Zinsstrukturkurve


Angaben der Renditen in % - Stand: 17.11.2017

Restlaufzeit in Jahren 0 1 2 3 4 5 6 7 8 9 10-15 >15
Bundesanleihen -0.755 -0.781 -0.696 -0.561 -0.394 -0.264 -0.137 0.019 0.164 0.311 0.473 1.076
Euro-Staatsanleihen
(AAA bis A-)
-0.606 -0.636 -0.528 -0.47 -0.25 -0.107 0.095 0.21 0.367 0.469 0.722 1.486
Rendite-Differenz* 0.149 0.145 0.168 0.091 0.144 0.157 0.232 0.191 0.203 0.158 0.249 0.41
Jumbo-Pfandbriefe -0.325 -0.347 -0.137 -0.09 0.038 0.171 0.31 0.41 0.589 0.751 1.089 1.671
Rendite-Differenz* 0.43 0.434 0.559 0.471 0.432 0.435 0.447 0.391 0.425 0.44 0.616 0.595
Corporate Bonds(AA) -0.303 -0.25 -0.16 -0.002 0.176 0.332 0.43 0.587 0.786 0.968 1.132 1.634
Rendite-Differenz* 0.452 0.531 0.536 0.559 0.57 0.596 0.567 0.568 0.622 0.657 0.659 0.558
Corporate Bonds(A) -0.216 -0.152 -0.039 0.062 0.25 0.417 0.665 0.803 0.979 1.071 1.317 1.929
Rendite-Differenz* 0.539 0.629 0.657 0.623 0.644 0.681 0.802 0.784 0.815 0.76 0.844 0.853
Corporate Bonds(BBB) -0.094 -0.036 0.083 0.249 0.525 0.71 0.938 1.126 1.354 1.499 1.737 2.404
Rendite-Differenz* 0.661 0.745 0.779 0.81 0.919 0.974 1.075 1.107 1.19 1.188 1.264 1.328
Emerging Market Bonds -0.007 0.206 0.403 0.585 0.411 1.255 0.857 1.391 1.01 1.468 1.824 3.492
Rendite-Differenz* 0.748 0.987 1.099 1.146 0.805 1.519 0.994 1.372 0.846 1.157 1.351 2.416
Pfandbriefe/Inhaberschuldv. 0.085 0.045 0.039 0.112 0.296 0.41 0.472 0.81 0.77 0.932 1.04 1.606
Rendite-Differenz* 0.84 0.826 0.735 0.673 0.69 0.674 0.609 0.791 0.606 0.621 0.567 0.53

*Renditedifferenz des Anleihetyps zur Bundesanleihe