Euro area 2s10s spread falls 8 basis points, a 4.6-sigma move
Euro area 2s10s spread fell 8 basis points on Monday to 31 basis points, 4.6 times its typical move over the trailing 60 observations.
- Reading
- 31.32 bp
- Observed
- 14 Sept 2026
- Standard deviations
- -4.58
What it means
That is the largest move in the trailing 60 observations.
How it was measured
European Central Bank, euro area yield curves, available free of charge from the ECB Data Portal. Change scored against the trailing 60 observations, 14 September 2026.
Series: Euro area 2s10s spread