QUANTNOWARCHIVE

Rates30 Sept 2026UTC

The euro area 2-year premium reaches 14 basis points, a 98.4th percentile reading

The euro area 2-year premium climbed to 14 basis points on Tuesday, ranking 98.4th among readings over the trailing 252 sessions.

Reading
13.53 bp
Observed
29 Sept 2026
Standard deviations
2.60
Percentile
98th percentile

What it means

Readings at or above that level occurred in 1.6% of the trailing 252 sessions.

How it was measured

European Central Bank, euro area yield curves, available free of charge from the ECB Data Portal. Two-year euro area all-government spot rate less the AAA spot rate, 29 September 2026.

Informational research only. Nothing here is personalised investment advice.