Key figures

 

OAT€is indexation coefficients

OAT indexed on the eurozone HICP: indexation coefficients.

The base year (=100) for the HICP (consumer price index) has been changed from base 2005 to 2015, on 25 February 2016 for the January 2016 index.
To continue to calculate the indexation coefficients without interruption, the applicable reference inflation rates have been converted to the new base year by applying the following formula (clé):
FR_calculOATEi1.png
in order to obtain the following result:
FR_calculOATEi2.png
Please note that the coefficients calculated in the previous base, up to the coefficients for 1 March 2016, are not modified. The new base only applies to the coefficients calculated from 2 March 2016 onwards.

Download indexation coefficients up to 01 January 2025 (XLSX - 615 Ko)

Historical data - Base 2005 indexation coefficients since 25 July 2001 to 1 March 2016 (XLS - 822 Ko)

The 13 OAT€is are:

- OAT€i 0.25% 25 July 2024
- OAT€i 0.10% 1 March 2026
- OAT€i 1.85% 25 July 2027
- OAT€i 0.10% 1 March 2029
- OAT€i 0.70% 25 July 2030
- OAT€i 0.10% 25 July 2031
- OAT€i 3.15% 25 July 2032
- OAT€i 0.60% 25 July 2034
- OAT€i 0.10% 25 July 2036
- OAT€i 0.10% 25 July 2038
- OAT€i 1.80% 25 July 2040
- OAT€i 0.95% 25 July 2043
- OAT€i 0.10% 25 July 2047
- OAT€i 0.10% 25 July 2053

Long series of price indexes

    

 

 

 

 

Download the data (XLSX - 31 Ko)

According to the OAT€i specific characteristics, we use the first indices published by Eurostat to calculate the indexation coefficients, independently of subsequent statistical revisions. AFT publishes the data serie based on those first published indices. Thus, the serie published here may be different from the one published today by Eurostat, in case of revision.

 

Yield of the OAT€i 0.10% 25 July 2036 and breakeven inflation in the Eurozone*

daily quotes

 


Source: Bloomberg
*Obligations chosen for breakeven inflation computation are changing this month, as well as the two years historical data.

Breakeven inflation

daily quotes in %

 

Source: Bloomberg