The 10-year US-euro yield gap reaches 161 basis points, a 99.6th percentile reading
The 10-year US-euro yield gap climbed to 161 basis points on Monday, ranking 99.6th among readings over the trailing 252 sessions.
- Reading
- 160.87 bp
- Observed
- 28 Sept 2026
- Standard deviations
- 2.64
- Percentile
- 100th percentile
What it means
Readings at or above that level occurred in 0.40% of the trailing 252 sessions.
How it was measured
Board of Governors of the Federal Reserve System, H.15 constant maturity yields, retrieved from FRED. European Central Bank, euro area yield curves, available free of charge from the ECB Data Portal. Ten-year US constant maturity yield less the ten-year euro area AAA spot rate, unhedged, 28 September 2026.