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Government bond curve · Edition 1

The 25-year point yielded 7.87 percentage points more than six months

The curve steepened by 0.62 percentage points from the preceding official run.

Official fitted sovereign yield by years to maturity
STEEP CLIMBLONG END FLATTENS0.5Y: 4.01%4.01%0.5Y2Y: 10%10%2Y5Y: 11.23%11.23%5Y10Y: 11.64%15Y: 11.78%20Y: 11.85%25Y: 11.89%11.89%25Y+7.87 pp
STEEP CLIMBLONG ENDFLATTENS0.5Y: 4.01%4.01%0.5Y2Y: 10%10%2Y5Y: 11.23%11.23%5Y10Y: 11.64%15Y: 11.78%20Y: 11.85%25Y: 11.89%11.89%25Y+7.87 pp

KCP preserves the fifty official half-year points and displays selected labelled maturities. It does not fit, interpolate or blend auction observations into the curve.

The numbers

Official fitted sovereign yield by years to maturity
MeasureDate / periodValue (%)
0.5Y20 Oct 20264.01
2Y20 Oct 202610
5Y20 Oct 202611.23
10Y20 Oct 202611.64
15Y20 Oct 202611.78
20Y20 Oct 202611.85
25Y20 Oct 202611.89

What changed

The curve steepened by 0.62 percentage points from the preceding official run.

Why it matters

The curve is a compact view of how the official term structure prices time, but it is not a transaction quote or a forecast.

Method and limits

KCP preserves the fifty official half-year points and displays selected labelled maturities. It does not fit, interpolate or blend auction observations into the curve.

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