Euro area sovereign risk premium, 5-year rises 2 basis points, a 3.5-sigma move
Euro area sovereign risk premium, 5-year rose 2 basis points on Thursday to 30 basis points, 3.5 times its typical move over the trailing 60 observations.
- Reading
- 30.42 bp
- Observed
- 24 Sept 2026
- Standard deviations
- 3.47
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, 24 September 2026.