a) Term structure of interest rates in the debt securities market - estimated values, listed Federal securities

08.07.2021

276 KB, PDF

Corresponding time series

Please note that only time series that are also available on the Internet are listed below.

Time series Description Direct download Data basket
BBSIS.M.I.ZST.ZI.EUR.S1311.B.A604.R01XX.R.A.A._Z._Z.A Term structure of interest rates on listed Federal securities (method by Svensson) / residual maturity of 1.0 year / monthly data CSV
SDMX-ML 2.0
SDMX-ML 2.1
BBSIS.M.I.ZST.ZI.EUR.S1311.B.A604.R02XX.R.A.A._Z._Z.A Term structure of interest rates on listed Federal securities (method by Svensson) / residual maturity of 2.0 years / monthly data CSV
SDMX-ML 2.0
SDMX-ML 2.1
BBSIS.M.I.ZST.ZI.EUR.S1311.B.A604.R03XX.R.A.A._Z._Z.A Term structure of interest rates on listed Federal securities (method by Svensson) / residual maturity of 3.0 years / monthly data CSV
SDMX-ML 2.0
SDMX-ML 2.1
BBSIS.M.I.ZST.ZI.EUR.S1311.B.A604.R04XX.R.A.A._Z._Z.A Term structure of interest rates on listed Federal securities (method by Svensson) / residual maturity of 4.0 years / monthly data CSV
SDMX-ML 2.0
SDMX-ML 2.1
BBSIS.M.I.ZST.ZI.EUR.S1311.B.A604.R05XX.R.A.A._Z._Z.A Term structure of interest rates on listed Federal securities (method by Svensson) / residual maturity of 5.0 years / monthly data CSV
SDMX-ML 2.0
SDMX-ML 2.1
BBSIS.M.I.ZST.ZI.EUR.S1311.B.A604.R06XX.R.A.A._Z._Z.A Term structure of interest rates on listed Federal securities (method by Svensson) / residual maturity of 6.0 years / monthly data CSV
SDMX-ML 2.0
SDMX-ML 2.1
BBSIS.M.I.ZST.ZI.EUR.S1311.B.A604.R07XX.R.A.A._Z._Z.A Term structure of interest rates on listed Federal securities (method by Svensson) / residual maturity of 7.0 years / monthly data CSV
SDMX-ML 2.0
SDMX-ML 2.1
BBSIS.M.I.ZST.ZI.EUR.S1311.B.A604.R08XX.R.A.A._Z._Z.A Term structure of interest rates on listed Federal securities (method by Svensson) / residual maturity of 8.0 years / monthly data CSV
SDMX-ML 2.0
SDMX-ML 2.1
BBSIS.M.I.ZST.ZI.EUR.S1311.B.A604.R09XX.R.A.A._Z._Z.A Term structure of interest rates on listed Federal securities (method by Svensson) / residual maturity of 9.0 years / monthly data CSV
SDMX-ML 2.0
SDMX-ML 2.1
BBSIS.M.I.ZST.ZI.EUR.S1311.B.A604.R10XX.R.A.A._Z._Z.A Term structure of interest rates on listed Federal securities (method by Svensson) / residual maturity of 10.0 years / monthly data CSV
SDMX-ML 2.0
SDMX-ML 2.1
BBSIS.D.I.ZST.ZI.EUR.S1311.B.A604.R01XX.R.A.A._Z._Z.A Term structure of interest rates on listed Federal securities (method by Svensson) / residual maturity of 1.0 year / daily data CSV
SDMX-ML 2.0
SDMX-ML 2.1
BBSIS.D.I.ZST.ZI.EUR.S1311.B.A604.R02XX.R.A.A._Z._Z.A Term structure of interest rates on listed Federal securities (method by Svensson) / residual maturity of 2.0 years / daily data CSV
SDMX-ML 2.0
SDMX-ML 2.1
BBSIS.D.I.ZST.ZI.EUR.S1311.B.A604.R03XX.R.A.A._Z._Z.A Term structure of interest rates on listed Federal securities (method by Svensson) / residual maturity of 3.0 years / daily data CSV
SDMX-ML 2.0
SDMX-ML 2.1
BBSIS.D.I.ZST.ZI.EUR.S1311.B.A604.R04XX.R.A.A._Z._Z.A Term structure of interest rates on listed Federal securities (method by Svensson) / residual maturity of 4.0 years / daily data CSV
SDMX-ML 2.0
SDMX-ML 2.1
BBSIS.D.I.ZST.ZI.EUR.S1311.B.A604.R05XX.R.A.A._Z._Z.A Term structure of interest rates on listed Federal securities (method by Svensson) / residual maturity of 5.0 years / daily data CSV
SDMX-ML 2.0
SDMX-ML 2.1
BBSIS.D.I.ZST.ZI.EUR.S1311.B.A604.R06XX.R.A.A._Z._Z.A Term structure of interest rates on listed Federal securities (method by Svensson) / residual maturity of 6.0 years / daily data CSV
SDMX-ML 2.0
SDMX-ML 2.1
BBSIS.D.I.ZST.ZI.EUR.S1311.B.A604.R07XX.R.A.A._Z._Z.A Term structure of interest rates on listed Federal securities (method by Svensson) / residual maturity of 7.0 years / daily data CSV
SDMX-ML 2.0
SDMX-ML 2.1
BBSIS.D.I.ZST.ZI.EUR.S1311.B.A604.R08XX.R.A.A._Z._Z.A Term structure of interest rates on listed Federal securities (method by Svensson) / residual maturity of 8.0 years / daily data CSV
SDMX-ML 2.0
SDMX-ML 2.1
BBSIS.D.I.ZST.ZI.EUR.S1311.B.A604.R09XX.R.A.A._Z._Z.A Term structure of interest rates on listed Federal securities (method by Svensson) / residual maturity of 9.0 years / daily data CSV
SDMX-ML 2.0
SDMX-ML 2.1
BBSIS.D.I.ZST.ZI.EUR.S1311.B.A604.R10XX.R.A.A._Z._Z.A Term structure of interest rates on listed Federal securities (method by Svensson) / residual maturity of 10.0 years / daily data CSV
SDMX-ML 2.0
SDMX-ML 2.1
BBSIS.M.I.ZAR.ZI.EUR.S1311.B.A604.R01XX.R.A.A._Z._Z.A Yields, derived from the term structure of interest rates, on listed Federal securities with annual coupon payments / residual maturity of 1.0 years / monthly data CSV
SDMX-ML 2.0
SDMX-ML 2.1
BBSIS.M.I.ZAR.ZI.EUR.S1311.B.A604.R02XX.R.A.A._Z._Z.A Yields, derived from the term structure of interest rates, on listed Federal securities with annual coupon payments / residual maturity of 2.0 years / monthly data CSV
SDMX-ML 2.0
SDMX-ML 2.1
BBSIS.M.I.ZAR.ZI.EUR.S1311.B.A604.R03XX.R.A.A._Z._Z.A Yields, derived from the term structure of interest rates, on listed Federal securities with annual coupon payments / residual maturity of 3.0 years / monthly data CSV
SDMX-ML 2.0
SDMX-ML 2.1
BBSIS.M.I.ZAR.ZI.EUR.S1311.B.A604.R04XX.R.A.A._Z._Z.A Yields, derived from the term structure of interest rates, on listed Federal securities with annual coupon payments / residual maturity of 4.0 years / monthly data CSV
SDMX-ML 2.0
SDMX-ML 2.1
BBSIS.M.I.ZAR.ZI.EUR.S1311.B.A604.R05XX.R.A.A._Z._Z.A Yields, derived from the term structure of interest rates, on listed Federal securities with annual coupon payments / residual maturity of 5.0 years / monthly data CSV
SDMX-ML 2.0
SDMX-ML 2.1
BBSIS.M.I.ZAR.ZI.EUR.S1311.B.A604.R06XX.R.A.A._Z._Z.A Yields, derived from the term structure of interest rates, on listed Federal securities with annual coupon payments / residual maturity of 6.0 years / monthly data CSV
SDMX-ML 2.0
SDMX-ML 2.1
BBSIS.M.I.ZAR.ZI.EUR.S1311.B.A604.R07XX.R.A.A._Z._Z.A Yields, derived from the term structure of interest rates, on listed Federal securities with annual coupon payments / residual maturity of 7.0 years / monthly data CSV
SDMX-ML 2.0
SDMX-ML 2.1
BBSIS.M.I.ZAR.ZI.EUR.S1311.B.A604.R08XX.R.A.A._Z._Z.A Yields, derived from the term structure of interest rates, on listed Federal securities with annual coupon payments / residual maturity of 8.0 years / monthly data CSV
SDMX-ML 2.0
SDMX-ML 2.1
BBSIS.M.I.ZAR.ZI.EUR.S1311.B.A604.R09XX.R.A.A._Z._Z.A Yields, derived from the term structure of interest rates, on listed Federal securities with annual coupon payments / residual maturity of 9.0 years / monthly data CSV
SDMX-ML 2.0
SDMX-ML 2.1
BBSIS.M.I.ZAR.ZI.EUR.S1311.B.A604.R10XX.R.A.A._Z._Z.A Yields, derived from the term structure of interest rates, on listed Federal securities with annual coupon payments / residual maturity of 10.0 years / monthly data CSV
SDMX-ML 2.0
SDMX-ML 2.1