Pfandbrief

Spread data Jumbo Pfandbriefe and issues from min. 500m Euro

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 and issues with min. issuance volume of 500m Euro market. Indicative average spreads are shown in graph and tabular form for each Pfandbrief issue outstanding with a residual life of more than one year.

activate / deactivate all series

A different symbol denotes the issues of each Pfandbrief issuer. In the chart, the Jumbo Pfandbriefe and issues with min. issuance volume of 500m Euro 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 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.

current spread-data as XLS

spread-data since 2nd January 2018 as CSV

Brief description of the method for calculating the spreads

For each Jumbo Pfandbrief and issues with min. issuance volume of 500m Euro outstanding with a residual life of more than one year, 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 involved Pfandbrief. This spread is then published on the vdp’s website.

Details on participating instutions, quality assurance and the disclaimer please find here.