Euro area government bond yield curve spot rates (daily)
Daily spot rates from the ECB's fitted euro-area government bond yield curves (Svensson model, continuous compounding, yield-error minimisation). Two curves are published: one for triple-A rated issuers only and one for all euro-area government issuers, each at 1-, 2-, 5-, 10- and 30-year maturities, estimated each TARGET business day from euro-area central-government bond yields (dataflow YC). Spot rates are the market's read on risk-free euro rates at each maturity — the 10-year AAA rate is the euro area's benchmark long rate, and the 10-year minus 2-year spread is the classic recession indicator. Method and technical notes: https://www.ecb.europa.eu/stats/financial_markets_and_interest_rates/euro_area_yield_curves/shared/pdf/technical_notes.pdf. European Central Bank statistics; reuse is free with attribution under the ESCB statistics reuse policy. Units: percent per annum.
- Source
- European Central Bank
- Rows
- 56,380
- Columns
- 4
- Source cadence
- Daily
- Last refreshed
- Sep 26, 2026
- Theme
- markets
| Column | Type | Description |
|---|---|---|
| date | date | Observation period (the TIME_PERIOD column of the ECB SDMX-CSV response). Daily series use YYYY-MM-DD; monthly series use YYYY-MM, stored as the first day of the month. |
| series_id | string | SDMX series key (the KEY column), e.g. 'EXR.D.USD.EUR.SP00.A': the unique identifier of the series in the ECB Statistical Data Warehouse. |
| series_label | string | Series title published by the ECB (the TITLE column of the SDMX-CSV response), e.g. 'US dollar/Euro ECB reference exchange rate'. |
| value | float | Observed value for the series and period (the OBS_VALUE column). Units follow the series definition (exchange rates per euro, effective exchange rate index points, annual growth rate in percent for the monetary aggregates, annualised agreed rate in percent per annum for the MFI lending and deposit rates, or the fitted spot rate in percent per annum for the yield-curve datasets). Missing observations are null. |
- Current
20260926T051406Z-f8e5fb3ffc92 · sha256 f8e5fb3ffc92…
56,380 rows · first snapshot
Point any LLM at the metadata endpoint — the documentation above is machine-readable too (JSON-LD + Croissant).
curl "https://datazimuts.com/v1/datasets/ecb/ecb_yield_curve_spot_rates" | jq '{title, rows, columns_count, license}'import requests
ds = requests.get("https://datazimuts.com/v1/datasets/ecb/ecb_yield_curve_spot_rates").json()
print(ds["title"], ds["rows"], "rows")
# Sample rows for an LLM context window
for row in ds.get("sample_rows", [])[:5]:
print(row)API endpoint: https://datazimuts.com/v1/datasets/ecb/ecb_yield_curve_spot_rates
Tip: fetch /llms.txt for the full machine-readable catalog.
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Cite this snapshot
Pinned to snapshot 20260926T051406Z-f8e5fb3ffc92 and its content hash, so readers get exactly the data you used.
European Central Bank. (2026). Euro area government bond yield curve spot rates (daily) [Data set, snapshot 20260926T051406Z-f8e5fb3ffc92, sha256 f8e5fb3ffc92]. Datazimuts. Retrieved 2026-09-26, from https://datazimuts.com/en/datasets/ecb/ecb_yield_curve_spot_rates?snapshot=20260926T051406Z-f8e5fb3ffc92
@misc{dz_ecb_ecb_yield_curve_spot_rates_f8e5fb3f,
title = {{Euro area government bond yield curve spot rates (daily)}},
author = {{European Central Bank}},
year = {2026},
publisher = {Datazimuts},
howpublished = {\url{https://datazimuts.com/en/datasets/ecb/ecb_yield_curve_spot_rates?snapshot=20260926T051406Z-f8e5fb3ffc92}},
note = {Snapshot 20260926T051406Z-f8e5fb3ffc92, sha256 f8e5fb3ffc92f07e033d96eca284ef0a94b0c3585a9550195a94e1c44ed80bf5; accessed 2026-09-26}
}Embed a table or a chart
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<iframe src="https://datazimuts.com/embed/chart?dataset=ecb%2Fecb_yield_curve_spot_rates&lang=en&theme=auto&snapshot=20260926T051406Z-f8e5fb3ffc92&x=date&y=value&agg=avg" title="Euro area government bond yield curve spot rates (daily)" width="100%" height="380" style="border:0" loading="lazy"></iframe>
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