Federal Government

Debt issued or taken over by the federal government (31.10.2020) :
417 782 878 762 EUR

General indicators according to the currency :

#39869b
EUR
#7cbbcf
Other currencies

Global indicators according to the rate :

#39869B
Fixed rate
#B5D4E0
Floating rate

General indicators according to the instrument :

#39869B
OLO (Linear bonds)
#46a1b9
Other products
#7cbbcf
TC (Treasury Certificates)
#b5d4e0
State notes

Global indicators according to the term :

#39869b
> 1 year
#46a1b9
<= 1 year (Money market)
#b5d4e0
<= 1 year (Capital market)
#98B954
Average life (in years)
#4A7EBB
Duration (in years)
#4A7EBB
Implicit yield

Average weighted yield on 19.10.2020(1)

  2008 2009 2010 2011 2012 2013 2014 2015 2016 2017 2018 2019 2020
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 0.068
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 0.068
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 0.059
    Bucket 0<4  3.957 2.163 1.379 2.591                  
    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 -0.184
    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 -0.020
    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
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 -0.002
    B-5Y 4.222 3.494 2.620 3.743 1.663 1.225 0.725 0.125 -0.215   0.074 -0.200 -0.581
    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
    B-15Y 4.756 3.865   4.418 3.360 2.415 2.214 1.063 0.882   1.289    
    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
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 0.096
    Bucket 0<4 3.957 2.163 1.379 2.591                  
    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 -0.124
    Bucket >=8 <15     3.475 4.198 2.565 2.241 1.772 1.119 0.105 0.711 0.996 0.465 -0.052
    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

(1) Last value date : 21.10.2020
(2) = OLO + SSD + EMTN + RETAIL + LOBO
(3) = OLO + SSD + EMTN + LOBO

Weighted average duration on 19.10.2020 (1)
 

  2008 2009 2010 2011 2012 2013 2014 2015 2016 2017 2018 2019 2020
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 13.82
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 13.82
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 13.19
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 11.31
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 14.29

(1) Last Value Date : 21.10.2020
(2) OLO + SSD + EMTN + RETAIL + LOBO
(3) OLO + SSD + EMTN + LOBO