Dec08 has seen a flattening of the long-end of the EUR yield curve (term structure of interest rates for EUR) as shown from the ECB's animation. The bond price data comes from EuroMTS Ltd (a pan-European government bond trading platform). They publish a yield report showing e.g. yield on 2year and 5 year government bonds for Austria, Belgium , Finland, France etc.
Statistical data from the ECB can be found here.
No comments:
Post a Comment