The Central Bank of Iceland has begun publishing constant maturity interest rates derived from Icelandic Treasury bond yields, providing standardised daily benchmarks for three, five and ten-year maturities on both indexed and nominal Treasury bonds. Rates will be published by 11:00 each business day. Two annualised rate sets are provided: a daily par yield curve rate that represents the coupon and yield a new three, five or ten-year coupon bond would bear if issued at par, and zero-coupon rates that represent the yield a new zero-coupon Treasury bond would have if issued that day, including for present value calculations. The rates are interpolated from yields on issued Icelandic Treasury bonds listed on the OMX Iceland exchange and do not correspond to any specific bond issuance; the Central Bank applies a new methodology intended to be comparable with approaches used abroad. Historical interest rate data going back several years is expected to be published in the near future.
Central Bank of Iceland 2025-11-07
Central Bank of Iceland begins publishing daily constant maturity rates based on Icelandic Treasury bond yields
The Central Bank of Iceland has started publishing constant maturity interest rates based on Icelandic Treasury bond yields, offering daily benchmarks for three, five, and ten-year maturities on both indexed and nominal bonds. These rates, available by 11:00 each business day, include a daily par yield curve rate and zero-coupon rates, using a new methodology aligned with international practices.