Netherlands - Average Long-term Government Bond





Netherlands: Average Long-term Government Bond

Mnemonic IRGTLT.INLD
Unit % p.a., NSA
Adjustments Not Seasonally Adjusted
Business Daily
Data 14 Nov 2018 0.54
13 Nov 2018 0.53

Series Information

Source The Bank of Netherlands (DNB)
Release Government Bond Yields
Frequency Business Daily
Start Date 1/2/1990
End Date 11/14/2018

Netherlands: Markets

Reference Last Previous Units Frequency
Stock Market Index 19 Nov 2018 764.84 770.59 Index, NSA Business Daily
Average Long-term Government Bond 16 Nov 2018 0.51 0.49 % p.a., NSA Business Daily
Lending Rate Feb 2013 1.5 1.5 % p.a., NSA Monthly
Money Market Rate Dec 1998 2.78 3.18 % p.a., NSA Monthly

Release Information

The annual, quarterly and monthly averages are based on the daily rates. The money market rate for call money is the EONIA (Euro Over Night Index Average) in the Euro area. Included in the money market rates is the Euribor rate and the Euro currency market. The Euro currency market data are based on teh 11:45 h Central European time bid-rates and have been derived from the Bank for Internaional Settlements. Capital market rates include Dutch bonds and Central government bonds foreign/international.

Money market rates

The EONIA is calculated as a weighted average of the effective overnight interest rates for all unsecured interbank transactions concluded in the euro area by a fixed population of banks. The rate for call money in the guilder market was the market rate for unsecured bankers' call loans.

The Euribor rate (Euro Interbank Offered Rate) is the average of the rates (excluding the highest and lowest values) offered by 57 banks in the euro area for interbank lending in euro.

The Aibor rate (Amsterdam Interbank Offered Rate) was the average of interbank rates offered by ten banks. With the introduction of the Euribor rate on 1 January 1999, the Aibor rate was discontinued as from that date.

Capital market rates

Dutch bonds: The yields, with the exception of that on the latest ten-year central government loan, are generally calculated as unweighted averages of the medians of the daily observations for each maturity class. The maturity classes are based on average remaining maturity. The yield on the five longest-term central government loans is calculated as the weighted average of the true yields to maturity of the five loans. The data on bond yields have been derived from the Statistics Netherlands, with the exception of the yield on the latest ten-year central government loan, which has been derived from Datastream.

Central government bonds foreign/international: The data on bond yields have been derived from the Bank for International Settlements and Data stream.

Data is not subject to revision.