Germany listed Bund yield, 15 to 30 years
Germany listed Bund yield, 15 to 30 years stood at 3.77% 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 Jun 7, 1988 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Yields on listed Federal securities outstanding | |||||||||||
| Residual maturity of more than 15 years but not more than 30 years | 3.77 | 3.77 | 3.73 | 3.79 | 3.78 | 3.82 | 3.83 | 3.87 | 3.85 | 3.81 | |
| Daily values | 3.41 | 3.4 | 3.37 | 3.43 | 3.41 | 3.44 | 3.44 | 3.47 | 3.44 | 3.42 |
Understanding germany listed Bund yield, 15 to 30 years
At the furthest extreme of the standard sovereign borrowing spectrum, this indicator tracks listed Federal securities possessing remaining lifespans between fifteen and thirty years. By isolating the ultra-long end of the market, the metric captures the pricing of obligations tailored for institutions managing generational liabilities, such as life insurers and pension funds. Unlike the estimated yield curves which mathematically extrapolate these distant horizons, this figure relies entirely on the actual secondary market trading of outstanding long bonds. It cleanly excludes all short, medium, and standard long-term debt, focusing exclusively on the highest-duration instruments issued by the national government.
Because instruments in this bracket carry immense interest rate risk, the resulting yields are exceptionally sensitive to minor adjustments in long-run inflation expectations and structural economic forecasts. Daily observations can occasionally be skewed by lower trading volumes compared to the highly liquid benchmark ten-year sector, making period-on-period trend analysis far more reliable than interpreting isolated daily spikes. A structural characteristic to monitor is the relatively sparse population of bonds in this ultra-long category; a single new thirty-year issuance can significantly alter the basket's weighted average. Researchers mapping this against shorter maturity buckets must account for this heightened convexity, as identical basis point shifts in prevailing rates will trigger far more dramatic price realignments here than in intermediate bands.
Frequently asked questions
- Does this calculation include estimated yields for maturities where no actual bonds exist?
- No, it only averages the rates of return on existing, tradable Federal securities that fall strictly within the fifteen to thirty-year window.
- Why might this series display different volatility characteristics than shorter maturity bands?
- Ultra-long bonds possess higher duration risk, meaning their market prices—and thus their resulting yields—react much more aggressively to marginal shifts in long-term macroeconomic outlooks.
- How does limited issuance affect the integrity of this metric?
- Because fewer individual bonds are issued at these extreme maturities, the addition or aging-out of a single large security can noticeably shift the aggregate calculation.