The 10-year US-euro yield gap reaches 170 basis points, a 98.0th percentile reading
The 10-year US-euro yield gap climbed to 170 basis points on Thursday, ranking 98.0th among readings over the trailing 252 sessions.
- Reading
- 170.08 bp
- Observed
- 8 Oct 2026
- Standard deviations
- 2.88
- Percentile
- 98th percentile
What it means
Readings at or above that level occurred in 2.0% 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, 8 October 2026.