The Belgian Debt Agency provides the public with information on the secondary market in linear bonds, split securities (strips) and treasury certificates by publishing the reference rates and prices determined by it and the volumes reported via the Harmonized Reporting Format. A constant-maturity yield curve is also calculated every day.
On the basis of this yield curve, reference indices for variable-rate mortgage loans are monthly computed and published by the Agency.
1. Reference rates and prices
Reference prices (linear bonds) and reference rates (strips and treasury certificates) are published,in principle every working day. These are recorded around 2.30 p.m. and published each day around 3 p.m. As no transaction is concluded at these rates and prices, they only give an indication. Publications will take place daily except when Target or Brussels is closed or when e-trading platforms are closed (24/12 and 31/12).
- Reference prices for linear bonds (PDF - XML)
- Reference rates for strips (PDF - XML)
- Reference rates for treasury certificates (PDF - XML)
Statistics on the secondary market reported by the Primary Dealers using the "Harmonized Reporting Format" (HRF). The DMOs of the Euro area in co-operation with the European Primary Dealers Association (EPDA), currently AFME, developed a Harmonized Reporting Format applicable starting January 2006. This reporting process is destined to simplify and improve the consistency of PD activity reports.
3. Yield curve
- Yields at fixed maturity (PDF - XML)
- Historical series of yields at fixed maturity (link to the website of the National Bank of Belgium, NBB.Stat).
4. Reference Indices
- Reference indices for variable-rate mortgage loans (PDF - XML)
- The historical series of indices are available on the website of the FPS Economy (FR).