E Zinssätze und Renditen / Interest rates and yields E1 Geldmarktsätze / Money market rates 6 Prozent / Percent 5 4 3 2 1 0 –1 2006 2007 2008 2009 London, Liborsatz für 3-Monatsdepots: London, Libor rate for 3-month deposits: 2010 CHF 2011 USD 2012 2013 2014 2015 EUR In Prozent / In percent Jahresende Monatsende Schweiz Switzerland London, Libor 2 CHF CHF Schweiz Switzerland 1 1-TagesGeld (Tomorrow next) 1 Monat 3 Monate 6 Monate End of year SARON 1 End of month Call money rate (Tomorrow next) 1 month 3 months 6 months SARON USD JPY GBP EUR CHF 12 Monate 3 Monate 3 Monate 3 Monate 3 Monate Eidg. Geldmarktbuchforderungen 3 Monate 3 12 months 3 months 3 months 3 months 3 months Federal money market debt register claims 3 months 3 1 2 3 4 5 6 7 8 9 10 11 2005 2006 2007 2008 2009 0.460 1.922 1.849 0.015 0.042 0.630 1.940 2.000 0.010 0.050 0.892 2.046 2.428 0.340 0.107 1.010 2.103 2.757 0.662 0.252 1.178 2.200 2.865 0.810 0.338 1.408 2.390 2.977 1.095 0.638 4.536 5.360 4.703 1.425 0.251 0.066 0.568 0.895 0.833 0.278 4.639 5.320 5.994 2.770 0.605 2.487 3.723 4.679 2.894 0.655 0.900 1.880 2.044 0.000 0.000 2010 2011 2012 2013 2014 0.060 0.017 0.033 0.089 0.003 0.040 0.070 – 0.200 0.010 – 2.000 0.143 0.032 – 0.008 – 0.005 – 0.038 0.170 0.052 0.012 0.023 – 0.063 0.238 0.094 0.069 0.079 – 0.026 0.517 0.325 0.256 0.211 0.034 0.303 0.581 0.306 0.246 0.256 0.188 0.196 0.176 0.148 0.112 0.758 1.080 0.515 0.525 0.564 0.939 1.292 0.129 0.266 0.059 0.040 – 0.470 – 0.217 – 0.080 – 0.356 2014 07 2014 08 2014 09 – 0.035 0.004 0.010 – 0.150 – 0.100 – 0.100 0.001 0.002 0.000 0.018 0.018 0.006 0.076 0.068 0.059 0.201 0.174 0.166 0.239 0.234 0.235 0.130 0.128 0.116 0.560 0.560 0.565 0.177 0.126 0.057 – 0.127 – 0.040 – 0.099 2014 10 2014 11 2014 12 0.002 – 0.015 0.003 – 0.100 – 0.100 – 2.000 0.002 – 0.003 – 0.038 0.015 0.001 – 0.063 0.061 0.050 – 0.026 0.164 0.150 0.034 0.232 0.234 0.256 0.112 0.106 0.112 0.553 0.553 0.564 0.062 0.062 0.059 – 0.107 – 0.158 – 0.356 2015 01 2015 02 2015 03 – 0.692 – 0.728 – 0.747 – 1.750 – 1.000 – 1.500 – 0.904 – 0.873 – 0.851 – 0.854 – 0.850 – 0.814 – 0.758 – 0.732 – 0.725 – 0.630 – 0.622 – 0.608 0.253 0.262 0.271 0.104 0.096 0.101 0.563 0.564 0.570 0.032 0.025 0.018 – 1.101 – 1.101 – 1.042 2015 04 2015 05 2015 06 – 0.725 – 0.728 – 0.728 – 1.000 – 1.250 – 1.150 – 0.815 – 0.821 – 0.832 – 0.794 – 0.788 – 0.789 – 0.710 – 0.708 – 0.733 – 0.585 – 0.595 – 0.647 0.279 0.284 0.283 0.094 0.096 0.099 0.569 0.567 0.579 – 0.008 – 0.016 – 0.012 – 1.152 – 1.101 – 1.050 2015 07 – 0.746 – 1.000 – 0.787 – 0.739 – 0.691 – 0.585 0.309 0.096 0.582 – 0.017 – 0.908 64 Statistisches Monatsheft August 2015 / Monthly Statistical Bulletin August 2015 In Prozent / In percent Tag Schweiz Switzerland London, Libor 2 CHF CHF 1 1-TagesGeld (Tomorrow next) 1 Monat 3 Monate 6 Monate SARON 1 Call money rate (Tomorrow next) 1 month 3 months 6 months SARON Day 1 2 3 2015 2015 2015 2015 2015 2015 2015 2015 2015 2015 2015 2015 2015 2015 2015 2015 2015 2015 2015 2015 2015 2015 2015 2015 2015 2015 2015 2015 2015 2015 2015 07 07 07 07 07 07 07 07 07 07 07 07 07 07 07 07 07 07 07 07 07 07 07 07 07 07 07 07 07 07 07 01 02 03 04 05 06 07 08 09 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 2015 2015 2015 2015 2015 2015 2015 2015 2015 2015 2015 2015 2015 2015 2015 08 08 08 08 08 08 08 08 08 08 08 08 08 08 08 01 02 03 04 05 06 07 08 09 10 11 12 13 14 15 Schweiz Switzerland USD JPY GBP EUR CHF 12 Monate 3 Monate 3 Monate 3 Monate 3 Monate Eidg. Geldmarktbuchforderungen 3 Monate 3 12 months 3 months 3 months 3 months 3 months Federal money market debt register claims 3 months 3 1 2 3 4 5 6 7 8 9 10 11 – 0.726 – 0.729 – 0.734 – 1.200 – 1.200 – 1.200 – 0.831 – 0.827 – 0.831 – 0.789 – 0.789 – 0.789 – 0.732 – 0.732 – 0.732 – 0.642 – 0.642 – 0.644 0.284 0.284 0.284 0.101 0.101 0.101 0.577 0.578 0.577 – 0.013 – 0.015 – 0.015 . . . – 0.746 – 0.750 – 0.737 – 0.737 – 0.742 – 1.200 – 0.970 – 0.900 – 1.000 – 1.000 – 0.831 – 0.829 – 0.829 – 0.828 – 0.824 – 0.792 – 0.792 – 0.792 – 0.788 – 0.779 – 0.736 – 0.739 – 0.742 – 0.738 – 0.722 – 0.651 – 0.658 – 0.661 – 0.649 – 0.624 0.284 0.283 0.283 0.286 0.286 0.096 0.098 0.098 0.098 0.098 0.579 0.578 0.578 0.580 0.578 – 0.015 – 0.016 – 0.013 – 0.014 – 0.014 . . . . . – 0.731 – 0.748 – 0.747 – 0.743 – 0.746 – 1.000 – 0.890 – 1.000 – 1.000 – 1.000 – 0.810 – 0.806 – 0.804 – 0.795 – 0.791 – 0.771 – 0.764 – 0.762 – 0.757 – 0.753 – 0.711 – 0.709 – 0.709 – 0.702 – 0.702 – 0.612 – 0.617 – 0.614 – 0.598 – 0.598 0.289 0.289 0.289 0.287 0.292 0.098 0.098 0.098 0.098 0.098 0.582 0.582 0.584 0.584 0.584 – 0.012 – 0.014 – 0.014 – 0.015 – 0.014 . – 0.987 . . . – 0.748 – 0.747 – 0.742 – 0.746 – 0.743 – 1.000 – 1.000 – 1.000 – 1.000 – 1.000 – 0.786 – 0.784 – 0.784 – 0.784 – 0.784 – 0.748 – 0.743 – 0.743 – 0.739 – 0.739 – 0.697 – 0.692 – 0.692 – 0.692 – 0.692 – 0.592 – 0.586 – 0.586 – 0.586 – 0.586 0.295 0.294 0.293 0.295 0.294 0.096 0.096 0.096 0.098 0.095 0.584 0.583 0.584 0.583 0.581 – 0.016 – 0.017 – 0.016 – 0.016 – 0.016 . – 0.935 . . . – 0.749 – 0.743 – 0.744 – 0.749 – 0.746 – 1.000 – 1.000 – 1.000 – 1.200 – 1.000 – 0.786 – 0.784 – 0.788 – 0.787 – 0.787 – 0.739 – 0.737 – 0.739 – 0.741 – 0.739 – 0.692 – 0.692 – 0.691 – 0.691 – 0.691 – 0.586 – 0.586 – 0.585 – 0.585 – 0.585 0.294 0.297 0.297 0.300 0.309 0.096 0.098 0.098 0.098 0.096 0.581 0.580 0.579 0.581 0.582 – 0.016 – 0.014 – 0.016 – 0.016 – 0.017 . – 0.908 . . . – 0.739 – 0.740 – 0.735 – 0.740 – 0.735 – 1.000 – 1.000 – 1.000 – 1.000 – 1.000 – 0.789 – 0.789 – 0.785 – 0.787 – 0.783 – 0.739 – 0.741 – 0.737 – 0.731 – 0.729 – 0.691 – 0.691 – 0.689 – 0.685 – 0.683 – 0.585 – 0.587 – 0.585 – 0.577 – 0.577 0.304 0.301 0.311 0.311 0.312 0.095 0.095 0.098 0.096 0.096 0.581 0.585 0.588 0.590 0.587 – 0.019 – 0.017 – 0.017 – 0.019 – 0.020 . – 1.211 . . . – 0.736 – 0.741 – 0.733 – 0.735 – 0.731 – 1.000 – 1.000 – 1.000 – 1.000 – 1.000 – 0.783 – 0.786 – 0.782 – 0.782 – 0.782 – 0.729 – 0.727 – 0.725 – 0.725 – 0.725 – 0.679 – 0.679 – 0.679 – 0.679 – 0.679 – 0.571 – 0.571 – 0.569 – 0.573 – 0.571 0.314 0.314 0.309 0.321 0.324 0.094 0.094 0.094 0.094 0.094 0.589 0.589 0.591 0.589 0.584 – 0.022 – 0.024 – 0.023 – 0.025 – 0.027 . – 0.959 . . . Swiss Average Rate Overnight, 12.00 Uhr Fixing. Swiss Average Rate Overnight, 12.00 noon fixing. London Interbank Offered Rate. Rendite bei Auktion. Bei mehreren Auktionen pro Monat: letzte des Monats. Yield at auction. In case of several auctions per month: the last of the month. Statistisches Monatsheft August 2015 / Monthly Statistical Bulletin August 2015 65
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