Yield curves


Yield data (%) - as at : 23/10/2018

Restlaufzeit in Jahren 0 1 2 3 4 5 6 7 8 9 10-15 >15
Bundesanleihen -0.728 -0.664 -0.52 -0.365 -0.228 -0.108 0.033 0.153 0.259 0.355 0.465 0.904
Euro-Staatsanleihen
(AAA bis A-)
-0.578 -0.491 -0.429 -0.176 -0.059 0.156 0.288 0.429 0.545 0.665 1.252 1.526
Rendite-Differenz* 0.15 0.173 0.091 0.189 0.169 0.264 0.255 0.276 0.286 0.31 0.787 0.622
Jumbo-Pfandbriefe -0.281 -0.193 0.091 0.138 0.327 0.49 0.629 0.73 0.85 0.966 1.346 1.574
Rendite-Differenz* 0.447 0.471 0.611 0.503 0.555 0.598 0.596 0.577 0.591 0.611 0.881 0.67
Corporate Bonds(AA) -0.248 -0.182 0.017 0.253 0.462 0.53 0.734 0.924 1.05 1.188 1.334 1.697
Rendite-Differenz* 0.48 0.482 0.537 0.618 0.69 0.638 0.701 0.771 0.791 0.833 0.869 0.793
Corporate Bonds(A) -0.107 -0.039 0.106 0.36 0.626 0.888 1.071 1.23 1.365 1.506 1.742 2.166
Rendite-Differenz* 0.621 0.625 0.626 0.725 0.854 0.996 1.038 1.077 1.106 1.151 1.277 1.262
Corporate Bonds(BBB) 0.061 0.247 0.442 0.771 1.114 1.287 1.627 1.856 1.874 1.998 2.206 2.912
Rendite-Differenz* 0.789 0.911 0.962 1.136 1.342 1.395 1.594 1.703 1.615 1.643 1.741 2.008
Emerging Market Bonds 0.754 0.349 0.64 0.879 1.794 0.849 2.049 1.454 1.46 2.694 2.334 4.254
Rendite-Differenz* 1.482 1.013 1.16 1.244 2.022 0.957 2.016 1.301 1.201 2.339 1.869 3.35
Pfandbriefe/Inhaberschuldv. -0.024 0.018 0.076 0.266 0.437 0.566 0.758 0.84 0.951 1.036 1.283 1.904
Rendite-Differenz* 0.704 0.682 0.596 0.631 0.665 0.674 0.725 0.687 0.692 0.681 0.818 1

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