Zinsstrukturkurve


Angaben der Renditen in % - Stand: 18.01.2017

Restlaufzeit in Jahren 0 1 2 3 4 5 6 7 8 9 10-15 >15
Bundesanleihen -0.705 -0.738 -0.736 -0.639 -0.514 -0.372 -0.252 -0.107 0.046 0.221 0.396 0.949
Euro-Staatsanleihen
(AAA bis A-)
-0.369 -0.552 -0.537 -0.396 -0.346 -0.178 0.006 0.287 0.36 0.503 0.665 1.48
Rendite-Differenz* 0.336 0.186 0.199 0.243 0.168 0.194 0.258 0.394 0.314 0.282 0.269 0.531
Jumbo-Pfandbriefe -0.268 -0.219 -0.179 -0.05 0.097 0.165 0.348 0.376 0.696 0.695 0.934 1.458
Rendite-Differenz* 0.437 0.519 0.557 0.589 0.611 0.537 0.6 0.483 0.65 0.474 0.538 0.509
Corporate Bonds(AA) -0.129 -0.064 -0.015 0.076 0.21 0.393 0.497 0.562 0.801 1.005 1.275 1.716
Rendite-Differenz* 0.576 0.674 0.721 0.715 0.724 0.765 0.749 0.669 0.755 0.784 0.879 0.767
Corporate Bonds(A) -0.009 0.036 0.114 0.256 0.371 0.547 0.752 0.938 1.018 1.261 1.478 2.181
Rendite-Differenz* 0.696 0.774 0.85 0.895 0.885 0.919 1.004 1.045 0.972 1.04 1.082 1.232
Corporate Bonds(BBB) 0.206 0.161 0.301 0.493 0.72 0.981 1.17 1.238 1.45 1.792 1.881 2.512
Rendite-Differenz* 0.911 0.899 1.037 1.132 1.234 1.353 1.422 1.345 1.404 1.571 1.485 1.563
Emerging Market Bonds 0.098 -0.045 0.743 1.024 1.389 1.256 1.586 1.293 1.305 1.576 2.201 3.592
Rendite-Differenz* 0.803 0.693 1.479 1.663 1.903 1.628 1.838 1.4 1.259 1.355 1.805 2.643
Pfandbriefe/Inhaberschuldv. 0.316 0.024 0.042 0.114 0.2 0.314 0.47 0.566 0.665 0.804 0.876 1.645
Rendite-Differenz* 1.021 0.762 0.778 0.753 0.714 0.686 0.722 0.673 0.619 0.583 0.48 0.696

*Renditedifferenz des Anleihetyps zur Bundesanleihe