German Corporate Bond Yields & Credit Spreads

The current yield (YTM) of German High Yield Corporate bonds is 2.33% (Oct 31st 2017). The nominal spread between Sub-Investment Grade and Invest. Grade bonds is 1.37%. The data in the table below is calculated using the German corporate bond indices maintained by Siblis Research.

For current & historical yields of all the largest European economies, check the European Corporate Bond Yields & Spreads dataset by Siblis Research.

German Corporate Bond Yields (YTM) & Spread

Purchase the current & historical yields and spreads of the twelve largest European economies (Germany, France, UK…) and do your own analysis of the European corporate bond markets. Check a sample dataset from here

German Corporate Bond Yields & Spread

German Corporate Bond Indices by Siblis Research

Siblis Research is maintaining two bond indices for Germany, one for high yield and one for investment grade bonds. The indices are built using euro denominated bonds issued by German companies. The maturity of all the securities in the indices is at least two years. The weightings of the securities in the indexes are based on their market value.

Index Characteristics – German High Yield Corporate Bond Index (Oct 31st 2017)

  • Yield to maturity (weighted average): 2.33%
  • Maturity, years (weighted average): 5.17
  • Coupon (weighted average): 3.79%
  • Number of component: 43
  • Largest components: Thyssenkrupp AG (DE000A2BPET2), ZF North America Capital Inc (DE000A14J7G6), Unitymedia Hessen Gmbh & Co ()

Index Characteristics – German Investment Grade Corporate Bond Index (Oct 31st 2017)

  • Yield to maturity (weighted average): 0.96%
  • Maturity (weighted average): 11.05
  • Coupon (weighted average): 2.25%
  • Number of component: 247
  • Largest components: Deutsche Bank AG (DE000DB7XJP9), Volkswagen International Finance (XS1586555945), Allianz Finance II B.V. (DE000A1GNAH1)

Related Articles