Federal Government

Debt issued or taken over by the federal government (30.09.2022) :
468 602 015 728 EUR

General indicators according to the currency :

Graph : Indicator according to the currency
#39869b
EUR
#7cbbcf
Other currencies

Global indicators according to the rate :

Graph : Indicator according to the rate
#39869B
Fixed rate
#B5D4E0
Floating rate

General indicators according to the instrument :

Graph : Indicator according to the instrument
#39869B
OLO (Linear bonds)
#46a1b9
Other products
#7cbbcf
TC (Treasury Certificates)
#b5d4e0
State notes

Global indicators according to the term :

Graph : Indicator according to the term
#39869b
> 1 year
#46a1b9
<= 1 year (Money market)
#b5d4e0
<= 1 year (Capital market)
Graph : Average life and duration of the debt
#98B954
Average life (in years)
#4A7EBB
Duration (in years)

Average weighted yield on 30.09.2022(1)

  2008 2009 2010 2011 2012 2013 2014 2015 2016 2017 2018 2019 2020 2021 2022
ALL KOB ISSUES (2) 4.211 3.190 3.173 4.131 2.923 2.231 2.156 0.942 0.818 0.931 0.952 0.673 0.035 0.135 1.560
ALL CAPITAL MARKET ISSUES (3) 4.225 3.192 3.176 4.164 2.924 2.232 2.156 0.942 0.818 0.931 0.952 0.673 0.035 0.135

1.560

OLO ISSUES - GLOBAL 4.210 3.254 3.187 4.163 2.978 2.205 2.151 1.026 0.915 0.984 0.956 0.674 0.032 0.166 1.561
    Bucket 0<4  3.957 2.163 1.379 2.591                     0.674
    Bucket >=4 <8  4.158 3.470 2.678 3.749 2.058 1.282 0.780 0.232 0.111 0.272 0.160 -0.252 -0.233 -0.476 1.212
    Bucket >=8 <15  4.387 3.942 3.530 4.359 3.257 2.379 1.973 0.877 0.646 0.752 0.813 0.492 -0.029 -0.029 1.217
    Bucket >=15  4.816 4.408 4.172 4.882 3.862 3.527 2.900 1.547 1.416 1.734 1.529 1.387 0.535 0.686 2.135
OLO BENCHMARKS - GLOBAL 4.339 3.731 3.433 4.316 2.943 2.181 1.866 0.920 0.697 1.121 0.868 0.728 -0.050 0.145 1.438
    B-5Y 4.222 3.494 2.620 3.743 1.663 1.225 0.725 0.125 -0.215   0.074 -0.200 -0.634 -0.545 0.865
    B-10Y 4.348 3.948 3.538 4.352 3.292 2.392 1.979 0.847 0.645 0.812 0.800 0.499 -0.002 -0.038 1.202
    B-15Y 4.756 3.865   4.418 3.360 2.415 2.214 1.063 0.882   1.289     0.444  
    B-30Y 4.816   4.191 4.932 3.904 3.862 2.706 1.614 1.070 1.708 1.680 1.706 0.719 0.926 1.919
OLO Off-The-Runs - GLOBAL 3.909 2.536 2.570 3.663 3.034 2.298 2.689 1.286 1.253 0.936 1.197 0.497 0.082 0.188 1.786
    Bucket 0<4 3.957 2.163 1.379 2.591                     0.674
    Bucket >=4 <8 3.503 3.301 2.778 3.787 2.376 1.501 1.026  0.302 0.216 0.272 0.273 -0.469 -0.131 -0.455 1.334
    Bucket >=8 <15     3.475 4.198 2.565 2.241 1.772 1.119 0.105 0.711 0.996 0.465 -0.072 -0.009 1.457
    Bucket >=15 3.663 4.408 4.093 4.800 3.851 3.050 2.930 1.865 1.604 1.743 1.664 0.754 0.506 0.625 2.431

(1) Last value date : 21.09.2022
(2) = OLO + SSD + EMTN + RETAIL + LOBO
(3) = OLO + SSD + EMTN + LOBO

Weighted average duration on 30.09.2022 (1)
 

  2008 2009 2010 2011 2012 2013 2014 2015 2016 2017 2018 2019 2020 2021 2022
ALL KOB ISSUES (2) 7.17 6.52 11.23 11.46 11.31 11.81 14.01 13.57 17.51 15.02 14.81 16.37 13.59 17.93 16.03
ALL CAPITAL MARKET ISSUES (3) 7.57 6.53 11.25 12.47 11.32 11.81 14.01 13.57 17.51 15.02 14.81 16.37 13.59 17.93 16.03
OLO ISSUES - GLOBAL 7.68 6.73 11.15 12.43 11.61 11.81 13.94 14.10 18.33 15.48 14.87 16.20 12.93 18.16 16.04
OLO BENCHMARKS - GLOBAL 9.45 8.06 12.60 13.20 10.69 11.65 10.94 13.12 12.27 17.11 12.05 15.18 10.85 13.97 17.40
OLO Off-The-Runs - GLOBAL 3.56 4.71 7.49 9.92 13.09 12.42 19.61 16.51 27.70 14.92 22.52 19.62 14.20 22.79 13.56

(1) Last Value Date : 21.09.2022
(2) OLO + SSD + EMTN + RETAIL + LOBO
(3) OLO + SSD + EMTN + LOBO