Euro-area AAA carry & roll-down — where is an investor best paid to sit?
EUR — total expected return (basis points) against tenor (years), for a 1M holding horizon (1 month), computed under a static-curve assumption. Source: European Central Bank (native). Sweet spot marked.
| Horizon | Tenor | Total | Carry | Rolldown | Bucket | Pct (10y)Pro |
|---|---|---|---|---|---|---|
| 1M | 15.0y | 35.3 bps | 29.1 | 6.1 | 10-15y | Locked |
| 3M Pro | Subscribe to Pro to see 3M sweet spot, carry, rolldown, bucket and 10y percentile. | Locked | ||||
| 6M Pro | Subscribe to Pro to see 6M sweet spot, carry, rolldown, bucket and 10y percentile. | Locked | ||||
| 1Y Pro | Subscribe to Pro to see 1Y sweet spot, carry, rolldown, bucket and 10y percentile. | Locked | ||||
| # | Tenor | Total | Carry | Rolldown |
|---|---|---|---|---|
| 1 | 15.0y | 35.3 | 29.1 | 6.1 |
| 2 | 20.0y | 35.0 | 30.3 | 4.7 |
| 3 | 12.0y | 34.2 | 27.9 | 6.3 |
| 4 | 10.0y | 32.8 | 26.8 | 5.9 |
| 5 | 25.0y | 32.3 | 30.6 | 1.7 |