Germany Bund yield curve, 13.0 years
Germany Bund yield curve, 13.0 years stood at 3.57% on Oct 19, 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 Aug 7, 1997 to Oct 19, 2026. The complete series with an interactive chart, free to download.
This indicator in the Bond yields and yield curves (daily) table
| Indicator | 19-10-2026 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Government bond yield curve | |||||||||||
| Residual maturity of 13.0 years | 3.57 | 3.56 | 3.53 | 3.59 | 3.57 | 3.61 | 3.61 | 3.65 | 3.63 | 3.6 | |
| Residual maturity of 14.0 years | 3.6 | 3.59 | 3.56 | 3.62 | 3.6 | 3.64 | 3.64 | 3.68 | 3.66 | 3.63 |
Understanding germany Bund yield curve, 13.0 years
This specific time series determines the implied market rate for federal sovereign debt exactly at the 13.0 years mark of residual maturity. Estimated through a mathematical model applied to secondary market pricing of listed fixed-income securities, it isolates the funding conditions at this specific point on the term structure. By focusing solely on government obligations, it strips out the credit risk premiums found in the corresponding mortgage Pfandbrief curve. Unlike other maturities in the same table, the residual maturity of 13.0 years represents an intermediate horizon utilized by portfolio managers matching specific long-duration liabilities. The calculation depends exclusively on outstanding debt securities meeting strict liquidity criteria, ensuring the modeled rate reflects genuine market transactions.
When analyzing this metric, daily fluctuations offer a clearer picture of market sentiment than seasonal adjustments, which are absent from financial pricing data. The values are published as finalized estimates and avoid routine retrospective revisions. Evaluating changes on a period-on-period basis highlights immediate shifts in monetary expectations, whereas year-on-year comparisons might obscure sudden reversals in inflation outlooks. Analysts must be careful when comparing this estimated point against actual traded bonds, as individual securities carry liquidity premiums and coupon effects that are smoothed out in the continuous yield curve function.
Frequently asked questions
- Does this series represent the yield of a single government bond?
- No, it represents a mathematically derived point on the yield curve, calculated from a basket of outstanding federal securities rather than the trading price of one specific issue.
- Why might this modeled rate differ from actual market quotes for bonds maturing in a similar timeframe?
- The statistical estimation technique smooths out idiosyncratic features of individual securities, such as varying coupon structures and differing levels of trading liquidity, to create a continuous term structure.
- Does the underlying calculation include corporate debt?
- The curve restricts its input strictly to debt securities issued by the federal government, completely excluding corporate bonds and mortgage Pfandbriefe to maintain a risk-free benchmark.