Yield curves


Yield data (%) - as at : 23/01/2018

Restlaufzeit in Jahren 0 1 2 3 4 5 6 7 8 9 10-15 >15
Bundesanleihen -0.619 -0.655 -0.511 -0.345 -0.183 -0.035 0.085 0.21 0.326 0.474 0.601 1.128
Euro-Staatsanleihen
(AAA bis A-)
-0.517 -0.515 -0.402 -0.258 -0.074 0.109 0.253 0.39 0.52 0.609 0.856 1.534
Rendite-Differenz* 0.102 0.14 0.109 0.087 0.109 0.144 0.168 0.18 0.194 0.135 0.255 0.406
Jumbo-Pfandbriefe -0.334 -0.314 -0.064 0.036 0.186 0.352 0.485 0.573 0.723 0.864 1.151 1.633
Rendite-Differenz* 0.285 0.341 0.447 0.381 0.369 0.387 0.4 0.363 0.397 0.39 0.55 0.505
Corporate Bonds(AA) -0.22 -0.185 -0.041 0.125 0.294 0.435 0.578 0.664 0.885 1.009 1.18 1.573
Rendite-Differenz* 0.399 0.47 0.47 0.47 0.477 0.47 0.493 0.454 0.559 0.535 0.579 0.445
Corporate Bonds(A) 0.365 -0.094 0.072 0.194 0.371 0.557 0.778 0.917 1.065 1.169 1.403 1.976
Rendite-Differenz* 0.984 0.561 0.583 0.539 0.554 0.592 0.693 0.707 0.739 0.695 0.802 0.848
Corporate Bonds(BBB) 0.004 0.045 0.196 0.365 0.605 0.816 1.023 1.244 1.385 1.552 1.766 2.302
Rendite-Differenz* 0.623 0.7 0.707 0.71 0.788 0.851 0.938 1.034 1.059 1.078 1.165 1.174
Emerging Market Bonds 0.128 0.449 0.334 0.619 0.542 0.798 0.937 1.243 1.199 1.495 1.74 3.394
Rendite-Differenz* 0.747 1.104 0.845 0.964 0.725 0.833 0.852 1.033 0.873 1.021 1.139 2.266
Pfandbriefe/Inhaberschuldv. 0.047 0.079 0.132 0.235 0.436 0.593 0.709 0.872 0.874 1.026 1.175 1.612
Rendite-Differenz* 0.666 0.734 0.643 0.58 0.619 0.628 0.624 0.662 0.548 0.552 0.574 0.484

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