Yield curves


Yield data (%) - as at : 20/07/2018

Restlaufzeit in Jahren 0 1 2 3 4 5 6 7 8 9 10-15 >15
Bundesanleihen -0.67 -0.659 -0.585 -0.462 -0.336 -0.198 -0.094 0.019 0.149 0.256 0.382 0.863
Euro-Staatsanleihen
(AAA bis A-)
-0.47 -0.479 -0.482 -0.299 -0.188 -0.002 0.189 0.226 0.425 0.571 1.033 1.424
Rendite-Differenz* 0.2 0.18 0.103 0.163 0.148 0.196 0.283 0.207 0.276 0.315 0.651 0.561
Jumbo-Pfandbriefe -0.267 -0.279 -0.03 0.04 0.207 0.33 0.492 0.584 0.705 0.835 1.23 1.494
Rendite-Differenz* 0.403 0.38 0.555 0.502 0.543 0.528 0.586 0.565 0.556 0.579 0.848 0.631
Corporate Bonds(AA) -0.176 -0.164 -0.003 0.187 0.368 0.446 0.692 0.756 0.955 1.069 1.191 1.602
Rendite-Differenz* 0.494 0.495 0.582 0.649 0.704 0.644 0.786 0.737 0.806 0.813 0.809 0.739
Corporate Bonds(A) -0.095 -0.031 0.091 0.308 0.49 0.742 0.956 1.073 1.232 1.371 1.592 2.096
Rendite-Differenz* 0.575 0.628 0.676 0.77 0.826 0.94 1.05 1.054 1.083 1.115 1.21 1.233
Corporate Bonds(BBB) 0.071 0.166 0.35 0.583 0.902 1.089 1.377 1.612 1.697 1.85 2.016 2.748
Rendite-Differenz* 0.741 0.825 0.935 1.045 1.238 1.287 1.471 1.593 1.548 1.594 1.634 1.885
Emerging Market Bonds 0.361 0.076 0.415 0.733 1.425 0.951 1.942 1.099 1.437 2.267 2.133 3.916
Rendite-Differenz* 1.031 0.735 1 1.195 1.761 1.149 2.036 1.08 1.288 2.011 1.751 3.053
Pfandbriefe/Inhaberschuldv. 0.026 0.049 0.021 0.16 0.33 0.479 0.72 0.66 0.839 0.907 1.212 1.816
Rendite-Differenz* 0.696 0.708 0.606 0.622 0.666 0.677 0.814 0.641 0.69 0.651 0.83 0.953

*Yield difference between the type of bond and the Federal bond (Bunds)