Zinsstrukturkurve


Angaben der Renditen in % - Stand: 21.04.2017

Restlaufzeit in Jahren 0 1 2 3 4 5 6 7 8 9 10-15 >15
Bundesanleihen -0.797 -0.815 -0.771 -0.658 -0.529 -0.37 -0.258 -0.141 0.033 0.204 0.307 0.818
Euro-Staatsanleihen
(AAA bis A-)
-0.47 -0.585 -0.457 -0.33 -0.229 -0.091 0.045 0.438 0.273 0.542 0.635 1.41
Rendite-Differenz* 0.327 0.23 0.314 0.328 0.3 0.279 0.303 0.579 0.24 0.338 0.328 0.592
Jumbo-Pfandbriefe -0.336 -0.261 -0.188 -0.04 0.117 0.178 0.35 0.429 0.463 0.683 0.937 1.427
Rendite-Differenz* 0.461 0.554 0.583 0.618 0.646 0.548 0.608 0.57 0.43 0.479 0.63 0.609
Corporate Bonds(AA) -0.188 -0.112 -0.047 0.095 0.234 0.413 0.531 0.55 0.741 0.955 1.163 1.531
Rendite-Differenz* 0.609 0.703 0.724 0.753 0.763 0.783 0.789 0.691 0.708 0.751 0.856 0.713
Corporate Bonds(A) -0.112 -0.049 0.066 0.209 0.37 0.562 0.743 0.901 1.026 1.216 1.378 2.001
Rendite-Differenz* 0.685 0.766 0.837 0.867 0.899 0.932 1.001 1.042 0.993 1.012 1.071 1.183
Corporate Bonds(BBB) 0.054 0.076 0.222 0.46 0.743 0.955 1.121 1.292 1.379 1.644 1.773 2.323
Rendite-Differenz* 0.851 0.891 0.993 1.118 1.272 1.325 1.379 1.433 1.346 1.44 1.466 1.505
Emerging Market Bonds -0.092 -0.062 0.555 0.895 1.197 0.919 1.275 1.324 1.266 1.782 2.125 3.29
Rendite-Differenz* 0.705 0.753 1.326 1.553 1.726 1.289 1.533 1.465 1.233 1.578 1.818 2.472
Pfandbriefe/Inhaberschuldv. 0.371 0.034 0.166 0.194 0.236 0.427 0.5 0.625 0.705 0.831 0.947 1.549
Rendite-Differenz* 1.168 0.849 0.937 0.852 0.765 0.797 0.758 0.766 0.672 0.627 0.64 0.731

*Renditedifferenz des Anleihetyps zur Bundesanleihe