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Strike 1 year 2 years 3 years 4 years 5 years 7 years 10 years
3.00 0.00            
3.50   0.10          
4.00     0.20 0.50 0.93    
4.50     0.14 0.35 0.65    
5.00       0.25 0.46 1.07  
5.50       0.19 0.35 0.78 1.64
6.00           0.60 1.26
7.00           0.38 0.81

All listings have the following status: 19.03/08:40

Strike 1 year 2 years 3 years 4 years 5 years 7 years 10 years
4.75 2.84 4.56          
5.00     7.36 9.27 10.79 13.02  
5.25             17.21

All listings have the following status: 19.03/08:40

Maturity 2 years 3 years 4 years 5 years 7 years 10 years
3 months 0.250 0.370 0.490 0.600 0.790 1.060
6 months 0.380 0.560 0.740 0.900 1.190 1.610
1 year 0.610 0.900 1.150 1.390 1.830 2.410
2 years 0.870 1.260 1.610 1.950 2.580 3.430
5 years 1.080 1.570 2.020 2.490 3.340 4.430
10 years 0.290 0.430 0.560 0.690 0.930 1.270

All listings have the following status: 19.03/08:40

EUR-Swaps Spot 1 2 3 4 5 6 7 8 9
1 year 1.13 1.94 2.62 3.18 3.64 4.02 4.28 4.47 4.55 4.67
2 years 1.53 2.28 2.89 3.41 3.83 4.15 4.37 4.51 4.61  
3 years 1.89 2.57 3.13 3.61 3.98 4.25 4.43 4.56    
4 years 2.20 2.82 3.34 3.77 4.09 4.32 4.49      
5 years 2.47 3.05 3.52 3.89 4.17 4.39        
6 years 2.71 3.23 3.66 3.99 4.25          
7 years 2.91 3.39 3.77 4.08            
8 years 3.08 3.52 3.87              
9 years 3.22 3.62                
10 years 3.34                  

All listings have the following status: 19.03/08:46

One year roll-down in %-points

EUR-Swaps Spot 1 2 3 4 5 6 7 8 9
1 year   0.81 0.68 0.56 0.46 0.38 0.26 0.19 0.08 0.12
2 years 0.40 0.75 0.61 0.52 0.42 0.32 0.22 0.14 0.10  
3 years 0.36 0.68 0.56 0.48 0.37 0.27 0.18 0.13    
4 years 0.31 0.62 0.52 0.43 0.32 0.23 0.17      
5 years 0.27 0.58 0.47 0.37 0.28 0.22        
6 years 0.24 0.52 0.43 0.33 0.26          
7 years 0.20 0.48 0.38 0.31            
8 years 0.17 0.44 0.35              
9 years 0.14 0.40                
10 years 0.12                  

All listings have the following status: 19.03/08:46

Additional information/illustration:
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