Yield curves


Yield data (%) - as at : 14/12/2018

Restlaufzeit in Jahren 0 1 2 3 4 5 6 7 8 9 10-15 >15
Bundesanleihen -0.766 -0.652 -0.577 -0.467 -0.365 -0.255 -0.123 -0.012 0.095 0.199 0.315 0.766
Euro-Staatsanleihen
(AAA bis A-)
-0.6 -0.499 -0.483 -0.282 -0.156 0.055 0.167 0.292 0.428 0.555 1.228 1.424
Rendite-Differenz* 0.166 0.153 0.094 0.185 0.209 0.31 0.29 0.304 0.333 0.356 0.913 0.658
Jumbo-Pfandbriefe -0.166 -0.009 0.179 0.238 0.41 0.534 0.716 0.796 0.885 0.962 1.447 1.582
Rendite-Differenz* 0.6 0.643 0.756 0.705 0.775 0.789 0.839 0.808 0.79 0.763 1.132 0.816
Corporate Bonds(AA) -0.147 -0.063 0.117 0.346 0.527 0.595 0.782 0.997 1.104 1.187 1.354 1.774
Rendite-Differenz* 0.619 0.589 0.694 0.813 0.892 0.85 0.905 1.009 1.009 0.988 1.039 1.008
Corporate Bonds(A) 0.001 0.125 0.276 0.524 0.734 1.004 1.172 1.348 1.471 1.613 1.885 2.259
Rendite-Differenz* 0.767 0.777 0.853 0.991 1.099 1.259 1.295 1.36 1.376 1.414 1.57 1.493
Corporate Bonds(BBB) 0.392 0.509 0.796 1.082 1.434 1.541 1.958 2.07 2.184 2.227 2.429 3.306
Rendite-Differenz* 1.158 1.161 1.373 1.549 1.799 1.796 2.081 2.082 2.089 2.028 2.114 2.54
Emerging Market Bonds 1.04 0.569 0.56 0.423 1.595 0.855 2.232 1.781 1.516 2.567 2.509 4.357
Rendite-Differenz* 1.806 1.221 1.137 0.89 1.96 1.11 2.355 1.793 1.421 2.368 2.194 3.591
Pfandbriefe/Inhaberschuldv. 0.243 0.036 0.077 0.253 0.403 0.527 0.683 0.768 0.895 1.044 1.279 1.869
Rendite-Differenz* 1.009 0.688 0.654 0.72 0.768 0.782 0.806 0.78 0.8 0.845 0.964 1.103

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