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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   0.05          
4.00     0.20 0.49 0.91    
4.50     0.16 0.40 0.76    
5.00       0.34 0.65 1.48  
5.50       0.29 0.57 1.30 2.58
6.00           1.13 2.27
7.00           0.73 1.59

All listings have the following status: 02.09/17:40

Strike 1 year 2 years 3 years 4 years 5 years 7 years 10 years
4.75 2.84 5.15          
5.00     8.77 11.66 14.21 18.57  
5.25             25.96

All listings have the following status: 02.09/17:40

Maturity 2 years 3 years 4 years 5 years 7 years 10 years
3 months 0.240 0.390 0.560 0.730 1.060 1.620
6 months 0.360 0.560 0.780 1.030 1.480 2.200
1 year 0.560 0.860 1.150 1.450 2.090 3.060
2 years 0.840 1.240 1.650 2.080 2.920 4.190
5 years 1.190 1.740 2.290 2.810 3.870 5.400
10 years 1.300 1.910 2.500 3.070 4.190 5.760

All listings have the following status: 02.09/17:25

EUR-Swaps Spot 1 2 3 4 5 6 7 8 9
1 year 1.18 1.39 1.81 2.25 2.63 2.98 3.21 3.39 3.47 3.55
2 years 1.29 1.60 2.03 2.44 2.80 3.09 3.30 3.43 3.51  
3 years 1.46 1.81 2.22 2.61 2.93 3.19 3.35 3.47    
4 years 1.65 2.01 2.41 2.76 3.04 3.26 3.40      
5 years 1.84 2.19 2.56 2.88 3.12 3.31        
6 years 2.02 2.35 2.69 2.97 3.19          
7 years 2.17 2.49 2.79 3.04            
8 years 2.31 2.60 2.87              
9 years 2.43 2.69                
10 years 2.52                  

All listings have the following status: 02.09/17:20

One year roll-down in %-points

EUR-Swaps Spot 1 2 3 4 5 6 7 8 9
1 year   0.21 0.42 0.44 0.38 0.35 0.23 0.18 0.08 0.08
2 years 0.11 0.31 0.43 0.41 0.36 0.29 0.21 0.13 0.08  
3 years 0.17 0.35 0.41 0.39 0.32 0.26 0.16 0.12    
4 years 0.19 0.36 0.40 0.35 0.28 0.22 0.14      
5 years 0.19 0.35 0.37 0.32 0.24 0.19        
6 years 0.18 0.33 0.34 0.28 0.22          
7 years 0.15 0.32 0.30 0.25            
8 years 0.14 0.29 0.27              
9 years 0.12 0.26                
10 years 0.09                  

All listings have the following status: 02.09/17:20

Additional information/illustration:
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