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Home > Statistics > Yield Curves
 

Yield Curves

​Back to latest data.

Please click on the icons below to download the data.

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 present 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.

 

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