QUANTNOWARCHIVE

Rates6 Oct 2026UTC

The euro area 2-year premium reaches 23 basis points, a 99.6th percentile reading

The euro area 2-year premium climbed to 23 basis points on Monday, ranking 99.6th among readings over the trailing 252 sessions.

Reading
23.33 bp
Observed
5 Oct 2026
Standard deviations
5.76
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

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, 5 October 2026.

Informational research only. Nothing here is personalised investment advice.