10-year US-euro area differential (unhedged) rises 17 basis points, a 4.6-sigma move
10-year US-euro area differential (unhedged) rose 17 basis points on Friday to 182 basis points, 4.6 times its typical move over the trailing 60 observations.
- Reading
- 181.60 bp
- Observed
- 2 Oct 2026
- Standard deviations
- 4.59
What it means
That is the largest move in the trailing 60 observations.
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. Change scored against the trailing 60 observations, 2 October 2026.