Summary Indicators

This dataset brings together time series of financial and market indicators. The series include the following information with annual, monthly, weekly and daily periodicity.

Regarding Eurosystem monetary policy, it provides data on interest rates on Eurosystem monetary policy operations. The data include rates related to liquidity provision, main refinancing operations, the marginal lending facility and the deposit facility. Source: ECB.

Regarding other interest rates, it shows data on €STR and Euribor at different tenors (one week, one month, three months, six months and one year).

For key national and international financial indicators on financial markets with daily, weekly, monthly and annual periodicity, it provides data on the secondary securities market (interest rates for Treasury bills and for non-stripped government bonds and obligations at different maturities, compiled by the Banco de España from the full set of market transactions).

It includes indicators of Spanish government debt yields, calculated from matched transaction prices, and 3-month historical volatility for 10-year obligations.

It also includes data on the 10-year yield spread versus the German bond (risk premium), with international comparisons (Spain, United Kingdom and United States) and the 10-year German bond interest rate.

Data on year-to-date returns for domestic equity markets, including the General Index of the Madrid Stock Exchange, the IBEX 35 and the 3-month historical volatility of the IBEX 35, sector sub-indices (Utilities, Financial, Industry, Others), the IBEX 35 Nuevo Mercado and LATIBEX.

Also on year-to-date returns for international equity markets for the indices DJ EURO STOXX 50, DAX (Frankfurt), MIB (Milan), FTSE 100 (London), Dow Jones Industrial Average, NASDAQ (New York) and Nikkei 225 (Tokyo).

Regarding derivatives markets, it includes data on IBEX 35 futures (first maturity) and the volatilities associated with those futures.

On exchange rates and competitiveness, it provides the euro's exchange rate against the dollar and the yen, the cumulative annual change (appreciation/depreciation) and the nominal component of Spain's competitiveness index.

License: Terms of Use of Banco de España Statistics

Categories: Daily release