Yield curves


Yield data (%) - as at : 25/04/2018

Restlaufzeit in Jahren 0 1 2 3 4 5 6 7 8 9 10-15 >15
Bundesanleihen -0.66 -0.606 -0.455 -0.289 -0.081 0.068 0.201 0.349 0.478 0.567 0.69 1.168
Euro-Staatsanleihen
(AAA bis A-)
-0.524 -0.479 -0.36 -0.112 0.045 0.209 0.438 0.465 0.708 0.762 0.993 1.57
Rendite-Differenz* 0.136 0.127 0.095 0.177 0.126 0.141 0.237 0.116 0.23 0.195 0.303 0.402
Jumbo-Pfandbriefe -0.276 -0.272 -0.001 0.157 0.343 0.487 0.642 0.745 0.867 1.02 1.347 1.631
Rendite-Differenz* 0.384 0.334 0.454 0.446 0.424 0.419 0.441 0.396 0.389 0.453 0.657 0.463
Corporate Bonds(AA) -0.178 -0.161 0.046 0.255 0.478 0.613 0.794 0.87 1.135 1.222 1.368 1.71
Rendite-Differenz* 0.482 0.445 0.501 0.544 0.559 0.545 0.593 0.521 0.657 0.655 0.678 0.542
Corporate Bonds(A) 1.137 -0.05 0.138 0.354 0.561 0.776 1.035 1.148 1.352 1.475 1.649 2.19
Rendite-Differenz* 1.797 0.556 0.593 0.643 0.642 0.708 0.834 0.799 0.874 0.908 0.959 1.022
Corporate Bonds(BBB) -0.003 0.141 0.314 0.591 0.86 1.072 1.359 1.608 1.684 1.876 2.028 2.803
Rendite-Differenz* 0.657 0.747 0.769 0.88 0.941 1.004 1.158 1.259 1.206 1.309 1.338 1.635
Emerging Market Bonds 0.418 0.238 0.464 0.735 0.937 1 1.37 1.714 1.44 2.109 2.216 3.686
Rendite-Differenz* 1.078 0.844 0.919 1.024 1.018 0.932 1.169 1.365 0.962 1.542 1.526 2.518
Pfandbriefe/Inhaberschuldv. -0.049 0.055 0.107 0.246 0.463 0.591 0.818 0.952 0.98 1.078 1.251 2.131
Rendite-Differenz* 0.611 0.661 0.562 0.535 0.544 0.523 0.617 0.603 0.502 0.511 0.561 0.963

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