Yield curves


Yield data (%) - as at : 22/09/2017

Restlaufzeit in Jahren 0 1 2 3 4 5 6 7 8 9 10-15 >15
Bundesanleihen -0.729 -0.732 -0.648 -0.519 -0.34 -0.195 -0.058 0.099 0.254 0.397 0.538 1.113
Euro-Staatsanleihen
(AAA bis A-)
-0.225 -0.555 -0.445 -0.354 -0.146 -0.005 0.14 0.278 0.396 0.581 0.811 1.559
Rendite-Differenz* 0.504 0.177 0.203 0.165 0.194 0.19 0.198 0.179 0.142 0.184 0.273 0.446
Jumbo-Pfandbriefe -0.311 -0.288 -0.165 -0.036 0.148 0.244 0.416 0.541 0.682 0.791 1.204 1.702
Rendite-Differenz* 0.418 0.444 0.483 0.483 0.488 0.439 0.474 0.442 0.428 0.394 0.666 0.589
Corporate Bonds(AA) -0.246 -0.166 -0.08 0.098 0.291 0.407 0.561 0.74 0.867 1.071 1.255 1.728
Rendite-Differenz* 0.483 0.566 0.568 0.617 0.631 0.602 0.619 0.641 0.613 0.674 0.717 0.615
Corporate Bonds(A) -0.107 -0.08 0.035 0.162 0.359 0.546 0.781 0.919 1.102 1.224 1.451 2.041
Rendite-Differenz* 0.622 0.652 0.683 0.681 0.699 0.741 0.839 0.82 0.848 0.827 0.913 0.928
Corporate Bonds(BBB) -0.061 0.036 0.154 0.362 0.647 0.892 1.057 1.269 1.509 1.633 1.862 2.499
Rendite-Differenz* 0.668 0.768 0.802 0.881 0.987 1.087 1.115 1.17 1.255 1.236 1.324 1.386
Emerging Market Bonds 0.056 0.299 0.158 0.717 0.622 1.238 0.879 1.555 1.044 1.343 1.826 3.402
Rendite-Differenz* 0.785 1.031 0.806 1.236 0.962 1.433 0.937 1.456 0.79 0.946 1.288 2.289
Pfandbriefe/Inhaberschuldv. 0.479 0.052 0.138 0.128 0.32 0.486 0.544 0.81 0.845 1.028 1.088 1.727
Rendite-Differenz* 1.208 0.784 0.786 0.647 0.66 0.681 0.602 0.711 0.591 0.631 0.55 0.614

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