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Home > Statistics > Yield Curves
 

Yield Curves

​Back to latest data.

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GLC - Government liability curve
BLC - Commercial bank liability curve
OIS - Overnight Index swap curve

The estimates of the commercial bank liability curve for the period 2010 to July 2014 were revised on 15/07/2014, and the estimates of the commercial bank liability curve for the period 2007 to 2009 were revised on 17/11/2010.

The estimates of the nominal government liability curve for the period March 2012 to September 2014 were revised on 30/09/2014. The estimates of the inflation government liability curve, which is derived from the estimates of the nominal and real government liability curves, have also been revised.

The estimates of the real government liability curve for the period 2007 to 15 December 2014 were revised on 16/12/2014. The estimates of the inflation government liability curve, which is derived from the estimates of the nominal and real government liability curves, have also been revised.

  Daily Data (xls format)

GLC GLC GLC BLC OIS*
Nominal Real Inflation Nominal Nominal
2005- (10.2MB) (7.1MB) (7.2MB) (12.0MB) (3.6MB)
2000-04 (6.3MB) (3.9MB) (4.0MB)  (5.5MB)
1995-99 (6.2MB) (3.5MB) (3.4MB) (4.6MB)
1990-94 (5.9MB) (3.4MB) (3.4MB) (3.6MB)
1985-89 (5.2MB) (3.4MB) (3.4MB)
1979-84 (6.3MB)

 

Monthly Data (xls format)

GLC GLC GLC BLC ​OIS
Nominal Real Inflation Nominal ​Nominal
1970 - latest 1985 - latest 1985 - latest 1990 - latest ​2009 - latest
(3.4MB) (2.0MB) (1.3MB) (3.6MB) (1.1MB)

 



Daily Data (zip format) 

GLC GLC GLC BLC OIS*
Nominal Real Inflation Nominal ​Nominal
2005- (5.1MB) (3.7MB)  (3.6MB) (5.4MB) (1.7MB)
2000-04 (2.6MB) (1.9MB) (1.9MB) (2.5MB)
1995-99 (2.5MB) (1.7MB) (1.7MB) (2.1MB)
1990-94 (2.4MB) (1.7MB) (1.7MB) (1.6MB)
1985-89 (2.4MB) (1.7MB) (1.7MB)
1979-84 (2.7MB)

 

Monthly Data (zip format) 

GLC GLC GLC BLC OIS
Nominal Real Inflation Nominal ​Nominal
1970 - latest 1985 - latest 1985 - latest 1990 - latest ​2009 - latest
(1.2MB) (0.9MB) (0.5MB) (0.9MB) (0.2MB)

 
*OIS data are only available from 2009