German bank debt securities yield, 1 to 2 years
German bank debt securities yield, 1 to 2 years stood at 3.37% on Oct 16, 2026, according to Deutsche Bundesbank. It is one of the indicators in the Bond yields and yield curves (daily) table (Value · Daily), with a complete series running from Jul 1, 1997 to Oct 16, 2026. The complete series with an interactive chart, free to download.
This indicator in the Bond yields and yield curves (daily) table
| Indicator | 16-10-2026 | 15-10-2026 | 14-10-2026 | 13-10-2026 | 12-10-2026 | 09-10-2026 | 08-10-2026 | 07-10-2026 | 06-10-2026 | 05-10-2026 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Yields on bank debt securities outstanding | |||||||||||
| Residual maturity of more than 1 but not more than 2 years | 3.37 | 3.33 | 3.38 | 3.37 | 3.37 | 3.37 | 3.38 | 3.36 | 3.32 | 3.24 | |
| Residual maturity of more than 2 but not more than 3 years | 3.5 | 3.48 | 3.52 | 3.52 | 3.52 | 3.51 | 3.53 | 3.51 | 3.48 | 3.48 |
Understanding german bank debt securities yield, 1 to 2 years
Mapping the immediate liquidity environment for financial institutions, this metric calculates the market returns on bank debt securities holding a residual maturity of more than one but not more than two years. The basket systematically discards the vast majority of the corporate financial curve, zeroing in exclusively on obligations nearing the final stages of their lifecycle. This targeted approach separates the series from the broader bank aggregate and all longer-duration counterparts. It is rigidly defined to include only debt from credit institutions, completely excluding federal treasury bills, regional state notes, and non-financial corporate bonds.
Evaluating returns at the very short end of the financial curve involves tracking immediate monetary policy expectations and systemic banking liquidity. Because duration risk is virtually eliminated, daily fluctuations in this bracket are overwhelmingly driven by central bank signaling and interbank lending conditions rather than long-term inflation fears. Market participants typically compare these figures directly against identical duration sovereign paper to extract a pure gauge of short-term banking sector credit risk. Readers should avoid using this series to interpret structural, long-term financial health, as the pricing heavily reflects immediate cash-management dynamics. Furthermore, daily prints are less susceptible to the wild volatility seen in longer bands, making period-on-period trend analysis highly effective for spotting creeping liquidity stress.
Frequently asked questions
- Does this basket contain public sector bonds?
- The underlying securities are strictly limited to debt issued by banks, entirely stripping away sovereign and regional government instruments.
- Are newly minted thirty-year bonds included here?
- They are excluded until they have naturally rolled down the yield curve and possess less than two years remaining before final repayment.
- What primary factor influences daily changes in this bracket?
- Shifts in prevailing short-term interest rates and immediate liquidity conditions within the financial sector heavily dictate the daily repricing.