Euro A–BBB Insurance Corporate Bond Yields (EUR)
Fitted spot curve as of 2026-09-11
https://bondscovery.com/yield-curve/eur-corporate-a-bbb-insurance
Euro A–BBB Insurance Corporate Bond Yields (EUR) as of 2026-09-11: 10Y at 4.54%, fitted curve 3M–10Y (2.98%–4.54%), 32 bonds. Live chart, constituents and forward rates on bondScovery.
| Maturity | Fitted yield | Forward rate |
|---|---|---|
| 3M | 2.98% | — |
| 9M | 3.18% | 3.43% |
| 12M | 3.35% | 3.68% |
| 18M | 3.60% | 4.17% |
| 2Y | 3.71% | 4.07% |
| 3Y | 3.82% | 4.11% |
| 4Y | 3.93% | 4.32% |
| 5Y | 4.03% | 4.56% |
| 6Y | 4.14% | 4.79% |
| 7Y | 4.24% | 5.03% |
| 9Y | 4.44% | 5.38% |
| 10Y | 4.54% | 5.74% |
2Y, 10Y and the 10Y−2Y spread over time
The 2-year yield is 3.71% and the 10-year 4.54%, a 10Y−2Y spread of +83 bp — positively sloped — as of 2026-09-11. The chart and table below track how they have moved.
Fitted 2Y and 10Y yields and their spread, sampled one build date per month. See all inverted curves today →
| Tenor | Latest2026-09-11 | 1m ago2026-08-12 | 2m ago2026-07-13 | 3m ago2026-06-12 | 4m ago2026-05-14 | 5m ago2026-04-14 | 6m ago2026-03-16 |
|---|---|---|---|---|---|---|---|
| 2Y | 3.71% | 3.30% | 3.23% | 3.26% | 3.28% | 3.29% | 2.98% |
| 10Y | 4.54% | — | 4.31% | 4.23% | 4.23% | 4.23% | 4.16% |
| 10Y − 2Y | +83 bp | — | +108 bp | +96 bp | +95 bp | +93 bp | +119 bp |
Bonds in this curve
A selection of 30 of the 33 bonds behind this curve, spread across maturities.
| Issuer | Yield | Maturity | Coupon | ISIN |
|---|---|---|---|---|
| Great-West Lifeco INC | 4.57% | 2026-12-07 | 1.75% | XS1528141788 |
| Achmea BV | 3.32% | 2027-05-26 | 1.50% | XS2175967343 |
| NN Group NV | 3.25% | 2027-06-01 | 1.62% | XS1623355457 |
| American International | 3.18% | 2027-06-21 | 1.88% | XS1627602201 |
| Aviva PLC | 3.29% | 2027-11-13 | 1.88% | XS1908273219 |
| Unipol Assicurazioni SPA | 3.75% | 2027-11-29 | 3.50% | XS1725580622 |
| Achmea BV | 3.52% | 2027-12-10 | 2.75% | XS2958382645 |
| Sampo OYJ | 3.58% | 2028-02-21 | 1.62% | XS1775786574 |
| Achmea BV | 3.65% | 2028-05-06 | 2.50% | XS3066564900 |
| Athora Holding LTD | 4.34% | 2028-06-16 | 6.62% | XS2628821790 |
| Vittoria Assicurazioni SPA | 4.28% | 2028-07-11 | 5.75% | XS1855456288 |
| Assicurazioni Generali S.P.A. | 3.71% | 2029-01-15 | 3.21% | XS2747590896 |
| Swiss Life Holding AG | 3.67% | 2029-08-31 | 3.25% | CH1210198136 |
| Great-West Lifeco INC | 3.76% | 2029-11-16 | 4.70% | XS2552362704 |
| Mitsui Sumitomo Insurance Company, Limited | 3.99% | 2030-03-05 | 2.90% | XS3300158964 |
| IDS Financing PLC | 4.63% | 2030-07-07 | 3.88% | XS3431850497 |
| Uniqa Insurance Group AG | 3.93% | 2030-07-09 | 1.38% | XS2199604096 |
| Unipol Assicurazioni SPA | 3.77% | 2030-09-23 | 3.25% | XS2237434803 |
| Assicurazioni Generali S.P.A. | 3.98% | 2031-07-14 | 2.43% | XS2201857534 |
| Swiss Life Holding AG | 3.94% | 2031-09-15 | 0.50% | CH1130818847 |
| Mapfre SA | 4.00% | 2032-01-20 | 3.12% | ES0224244113 |
| IDS Financing PLC | 4.85% | 2032-10-01 | 4.00% | XS3189697793 |
| Swiss Life Holding AG | 4.16% | 2033-05-06 | 3.74% | CH1548688378 |
| Great-West Lifeco INC | 4.24% | 2033-07-07 | 3.62% | XS3307269038 |
| Assicurazioni Generali S.P.A. | 4.27% | 2034-01-15 | 3.55% | XS2747596315 |
| Swiss Life Holding AG | 4.28% | 2035-03-24 | 3.75% | CH1428867043 |
| Liberty Mutual Group INC | 4.59% | 2035-09-26 | 3.88% | XS3185662163 |
| Mapfre SA | 4.39% | 2036-01-20 | 3.62% | ES0224244121 |
| Vienna Insurance Group AG | 4.25% | 2036-03-26 | 1.00% | AT0000A2QL75 |
| Vittoria Assicurazioni SPA | 4.97% | 2036-06-25 | 4.78% | XS3402829652 |