Zinsstrukturkurve


Angaben der Renditen in % - Stand: 27.02.2017

Restlaufzeit in Jahren 0 1 2 3 4 5 6 7 8 9 10-15 >15
Bundesanleihen -0.93 -0.95 -0.943 -0.822 -0.699 -0.548 -0.37 -0.221 -0.024 0.159 0.267 0.815
Euro-Staatsanleihen
(AAA bis A-)
-0.594 -0.64 -0.647 -0.469 -0.461 -0.234 -0.091 0.191 0.261 0.436 0.624 1.526
Rendite-Differenz* 0.336 0.31 0.296 0.353 0.238 0.314 0.279 0.412 0.285 0.277 0.357 0.711
Jumbo-Pfandbriefe -0.298 -0.232 -0.173 -0.067 0.063 0.141 0.332 0.361 0.561 0.667 0.895 1.45
Rendite-Differenz* 0.632 0.718 0.77 0.755 0.762 0.689 0.702 0.582 0.585 0.508 0.628 0.635
Corporate Bonds(AA) -0.234 -0.233 -0.187 -0.052 0.076 0.245 0.401 0.48 0.689 0.867 1.136 1.579
Rendite-Differenz* 0.696 0.717 0.756 0.77 0.775 0.793 0.771 0.701 0.713 0.708 0.869 0.764
Corporate Bonds(A) -0.103 -0.154 -0.076 0.068 0.222 0.407 0.635 0.818 0.925 1.152 1.377 2.093
Rendite-Differenz* 0.827 0.796 0.867 0.89 0.921 0.955 1.005 1.039 0.949 0.993 1.11 1.278
Corporate Bonds(BBB) 0.487 -0.043 0.095 0.324 0.573 0.793 1.025 1.165 1.269 1.654 1.843 2.4
Rendite-Differenz* 1.417 0.907 1.038 1.146 1.272 1.341 1.395 1.386 1.293 1.495 1.576 1.585
Emerging Market Bonds 0.136 -0.131 0.49 0.926 1.303 0.714 1.418 1.336 1.383 1.541 2.312 3.649
Rendite-Differenz* 1.066 0.819 1.433 1.748 2.002 1.262 1.788 1.557 1.407 1.382 2.045 2.834
Pfandbriefe/Inhaberschuldv. 1.107 0.021 0.175 0.159 0.213 0.334 0.485 0.586 0.668 0.851 0.885 1.69
Rendite-Differenz* 2.037 0.971 1.118 0.981 0.912 0.882 0.855 0.807 0.692 0.692 0.618 0.875

*Renditedifferenz des Anleihetyps zur Bundesanleihe