Euro Area Yield Curves
InfoTrie's euro area yield curve dataset carries the zero-coupon yield curves the European Central Bank publishes every TARGET2 business day for euro area central government bonds: one curve over all issuers and one over AAA-rated issuers, from 3 months to 30 years. Each row is one curve, tenor and day, with the rate as published and the attribution the ECB asks for. Values are never modified.
Status: In rollout — available on request
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Key facts
| Curves | Zero-coupon curves of euro area central government bonds: all issuers, and AAA-rated issuers |
|---|---|
| Tenors | 3 months to 30 years |
| Grain | One row per curve, tenor and business day |
| Values | As published: no rounding, rescaling or interpolation |
| Update frequency | Every TARGET2 business day |
| Delivery | InfoTrie console datasets and the BI feed, with an API key on a plan that includes market data |
Sources
- ECB statistics (European Central Bank)
Data dictionary
| Field | Type | Description |
|---|---|---|
rate_date | date | Business day of the published curve |
issuer | string | EA (euro area) |
rate_type | string | The curve: all issuers, or AAA-rated issuers |
tenor | string | Tenor as published |
tenor_months | integer | Tenor in months, to order a curve |
rate | number | Zero-coupon yield in percent, as published |
source | string | The publisher's name: ECB statistics |
attribution | string | The line to show with the data: "Source: ECB statistics." |
updated_at | timestamp | When InfoTrie last loaded the row |
Use cases
- Discounting euro cash flows. Use the AAA curve as a high-grade benchmark, or the all-issuer curve for the euro area as a whole.
- Spread analysis. Compare the two curves to follow the premium of lower-rated euro area sovereigns.
- Rates research. Load the daily curves into models and BI tools.
Delivery
- InfoTrie console: the dataset's quality status and its rows, with an API key on a plan that includes market data
- BI feed: OData v4 for Power BI, Excel and Tableau; JSON or CSV pages for Qlik, Google Sheets and Looker Studio
Frequently asked questions
Are the ECB's values modified?
No. The ECB's terms ask that its statistics are not modified, and InfoTrie serves them as published, with the line "Source: ECB statistics." on every row.
Why are the euro area and German curves separate datasets?
Each dataset follows one publisher and one publication calendar, so its completeness can be checked day by day.