Yield curves


Yield data (%) - as at : 20/11/2017

Restlaufzeit in Jahren 0 1 2 3 4 5 6 7 8 9 10-15 >15
Bundesanleihen -0.753 -0.78 -0.696 -0.558 -0.392 -0.263 -0.14 0.016 0.16 0.307 0.468 1.059
Euro-Staatsanleihen
(AAA bis A-)
-0.61 -0.64 -0.538 -0.47 -0.252 -0.111 0.081 0.206 0.362 0.46 0.715 1.473
Rendite-Differenz* 0.143 0.14 0.158 0.088 0.14 0.152 0.221 0.19 0.202 0.153 0.247 0.414
Jumbo-Pfandbriefe -0.33 -0.343 -0.125 -0.089 0.038 0.171 0.306 0.408 0.585 0.746 1.081 1.656
Rendite-Differenz* 0.423 0.437 0.571 0.469 0.43 0.434 0.446 0.392 0.425 0.439 0.613 0.597
Corporate Bonds(AA) -0.268 -0.238 -0.154 0.002 0.178 0.334 0.436 0.606 0.783 0.966 1.128 1.625
Rendite-Differenz* 0.485 0.542 0.542 0.56 0.57 0.597 0.576 0.59 0.623 0.659 0.66 0.566
Corporate Bonds(A) -0.125 -0.139 -0.028 0.067 0.257 0.417 0.666 0.802 0.981 1.07 1.313 1.905
Rendite-Differenz* 0.628 0.641 0.668 0.625 0.649 0.68 0.806 0.786 0.821 0.763 0.845 0.846
Corporate Bonds(BBB) -0.072 -0.027 0.091 0.252 0.525 0.712 0.936 1.127 1.364 1.487 1.731 2.395
Rendite-Differenz* 0.681 0.753 0.787 0.81 0.917 0.975 1.076 1.111 1.204 1.18 1.263 1.336
Emerging Market Bonds -0.039 0.216 0.405 0.6 0.407 1.259 0.853 1.394 1.009 1.461 1.9 3.488
Rendite-Differenz* 0.714 0.996 1.101 1.158 0.799 1.522 0.993 1.378 0.849 1.154 1.432 2.429
Pfandbriefe/Inhaberschuldv. -0.014 0.048 0.042 0.108 0.296 0.405 0.465 0.798 0.762 0.92 1.03 1.594
Rendite-Differenz* 0.739 0.828 0.738 0.666 0.688 0.668 0.605 0.782 0.602 0.613 0.562 0.535

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