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Constant Maturity Rates (CMRs)
CMRs are interpolated bond yields exactly matching the 2, 5, 10 and 30 year points on each government curve. The two bonds from each issuer closest to, and either side of, each point on the curve are chosen and their yields are linearly interpolated. If no suitable bonds are available, the CMR is not calculated. This table shows the CMRs for each of the 11 issuer countries and their spreads over German CMRs.
Last updated: 05-Jan-09 12.00 GMT
| Constant Maturity Rates (CMR) |
| CMR Term (Years) | | Spread to German CMRs | | | Issuer | 2 | 5 | 10 | 30 | Issuer | 2 | 5 | 10 | 30 |
| Austria | 2.350% | 3.180% | 3.890% | - | Austria | 0.550% | 0.770% | 0.850% | - |
| Belgium | 2.500% | 3.350% | 3.850% | - | Belgium | 0.700% | 0.940% | 0.810% | - |
| Finland | 2.260% | 3.120% | 3.680% | - | Finland | 0.460% | 0.710% | 0.640% | - |
| France | 2.170% | 2.790% | 3.470% | 3.780% | France | 0.370% | 0.380% | 0.430% | 0.210% |
| Germany | 1.800% | 2.410% | 3.040% | 3.570% | Germany | - | - | - | - |
| Greece | 3.950% | 4.870% | 5.200% | 5.910% | Greece | 2.150% | 2.460% | 2.160% | 2.340% |
| Ireland | - | 3.750% | 4.400% | - | Ireland | - | 1.340% | 1.360% | - |
| Italy | 3.030% | 3.730% | 4.300% | 5.050% | Italy | 1.230% | 1.320% | 1.260% | 1.480% |
| Netherlands | 2.190% | 3.010% | 3.600% | - | Netherlands | 0.390% | 0.600% | 0.560% | - |
| Portugal | 2.800% | 3.550% | 4.030% | - | Portugal | 1.000% | 1.140% | 0.990% | - |
| Spain | 2.480% | 3.310% | 3.890% | 4.260% | Spain | 0.680% | 0.900% | 0.850% | 0.690% |
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