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» Markets and Trends > Interest Rate Derivates 

Interest Rate Derivates

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The following indications are good for capital market size volumes only, for smaller amounts the price may be different.

Please select the desired indications

» Interest Rate Swap
» Forward Swap
» Receiver Swaption
» Payer Swaption
» Cap
» Floor
 
 
 
 
Laufzeit 1/1-jährlich 30/360
vs. 6M-Euribor		 1/2-jährlich 30/360
vs. 6M-Euribor		 1/2-jährlich tats. Tage/360
vs. 6M-Euribor		 1/4-jährlich 30/360
vs. 3M-Euribor		 1/4-jährlich tats. Tage/360
vs. 3M-Euribor
Jahre Geld Brief Geld Brief Geld Brief Geld Brief Geld Brief
1J 1,15-1,19 1,15-1,19 1,13-1,17 0,85-0,89 0,84-0,88
18M 1,07-1,11 1,07-1,11 1,05-1,09 0,82-0,86 0,81-0,85
2J 1,06-1,10 1,06-1,10 1,04-1,08 0,83-0,87 0,82-0,86
3J 1,20-1,24 1,20-1,24 1,18-1,22 0,99-1,03 0,98-1,02
4J 1,37-1,41 1,37-1,41 1,35-1,39 1,18-1,22 1,16-1,20
5J 1,58-1,62 1,57-1,61 1,55-1,59 1,40-1,44 1,38-1,42
6J 1,78-1,82 1,77-1,81 1,74-1,78 1,61-1,65 1,58-1,62
7J 1,95-1,99 1,94-1,98 1,92-1,96 1,79-1,83 1,77-1,81
8J 2,10-2,14 2,09-2,13 2,06-2,10 1,95-1,99 1,92-1,96
9J 2,22-2,26 2,21-2,25 2,18-2,22 2,08-2,12 2,05-2,09
10J 2,33-2,37 2,32-2,36 2,28-2,32 2,19-2,23 2,16-2,20
12J 2,51-2,55 2,49-2,53 2,45-2,49 2,39-2,43 2,36-2,40
15J 2,66-2,70 2,64-2,68 2,60-2,64 2,56-2,60 2,52-2,56
20J 2,71-2,75 2,69-2,73 2,65-2,69 2,61-2,65 2,57-2,61
 
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Vorlaufz. 1 Monat 3 Monate 6 Monate 1 Jahr 2 Jahre 3 Jahre 4 Jahre 5 Jahre
Swaplaufz. Geld Brief Geld Brief Geld Brief Geld Brief Geld Brief Geld Brief Geld Brief Geld Brief
1J 1,16-1,22 1,09-1,15 0,90-0,96 0,96-1,02 1,48-1,54 1,90-1,96 2,42-2,48 2,84-2,90
2J 1,07-1,13 1,06-1,12 1,02-1,08 1,22-1,28 1,69-1,75 2,16-2,22 2,63-2,69 2,97-3,03
3J 1,22-1,28 1,25-1,31 1,26-1,32 1,44-1,50 1,93-1,99 2,38-2,44 2,78-2,84 3,06-3,12
4J 1,39-1,45 1,43-1,49 1,47-1,53 1,68-1,74 2,15-2,21 2,55-2,61 2,89-2,95 3,12-3,18
5J 1,60-1,66 1,65-1,71 1,70-1,76 1,90-1,96 2,33-2,39 2,68-2,74 2,97-3,03 3,18-3,24
6J 1,80-1,86 1,84-1,90 1,90-1,96 2,09-2,15 2,47-2,53 2,78-2,84 3,04-3,10 3,23-3,29
7J 1,97-2,03 2,02-2,08 2,07-2,13 2,24-2,30 2,58-2,64 2,87-2,93 3,10-3,16 3,28-3,34
8J 2,12-2,18 2,16-2,22 2,21-2,27 2,36-2,42 2,68-2,74 2,94-3,00 3,16-3,22 3,30-3,36
9J 2,24-2,30 2,27-2,33 2,32-2,38 2,47-2,53 2,76-2,82 3,00-3,06 3,19-3,25 3,32-3,38
10J 2,34-2,40 2,38-2,44 2,42-2,48 2,56-2,62 2,83-2,89 3,05-3,11 3,22-3,28 3,32-3,38
 
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1 Monat 3 Monate 6 Monate 1 Jahr 2 Jahre 3 Jahre 4 Jahre 5 Jahre
Swaplaufz. Geld Brief Geld Brief Geld Brief Geld Brief Geld Brief Geld Brief Geld Brief Geld Brief
1J 6-7 11-13 14-17 21-25 44-49 55-60 65-71 71-77
2J 9-12 17-20 25-30 42-50 75-85 100-111 118-129 130-141
3J 17-21 30-36 45-53 71-82 117-130 152-167 176-191 192-208
4J 24-29 43-51 64-75 102-116 159-177 201-221 232-252 250-271
5J 33-39 59-69 88-101 135-152 205-227 253-276 285-310 306-332
6J 41-48 73-85 109-125 165-185 245-271 300-329 338-368 362-392
7J 50-58 88-101 130-148 195-219 286-316 347-379 388-422 416-451
8J 58-67 103-118 152-172 226-253 327-361 392-429 437-476 468-507
9J 67-77 119-136 174-197 258-287 367-405 438-479 486-529 518-562
10J 76-87 135-153 196-222 288-322 407-449 479-525 529-577 566-614
 
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1 Monat 3 Monate 6 Monate 1 Jahr 2 Jahre 3 Jahre 4 Jahre 5 Jahre
Swaplaufz. Geld Brief Geld Brief Geld Brief Geld Brief Geld Brief Geld Brief Geld Brief Geld Brief
1J 6-7 11-13 14-17 21-25 44-49 55-60 65-71 71-77
2J 9-12 17-20 25-30 42-50 75-85 100-111 118-129 130-141
3J 17-21 30-36 45-53 71-82 117-130 152-167 176-191 192-208
4J 24-29 43-51 64-75 102-116 159-177 201-221 232-252 250-271
5J 33-39 59-69 88-101 135-152 205-227 253-276 285-310 306-332
6J 41-48 73-85 109-125 165-185 245-271 300-329 338-368 362-392
7J 50-58 88-101 130-148 195-219 286-316 347-379 388-422 416-451
8J 58-67 103-118 152-172 226-253 327-361 392-429 437-476 468-507
9J 67-77 119-136 174-197 258-287 367-405 438-479 486-529 518-562
10J 76-87 135-153 196-222 288-322 407-449 479-525 529-577 566-614
 
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2,0% 2,5% 3,0% 3,5% 4,0% 4,5% 5,0%
Laufzeit Geld Brief Geld Brief Geld Brief Geld Brief Geld Brief Geld Brief Geld Brief
1J
2J 6-13 4-9 2-6 1-5
3J 26-44 18-32 12-23 9-18 7-14 5-11 4-9
4J 76-107 54-78 40-58 30-44 24-35 19-28 15-23
5J 162-198 115-151 87-114 67-88 53-69 42-55 34-45
6J 271-322 200-250 153-190 115-152 95-117 77-95 64-78
7J 396-461 305-355 230-279 181-218 144-173 118-140 98-116
8J 529-609 412-474 322-368 248-294 200-235 163-190 136-157
9J 663-758 521-595 409-465 326-367 256-298 210-242 175-200
10J 800-911 633-720 501-567 401-450 316-365 260-298 216-245
 
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2,0% 2,5% 3,0% 3,5% 4,0% 4,5% 5,0%
Laufzeit Geld Brief Geld Brief Geld Brief Geld Brief Geld Brief Geld Brief Geld Brief
1J 100-111 124-138 148-165 172-192 195-218
2J 163-170 233-245 303-320 375-397 446-474 518-551 590-629
3J 240-249 350-365 464-486 580-609 698-735 816-862 934-989
4J 306-315 450-465 601-624 757-790 916-960 1.077-1.132 1.239-1.306
5J 357-367 526-542 709-733 900-935 1.096-1.144 1.297-1.359
6J 398-409 588-606 796-823 1.018-1.056 1.249-1.301 1.486-1.553
7J 435-446 643-662 873-900 1.122-1.162 1.384-1.438
8J 472-484 695-714 945-975 1.219-1.260 1.509-1.567
9J 507-520 745-766 1.014-1.045 1.312-1.355 1.629-1.689
10J 540-554 792-813 1.079-1.111 1.398-1.444
 
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