Table 1 Descriptive statistics of Swiss Confederation marketable debt issuance data from 1970 to 2016
All | Bonds | Bills | Notes | |
|---|---|---|---|---|
Number of issues | 3098 | 1085 | 1373 | 640 |
CHF (millions) | ||||
Total | 1,218,711 | 196,006 | 992,494 | 30,211 |
Mean | 393 | 181 | 723 | 47 |
SD | 396 | 233 | 329 | 66 |
Min | 1 | 1 | 75 | 1 |
Max | 2512 | 1553 | 2512 | 385 |
Term to maturity | ||||
Mean | 5.4 | 14.5 | 0.3 | 1.0 |
SD | 8.7 | 9.4 | 0.2 | 1.1 |
Min | 0.1 | 2.0 | 0.1 | 0.1 |
Max | 50.0 | 50.0 | 1.0 | 8.0 |
Yield (%) | ||||
Mean | 2.756% | 3.191% | 1.809% | 4.049% |
SD | 2.075% | 1.325% | 2.203% | 1.880% |
Min | − 1.521% | − 0.545% | − 1.521% | 0.110% |
Max | 9.102% | 7.815% | 9.102% | 8.875% |