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Financial markets and interest rates

The Statistical Data Warehouse offers a wide range of data on financial markets and interest rates.

Bank interest rates consist of data on interest rates that resident monetary financial institutions (MFIs) except central banks and money market funds apply to the euro-denominated deposits of, and loans to, households and non-financial corporations resident in the euro area, as well as data on the volumes involved. The bank interest rate statistics are published in a monthly press release on the 23rd working day after the end of the reference month.

Long-term interest rate statistics relate to interest rates for long-term government bonds denominated in Euro for euro area Member States and in national currencies for Member States that have not adopted the Euro at the time of publication.  The long-term interest rate statistics are released monthly on the ECB website on the 8th working day of the month.

Securities issues statistics cover the issuance of securities other than shares (i.e. debt securities) and of listed shares by euro area residents. The statistics relate to outstanding amounts (stocks), transactions (gross issuance, redemptions and net issuance) and growth rates.

Securities Holdings Statistics provide information on securities held by euro area resident sectors, broken down by instrument type and selected issuer countries.

Short-term European Paper (STEP) statistics provide information on primary market volumes of, and yields on, short-term debt securities issued in the context of programmes that have received the STEP label from the STEP Market Committee. STEP statistics are published on the ECB website and in the Statistical Data Warehouse at weekly intervals.

Yield curves provide the results of the daily estimation of euro area and national government bond yield curves. 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.

Euro money market provide information on interbank transactions in the euro money market. As of 2016 the Money Market Survey is discontinued and replaced by the Money Market Statistical Reporting.

Financial integration in the euro area provide an overall assessment of the degree of financial integration in the main financial market segments of the euro area covering the money market, bond markets, equity markets and banking markets, including indicators related to market infrastructures. The indicators are updated biannually.

Bank interest rates

         Interest rates

 Loans Deposits

         Business volumes

 Loans Deposits

         Coefficient of cross-country variation

 Loans Deposits

         Interest rate component of euro area month-to-month level change

 Loans Deposits

         Weight component of euro area month-to-month level change

 Loans Deposits

         Cost of borrowing indicators

 Data

         Banks lending margins

 Data

         Risk assessment indicators

 Data


 Long-term interest rate statistics


Securities issues

         Securities Issues Statistics (CSEC)

 Debt securities Ad-hoc debt securities indicators Listed shares

         Securities issues statistics (SEC)

                  Debt securities

 Outstanding amounts Gross issues Redemptions Net issues Growth rates Growth rate indices

                  Listed shares

 Outstanding amounts Gross issues Redemptions Net issues Growth rates Growth rate indices

                  Financial markets survey

 Debt securities Listed shares


Securities Holdings Statistics

          Data


Short-term European Paper (STEP)

          Yields and spreads above benchmark rates |  Volume data


Yield curves

          Euro area government bond yield curves


Euro money market

          Euro short-term rate

          Compounded euro-short term rates and index

          Pre-Euro short-term rate

         Money Market Statistical Reporting

 Unsecured market Secured market OIS market

          Money Market Survey


Financial integration in the euro area

          Data