Zinsstrukturkurve


Angaben der Renditen in % - Stand: 18.08.2017

Restlaufzeit in Jahren 0 1 2 3 4 5 6 7 8 9 10-15 >15
Bundesanleihen -0.711 -0.734 -0.664 -0.566 -0.4 -0.248 -0.104 0.062 0.217 0.343 0.461 1.01
Euro-Staatsanleihen
(AAA bis A-)
-0.397 -0.565 -0.442 -0.4 -0.243 -0.073 0.179 0.218 0.362 0.543 0.768 1.445
Rendite-Differenz* 0.314 0.169 0.222 0.166 0.157 0.175 0.283 0.156 0.145 0.2 0.307 0.435
Jumbo-Pfandbriefe -0.278 -0.282 -0.165 -0.048 0.12 0.184 0.37 0.485 0.584 0.739 1.151 1.588
Rendite-Differenz* 0.433 0.452 0.499 0.518 0.52 0.432 0.474 0.423 0.367 0.396 0.69 0.578
Corporate Bonds(AA) -0.218 -0.163 -0.112 0.063 0.219 0.334 0.474 0.684 0.766 0.968 1.174 1.653
Rendite-Differenz* 0.493 0.571 0.552 0.629 0.619 0.582 0.578 0.622 0.549 0.625 0.713 0.643
Corporate Bonds(A) -0.151 -0.084 0.001 0.112 0.287 0.462 0.692 0.848 0.997 1.159 1.376 1.96
Rendite-Differenz* 0.56 0.65 0.665 0.678 0.687 0.71 0.796 0.786 0.78 0.816 0.915 0.95
Corporate Bonds(BBB) -0.044 0.027 0.131 0.324 0.593 0.79 0.97 1.189 1.367 1.554 1.767 2.411
Rendite-Differenz* 0.667 0.761 0.795 0.89 0.993 1.038 1.074 1.127 1.15 1.211 1.306 1.401
Emerging Market Bonds -0.31 0.228 0.168 0.874 0.677 1.33 0.933 1.673 1.087 1.445 1.918 3.547
Rendite-Differenz* 0.401 0.962 0.832 1.44 1.077 1.578 1.037 1.611 0.87 1.102 1.457 2.537
Pfandbriefe/Inhaberschuldv. 0.125 0.038 0.189 0.131 0.267 0.474 0.472 0.912 0.747 0.988 1.072 1.697
Rendite-Differenz* 0.836 0.772 0.853 0.697 0.667 0.722 0.576 0.85 0.53 0.645 0.611 0.687

*Renditedifferenz des Anleihetyps zur Bundesanleihe