German Federal Securities Yield Curve
InfoTrie's German yield curve dataset carries the zero-coupon yield curve of listed Federal securities that the Deutsche Bundesbank publishes every business day, from 0.5 to 30 years. Each row is one tenor and day, with the rate as published and the attribution the Bundesbank asks for. Values are never modified.
Status: In rollout — available on request
Request a sampleView as Markdown
Key facts
| Curve | Zero-coupon yield curve of listed German Federal securities |
|---|---|
| Tenors | 0.5 to 30 years |
| Grain | One row per 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
- Deutsche Bundesbank
Data dictionary
| Field | Type | Description |
|---|---|---|
rate_date | date | Business day of the published curve |
issuer | string | DE (Germany) |
rate_type | string | The curve (zero-coupon) |
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: Deutsche Bundesbank |
attribution | string | The line to show with the data: "Source: Deutsche Bundesbank" |
updated_at | timestamp | When InfoTrie last loaded the row |
Use cases
- Euro benchmark curve. Use the German Federal curve as the euro area's benchmark sovereign curve.
- Spread analysis. Measure other sovereign or corporate yields against German Federal securities of the same tenor.
- Rates research. Load the daily curve 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 Bundesbank's values modified?
No. The Bundesbank's terms ask that its data is not modified, and InfoTrie serves it as published, with the line "Source: Deutsche Bundesbank" on every row.