... Yield curve instantaneous forward rate, ...

Show all

Daily - businessweek Euro area (changing ... Euro ECB Government bond, nom... Svensson model - con... Yield curve instanta...

Show all

Time series dimensions

Frequency
Daily - businessweek [B]
(Modified), Daily - businessweek (Original) [B]
Reference area
Euro area (changing composition) [U2]
Currency
Euro [EUR]
Financial market provider
ECB [4F]
Financial market instrument
Government bond, nominal, all issuers all ratings included [G_N_C]
Financial market provider identifier
Svensson model - continuous compounding - yield error minimisation [SV_C_YM]
Financial market data type
Yield curve instantaneous forward rate, 7-year maturity [IF_7Y]

06 Sep 2004 to 21 May 2024

3.260525 (21 May 2024)

Percent per annum

Last updated: 22 May 2024 11:58 CEST

YC.B.U2.EUR.4F.G_N_C.SV_C_YM.IF_7Y

Yield curve instantaneous forward rate, 13-year 8-month residual maturity - Government bond, nominal, all issuers all ratings included - Euro area (changing composition), Euro area (changing composition), Daily - businessweek

Daily - businessweek Euro area (changing composition) Euro ECB Government bond, nominal, all issuers al... Svensson model - continuous compounding ... Yield curve instantaneous forward rate, ...

Show all

Daily - businessweek Euro area (changing ... Euro ECB Government bond, nom... Svensson model - con... Yield curve instanta...

Show all

Time series dimensions

Frequency
Daily - businessweek [B]
(Modified), Daily - businessweek (Original) [B]
Reference area
Euro area (changing composition) [U2]
Currency
Euro [EUR]
Financial market provider
ECB [4F]
Financial market instrument
Government bond, nominal, all issuers all ratings included [G_N_C]
Financial market provider identifier
Svensson model - continuous compounding - yield error minimisation [SV_C_YM]
Financial market data type
Yield curve instantaneous forward rate, 13-year 8-month residual maturity [IF_13Y8M]

Percent per annum

Last updated: 22 May 2024 11:58 CEST

YC.B.U2.EUR.4F.G_N_C.SV_C_YM.IF_13Y8M

Yield curve instantaneous forward rate, 7-year 6-month residual maturity - Government bond, nominal, all issuers all ratings included - Euro area (changing composition), Euro area (changing composition), Daily - businessweek

Daily - businessweek Euro area (changing composition) Euro ECB Government bond, nominal, all issuers al... Svensson model - continuous compounding ... Yield curve instantaneous forward rate, ...

Show all

Daily - businessweek Euro area (changing ... Euro ECB Government bond, nom... Svensson model - con... Yield curve instanta...

Show all

Time series dimensions

Frequency
Daily - businessweek [B]
(Modified), Daily - businessweek (Original) [B]
Reference area
Euro area (changing composition) [U2]
Currency
Euro [EUR]
Financial market provider
ECB [4F]
Financial market instrument
Government bond, nominal, all issuers all ratings included [G_N_C]
Financial market provider identifier
Svensson model - continuous compounding - yield error minimisation [SV_C_YM]
Financial market data type
Yield curve instantaneous forward rate, 7-year 6-month residual maturity [IF_7Y6M]

06 Sep 2004 to 21 May 2024

3.322137 (21 May 2024)

Percent per annum

Last updated: 22 May 2024 11:58 CEST

YC.B.U2.EUR.4F.G_N_C.SV_C_YM.IF_7Y6M

Yield curve instantaneous forward rate, 12-year 4-month residual maturity - Government bond, nominal, all issuers all ratings included - Euro area (changing composition), Euro area (changing composition), Daily - businessweek

Daily - businessweek Euro area (changing composition) Euro ECB Government bond, nominal, all issuers al... Svensson model - continuous compounding ... Yield curve instantaneous forward rate, ...

Show all

Daily - businessweek Euro area (changing ... Euro ECB Government bond, nom... Svensson model - con... Yield curve instanta...

Show all

Time series dimensions

Frequency
Daily - businessweek [B]
(Modified), Daily - businessweek (Original) [B]
Reference area
Euro area (changing composition) [U2]
Currency
Euro [EUR]
Financial market provider
ECB [4F]
Financial market instrument
Government bond, nominal, all issuers all ratings included [G_N_C]
Financial market provider identifier
Svensson model - continuous compounding - yield error minimisation [SV_C_YM]
Financial market data type
Yield curve instantaneous forward rate, 12-year 4-month residual maturity [IF_12Y4M]

06 Sep 2004 to 21 May 2024

3.656094 (21 May 2024)

Percent per annum

Last updated: 22 May 2024 11:58 CEST

YC.B.U2.EUR.4F.G_N_C.SV_C_YM.IF_12Y4M

Yield curve instantaneous forward rate, 28-year 5-month residual maturity - Government bond, nominal, all issuers all ratings included - Euro area (changing composition), Euro area (changing composition), Daily - businessweek

Daily - businessweek Euro area (changing composition) Euro ECB Government bond, nominal, all issuers al... Svensson model - continuous compounding ... Yield curve instantaneous forward rate, ...

Show all

Daily - businessweek Euro area (changing ... Euro ECB Government bond, nom... Svensson model - con... Yield curve instanta...

Show all

Time series dimensions

Frequency
Daily - businessweek [B]
(Modified), Daily - businessweek (Original) [B]
Reference area
Euro area (changing composition) [U2]
Currency
Euro [EUR]
Financial market provider
ECB [4F]
Financial market instrument
Government bond, nominal, all issuers all ratings included [G_N_C]
Financial market provider identifier
Svensson model - continuous compounding - yield error minimisation [SV_C_YM]
Financial market data type
Yield curve instantaneous forward rate, 28-year 5-month residual maturity [IF_28Y5M]

06 Sep 2004 to 21 May 2024

3.367790 (21 May 2024)

Percent per annum

Last updated: 22 May 2024 11:58 CEST

YC.B.U2.EUR.4F.G_N_C.SV_C_YM.IF_28Y5M

Yield curve instantaneous forward rate, 23-year 10-month residual maturity - Government bond, nominal, all issuers all ratings included - Euro area (changing composition), Euro area (changing composition), Daily - businessweek

Daily - businessweek Euro area (changing composition) Euro ECB Government bond, nominal, all issuers al... Svensson model - continuous compounding ... Yield curve instantaneous forward rate, ...

Show all

Daily - businessweek Euro area (changing ... Euro ECB Government bond, nom... Svensson model - con... Yield curve instanta...

Show all

Time series dimensions

Frequency
Daily - businessweek [B]
(Modified), Daily - businessweek (Original) [B]
Reference area
Euro area (changing composition) [U2]
Currency
Euro [EUR]
Financial market provider
ECB [4F]
Financial market instrument
Government bond, nominal, all issuers all ratings included [G_N_C]
Financial market provider identifier
Svensson model - continuous compounding - yield error minimisation [SV_C_YM]
Financial market data type
Yield curve instantaneous forward rate, 23-year 10-month residual maturity [IF_23Y10M]

06 Sep 2004 to 21 May 2024

3.531994 (21 May 2024)

Percent per annum

Last updated: 22 May 2024 11:58 CEST

YC.B.U2.EUR.4F.G_N_C.SV_C_YM.IF_23Y10M

Yield curve instantaneous forward rate, 26-year 8-month residual maturity - Government bond, nominal, all issuers all ratings included - Euro area (changing composition), Euro area (changing composition), Daily - businessweek

Daily - businessweek Euro area (changing composition) Euro ECB Government bond, nominal, all issuers al... Svensson model - continuous compounding ... Yield curve instantaneous forward rate, ...

Show all

Daily - businessweek Euro area (changing ... Euro ECB Government bond, nom... Svensson model - con... Yield curve instanta...

Show all

Time series dimensions

Frequency
Daily - businessweek [B]
(Modified), Daily - businessweek (Original) [B]
Reference area
Euro area (changing composition) [U2]
Currency
Euro [EUR]
Financial market provider
ECB [4F]
Financial market instrument
Government bond, nominal, all issuers all ratings included [G_N_C]
Financial market provider identifier
Svensson model - continuous compounding - yield error minimisation [SV_C_YM]
Financial market data type
Yield curve instantaneous forward rate, 26-year 8-month residual maturity [IF_26Y8M]

Percent per annum

Last updated: 22 May 2024 11:58 CEST

YC.B.U2.EUR.4F.G_N_C.SV_C_YM.IF_26Y8M

Yield curve instantaneous forward rate, 7-year 1-month residual maturity - Government bond, nominal, all issuers all ratings included - Euro area (changing composition), Euro area (changing composition), Daily - businessweek

Daily - businessweek Euro area (changing composition) Euro ECB Government bond, nominal, all issuers al... Svensson model - continuous compounding ... Yield curve instantaneous forward rate, ...

Show all

Daily - businessweek Euro area (changing ... Euro ECB Government bond, nom... Svensson model - con... Yield curve instanta...

Show all

Time series dimensions

Frequency
Daily - businessweek [B]
(Modified), Daily - businessweek (Original) [B]
Reference area
Euro area (changing composition) [U2]
Currency
Euro [EUR]
Financial market provider
ECB [4F]
Financial market instrument
Government bond, nominal, all issuers all ratings included [G_N_C]
Financial market provider identifier
Svensson model - continuous compounding - yield error minimisation [SV_C_YM]
Financial market data type
Yield curve instantaneous forward rate, 7-year 1-month residual maturity [IF_7Y1M]

06 Sep 2004 to 21 May 2024

3.271196 (21 May 2024)

Percent per annum

Last updated: 22 May 2024 11:58 CEST

YC.B.U2.EUR.4F.G_N_C.SV_C_YM.IF_7Y1M

Yield curve instantaneous forward rate, 23-year 3-month residual maturity - Government bond, nominal, all issuers all ratings included - Euro area (changing composition), Euro area (changing composition), Daily - businessweek

Daily - businessweek Euro area (changing composition) Euro ECB Government bond, nominal, all issuers al... Svensson model - continuous compounding ... Yield curve instantaneous forward rate, ...

Show all

Daily - businessweek Euro area (changing ... Euro ECB Government bond, nom... Svensson model - con... Yield curve instanta...

Show all

Time series dimensions

Frequency
Daily - businessweek [B]
(Modified), Daily - businessweek (Original) [B]
Reference area
Euro area (changing composition) [U2]
Currency
Euro [EUR]
Financial market provider
ECB [4F]
Financial market instrument
Government bond, nominal, all issuers all ratings included [G_N_C]
Financial market provider identifier
Svensson model - continuous compounding - yield error minimisation [SV_C_YM]
Financial market data type
Yield curve instantaneous forward rate, 23-year 3-month residual maturity [IF_23Y3M]

06 Sep 2004 to 21 May 2024

3.550967 (21 May 2024)

Percent per annum

Last updated: 22 May 2024 11:58 CEST

YC.B.U2.EUR.4F.G_N_C.SV_C_YM.IF_23Y3M

Yield curve instantaneous forward rate, 25-year 6-month residual maturity - Government bond, nominal, all issuers all ratings included - Euro area (changing composition), Euro area (changing composition), Daily - businessweek

Daily - businessweek Euro area (changing composition) Euro ECB Government bond, nominal, all issuers al... Svensson model - continuous compounding ... Yield curve instantaneous forward rate, ...

Show all

Daily - businessweek Euro area (changing ... Euro ECB Government bond, nom... Svensson model - con... Yield curve instanta...

Show all

Time series dimensions

Frequency
Daily - businessweek [B]
(Modified), Daily - businessweek (Original) [B]
Reference area
Euro area (changing composition) [U2]
Currency
Euro [EUR]
Financial market provider
ECB [4F]
Financial market instrument
Government bond, nominal, all issuers all ratings included [G_N_C]
Financial market provider identifier
Svensson model - continuous compounding - yield error minimisation [SV_C_YM]
Financial market data type
Yield curve instantaneous forward rate, 25-year 6-month residual maturity [IF_25Y6M]

06 Sep 2004 to 21 May 2024

3.474812 (21 May 2024)

Percent per annum

Last updated: 22 May 2024 11:58 CEST

YC.B.U2.EUR.4F.G_N_C.SV_C_YM.IF_25Y6M

Instantaneous forward curve | ECB Data Portal (2024)
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