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YC - Financial market data - yield curve


Contact , Data , Access by the public , Methodology

 
Contact
  Dataset contact e-mail Statistical Information Request form
 
Data Go to the top of YC - Financial market data - yield curve.
  Description The Yield Curve section provides the results of the daily estimation of euro area government bond yield curves. The ECB estimates government bond yield curves for the euro area. It also derives forward and par yield curves for each estimated curve. The euro area yield curves are published on a daily basis at noon on the ECB website.
  Source agency European Central Bank (ECB)
  Data category Financial markets data - Yield Curve
  Short presentation of data items Yield curves are estimated by the ECB based on debt securities issued by euro area governments in euro.
  Analytical framework Selection criteria and outlier detection are applied to raw data before the estimation. The estimation foolws the Svensson methodology. More information available from the Technical Notes here: http://www.ecb.europa.eu/stats/money/yc/html/index.en.html
  National currency EUR
  Types of data source Prices and yields of government bonds are provided on a daily basis by EuroMTS, ratings are provided by Fitch Ratings.
  Reference period Previous day
  Periodicity Daily
  Timeliness Data is published daily
  Catalog Download the series catalogue (complete list of series) of the dataset YC (Public) (including the metadata): Excel 2013 or the earlier Excel versions.
 
Access by the public Go to the top of YC - Financial market data - yield curve.
  Simultaneous release to all interested ESCB, BIS, EUROSTAT
  Means of release Simultaneously to all parties in the ESCB and the public via: http://www.ecb.int/stats/money/yc/html/index.en.html
 
Methodology Go to the top of YC - Financial market data - yield curve.
  Geographic coverage Euro area
  Data collection Daily
  Frequency with which source gathered Daily
  Assessment of source data Consistency checks
  Data checking Outliers removals
  Aggregation Aggregation by the ECB
  Validation Done within ECB with automated quality assessment checks