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ECB: STATISTICS Pocket Book -- August 2010

ECB: STATISTICS Pocket Book -- August 2010

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Published by FloridaHoss
...The Statistics Pocket Book is updated monthly. As a general rule, the cut-off date for the statistics included in the Pocket Book is the day preceding the Governing Council of the ECB’s fi rst meeting of the month. For this issue, it was 4 August 2010. ...
...The Statistics Pocket Book is updated monthly. As a general rule, the cut-off date for the statistics included in the Pocket Book is the day preceding the Governing Council of the ECB’s fi rst meeting of the month. For this issue, it was 4 August 2010. ...

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Published by: FloridaHoss on Aug 16, 2010
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10/25/2012

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(AAA-rated euro area central government bonds; end of period; rates in percentages per annum;
spreads in percentage points)

Spot rates

Instantaneous forward rates

3 months1 year2 years5 years10 years10Y-3M

10Y-2Y1 year2 years5 years10 years

spread 1)spread 2)

2009 June 0.620.901.502.85

3.99

3.37

2.491.472.674.54

5.42

July 0.490.741.432.68

3.74

3.26

2.311.492.624.21

5.13

Aug. 0.440.741.462.69

3.68

3.24

2.221.552.664.16

4.95

Sep. 0.410.701.332.59

3.64

3.23

2.311.342.474.14

4.96

Oct. 0.500.811.432.61

3.68

3.18

2.251.492.504.12

5.11

Nov. 0.440.801.342.49

3.57

3.13

2.231.382.324.00

5.04

Dec. 0.380.811.382.64

3.76

3.38

2.381.412.444.27

5.20

2010 Jan. 0.280.711.252.48

3.66

3.38

2.421.282.254.15

5.23

Feb. 0.300.541.022.29

3.49

3.19

2.460.982.013.99

5.08

Mar. 0.330.601.052.28

3.46

3.13

2.411.021.983.96

5.02

Apr. 0.320.601.012.18

3.40

3.07

2.391.001.853.89

4.94

May 0.210.280.571.75

3.00

2.78

2.430.471.283.58

4.46

June 0.340.420.691.79

3.03

2.68

2.330.621.353.54

4.52

July 0.450.590.871.88

3.01

2.56

2.140.821.513.45

4.43

Sources: ECB calculations based on underlying data provided by EuroMTS and ratings provided by
Fitch Ratings.

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