欧洲稳定机制债券收益率（EUR）
拟合即期曲线，截至 2026-10-07
https://bondscovery.com/zh/yield-curve/esm-bonds
欧洲稳定机制债券收益率（EUR）（截至 2026-10-07）：10Y为3.83%，拟合曲线3M–30Y（2.83%–4.03%），共23只债券。实时图表、成分债券与远期利率见bondScovery。
也常被称为ESM债券、欧洲稳定机制债券收益率。下方曲线由欧洲稳定机制的23只债券拟合而成，涵盖从最短期票据到最长期债券，并随每日更新重建。
| 剩余期限 | 拟合收益率 | 远期利率 |
|---|---|---|
| 3M | 2.83% | — |
| 6M | 2.87% | 2.91% |
| 9M | 2.91% | 3.00% |
| 12M | 2.95% | 3.08% |
| 18M | 3.04% | 3.28% |
| 2Y | 3.12% | 3.28% |
| 3Y | 3.27% | 3.58% |
| 5Y | 3.51% | 3.92% |
| 6Y | 3.61% | 4.14% |
| 7Y | 3.68% | 4.21% |
| 8Y | 3.75% | 4.25% |
| 9Y | 3.79% | 4.26% |
| 10Y | 3.83% | 4.24% |
| 15Y | 3.92% | 4.17% |
| 20Y | 4.01% | 4.42% |
| 30Y | 4.03% | 4.08% |
2年期、10年期与10年−2年利差走势
截至 2026-10-07，2年期收益率为3.12%，10年期为3.83%，10年−2年利差+72个基点，曲线呈正向倾斜。下方图表与表格记录了两者的变化。
每月取一个更新日的2年期、10年期拟合收益率及其利差。查看今日全部倒挂曲线 →
| 期限 | 最新2026-10-07 | 1个月前2026-09-07 | 2个月前2026-08-07 | 3个月前2026-07-09 | 4个月前2026-06-09 | 5个月前2026-05-11 | 6个月前2026-04-10 |
|---|---|---|---|---|---|---|---|
| 2Y | 3.12% | 3.11% | 2.82% | 2.71% | 2.73% | 2.70% | 2.69% |
| 10Y | 3.83% | 3.64% | 3.35% | 3.31% | 3.32% | 3.27% | 3.30% |
| 10Y − 2Y | +72 bp | +53 bp | +53 bp | +61 bp | +59 bp | +57 bp | +61 bp |
曲线的成分债券
构成这条曲线的25只债券。灰色行的报价较早。
| 发行人 | 收益率 | 剩余期限 | 票息 | ISIN |
|---|---|---|---|---|
| ESM | 2.36% | 2026-11-05 | 0.00% | EU000A4DMLY0 |
| ESM | 2.55% | 2026-12-03 | 0.00% | EU000A4DMLZ7 |
| ESM | 1.57% | 2026-12-15 | 0.00% | EU000A1Z99N4 |
| ESM | 2.83% | 2027-03-15 | 0.75% | EU000A1Z99B9 |
| ESM | 3.23% | 2027-06-23 | 1.00% | EU000A1Z99Q7 |
| ESM | 2.43% | 2027-09-30 | 2.38% | EU000A1Z99V7 |
| ESM | 3.16% | 2028-03-15 | 3.00% | EU000A1Z99R5 |
| ESM | 2.64% | 2028-09-05 | 0.75% | EU000A1Z99F0 |
| ESM | 3.19% | 2028-11-17 | 2.12% | EU000A1Z99X3 |
| ESM | 3.31% | 2029-03-05 | 0.50% | EU000A1Z99H6 |
| ESM | 3.39% | 2029-09-18 | 2.62% | EU000A1Z99T1 |
| ESM | 3.41% | 2030-03-04 | 0.01% | EU000A1Z99L8 |
| ESM | 3.51% | 2031-06-02 | 2.75% | EU000A1Z99Z8 |
| ESM | 3.49% | 2031-10-15 | 0.01% | EU000A1Z99P9 |
| ESM | 3.48% | 2032-05-03 | 1.12% | EU000A1U9969 |
| ESM | 3.60% | 2033-05-23 | 1.20% | EU000A1Z99D5 |
| ESM | 3.62% | 2033-08-23 | 3.00% | EU000A1Z99S3 |
| ESM | 3.62% | 2034-09-15 | 2.75% | EU000A1Z99U9 |
| ESM | 3.73% | 2035-02-26 | 2.75% | EU000A1Z99W5 |
| ESM | 3.77% | 2036-02-25 | 3.00% | EU000A1Z99Y1 |
| ESM | 4.00% | 2036-11-17 | 1.62% | EU000A1U9928 |
| ESM | 3.98% | 2042-07-18 | 0.88% | EU000A1U9977 |
| ESM | 4.04% | 2045-10-20 | 1.75% | EU000A1U9902 |
| ESM | 4.07% | 2046-11-02 | 1.80% | EU000A1Z99A1 |
| ESM | 3.94% | 2055-12-01 | 1.85% | EU000A1U9936 |