Germany Bund yield curve, 14.0 years
Germany Bund yield curve, 14.0 years stood at 3.6% 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 14.0 years | 3.6 | 3.59 | 3.56 | 3.62 | 3.6 | 3.64 | 3.64 | 3.68 | 3.66 | 3.63 | |
| Residual maturity of 15.0 years | 3.62 | 3.62 | 3.58 | 3.64 | 3.63 | 3.66 | 3.67 | 3.71 | 3.69 | 3.65 |
Understanding germany Bund yield curve, 14.0 years
Bridging the gap toward the fifteen-year maturity bucket, this component of the yield curve quantifies the mathematically implied rate for sovereign debt at 14.0 years. The data point is modeled from the live trading prices of outstanding federal instruments, capturing the cost of funding for this exact forward horizon. By isolating a fourteen-year residual term, it allows analysts to map the precise contour of the yield curve without relying on the coincidental existence of a bond with exactly that much life remaining. This row specifically tracks unsecured sovereign obligations, remaining cleanly separated from the parallel mortgage-backed Pfandbrief curve presented elsewhere in the dataset.
Analyzing this time series is best done by examining its trajectory over time alongside adjacent maturity nodes, which reveals whether the curve is steepening or flattening. Fixed-income pricing lacks seasonal variation, so comparing a yield today directly to one from a prior period requires no calendar-based filtering. Users should be aware that the liquidity of the physical bonds used to estimate this portion of the curve can vary, occasionally introducing minor technical distortions into the theoretical calculation. While the series is virtually immune to routine revisions, users must ensure they do not incorrectly compare this nominal yield against inflation-linked curves without adjusting for embedded price expectations.
Frequently asked questions
- Why construct a curve instead of just listing actual bond yields?
- Listing actual bonds leaves gaps for maturities that currently have no outstanding securities, whereas a curve provides a continuous reference.
- Does this metric include municipal or regional government debt?
- No, it strictly utilizes central federal listed securities to maintain a pure sovereign credit profile.
- How do analysts use the 14.0-year row specifically?
- It is mostly used for interpolating the exact shape of the term structure just before the heavier liquidity of the fifteen-year mark.