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Home > Statistics > Yield Curves - archive data
 

Yield Curves - archive 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.

On 9 December 2015 estimates of the 11 April 2003 nominal government liability curve were revised.

Publication of historical series of real yields and inflation compensation term structure remains suspended while the estimation methodology is reviewed.

The suspension currently covers historical data prior to 2017 only, which remain under review.

Daily Data (zip format) 
GLC GLC GLC BLC OIS*
Nominal ​Real Inflation​ Nominal ​Nominal
​1979 - present

(30MB)

(0.52MB) (0.52MB) (19MB) (4MB)

  Monthly Data (zip format) 

GLC GLC GLC BLC OIS
Nominal ​Real ​Inflation Nominal ​Nominal
​1970 - present (2.2MB) ​(0.08MB) (0.08MB) ​​(1.3MB) (0.5MB)​​

 
*OIS data are only available from 2009
 
 
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