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Rates6 Oct 2026UTC

Euro area sovereign risk premium, 30-year falls 5 basis points, a 4.6-sigma move

Euro area sovereign risk premium, 30-year fell 5 basis points on Monday to 68 basis points, 4.6 times its typical move over the trailing 60 observations.

Reading
67.51 bp
Observed
5 Oct 2026
Standard deviations
-4.57

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, 5 October 2026.

Series: Euro area sovereign risk premium, 30-year

Informational research only. Nothing here is personalised investment advice.