Euro area sovereign risk premium, 2-year rises 9 basis points, a 7.9-sigma move
Euro area sovereign risk premium, 2-year rose 9 basis points on Friday to 31 basis points, 7.9 times its typical move over the trailing 60 observations.
- Reading
- 30.65 bp
- Observed
- 2 Oct 2026
- Standard deviations
- 7.89
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, 2 October 2026.