Home Statistics Spread data Jumbo Pfandbriefe Spread data

On this page the vdp offers you an overview, updated every trading day, of the secondary market levels of a large part of the Jumbo Pfandbrief market. Indicative average spreads are shown in graph and tabular form for each Jumbo Pfandbrief outstanding with a residual life of more than two years. A different symbol denotes the issues of each Jumbo Pfandbrief issuer. In the chart, the Jumbo Pfandbriefe of an individual issuer can be hidden and shown again by clicking on the respective issuer in the legend. When you position the cursor on a certain point (symbol for a Jumbo Pfandbrief outstanding) in the coordinates system, important details regarding that particular issue will be shown. The spread is calculated on the basis of mid-asset swap versus 6-month Euribor.

The information in the table above can be sorted by the following columns: Issuer, Type of Pfandbrief and Maturity.

Download

The current table (above) is available for download as an Excel file here. The historical spread-data starting from 9 January 2012 is available here as an Excel file.

Brief description of the method for calculating the spreads

For each Jumbo Pfandbrief outstanding with a residual life of more than two years, the participating banks report every trading day within a given time window a spread on the basis mid-asset swap versus 6-month Euribor. A clearly defined procedure is used to calculate an average secondary market spread every trading day for each Jumbo-Pfandbrief. This spread is then published on the vdp’s website.

The following institutions deliver indicative spreads:

                      

                        

        

Imprint   |   Privacy  |  Statutes