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The YieldCurve.com e-Journal ceased publication on 1 December 2006. The website remains in place as a database of articles, presentations and applications software connected with the fixed income markets, credit derivatives and securitisation.
This material was published by us during the period December 2000 - December 2006

All articles, presentations and Excel spreadsheets are available for free download to all visitors.

We will continue to maintain FX rates and the database of UK and US government bond yield curves.


Latest News
FXrates updated weekly
2008/01/07-2009/01/07
2008/01/07  €1.33902008/01/14  €1.32572008/01/21  €1.33742008/01/28  €1.34982008/02/04  €1.33012008/02/11  €1.34232008/02/18  €1.33672008/02/25  €1.32582008/03/03  €1.30832008/03/10  €1.30562008/03/17  €1.29002008/03/24  €1.28162008/03/31  €1.26252008/04/07  €1.26812008/04/14  €1.24572008/04/21  €1.26902008/04/28  €1.26612008/05/05  €1.27792008/05/12  €1.26262008/05/19  €1.25882008/05/26  €1.25572008/06/02  €1.27362008/06/09  €1.25182008/06/16  €1.27062008/06/23  €1.26262008/06/30  €1.26592008/07/07  €1.26352008/07/14  €1.25032008/07/21  €1.26082008/07/28  €1.26862008/08/04  €1.26862008/08/11  €1.27562008/08/18  €1.26892008/08/25  €1.25472008/09/01  €1.24022008/09/08  €1.23952008/09/15  €1.26512008/09/22  €1.27002008/09/29  €1.26022008/10/06  €1.27532008/10/13  €1.25722008/10/20  €1.28492008/10/27  €1.26042008/11/03  €1.27272008/11/10  €1.22252008/11/17  €1.17172008/11/24  €1.18372008/12/01  €1.20952008/12/08  €1.15172008/12/15  €1.11102008/12/22  €1.07672008/12/29  €1.03722009/01/05  €1.0502
€ FXrate: 1.0502
2008/01/07  $1.97552008/01/14  $1.95912008/01/21  $1.95532008/01/28  $1.98032008/02/04  $1.96842008/02/11  $1.94682008/02/18  $1.96142008/02/25  $1.96662008/03/03  $1.98632008/03/10  $2.01292008/03/17  $2.02122008/03/24  $1.97842008/03/31  $1.99442008/04/07  $1.99432008/04/14  $1.97082008/04/21  $1.99652008/04/28  $1.98302008/05/05  $1.97102008/05/12  $1.94852008/05/19  $1.95782008/05/26  $1.98202008/06/02  $1.97922008/06/09  $1.96952008/06/16  $1.94952008/06/23  $1.97342008/06/30  $1.99382008/07/07  $1.98312008/07/14  $1.98922008/07/21  $1.99872008/07/28  $1.98812008/08/04  $1.97402008/08/11  $1.91942008/08/18  $1.86462008/08/25  $1.85372008/09/01  $1.81892008/09/08  $1.76832008/09/15  $1.78952008/09/22  $1.83072008/09/29  $1.84002008/10/06  $1.76822008/10/13  $1.69982008/10/20  $1.72992008/10/27  $1.59132008/11/03  $1.61622008/11/10  $1.56482008/11/17  $1.48542008/11/24  $1.48132008/12/01  $1.53422008/12/08  $1.46032008/12/15  $1.48772008/12/22  $1.49922008/12/29  $1.45832009/01/05  $1.4548
$ FXrate: 1.4548
rollover for figures
see 5 year chart
fixed income markets library

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