The 2-year US-euro yield gap reaches 184 basis points, a 100.0th percentile reading
The 2-year US-euro yield gap climbed to 184 basis points on Friday, ranking 100.0th among readings over the trailing 252 sessions.
- Reading
- 183.81 bp
- Observed
- 2 Oct 2026
- Standard deviations
- 3.13
- Percentile
- 100th percentile
What it means
The 2-year US-euro yield gap climbed to 184 basis points on Friday, ranking 100.0th among readings over 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. Two-year US constant maturity yield less the two-year euro area AAA spot rate, unhedged, 2 October 2026.