Euro area 2s10s spread
The euro area curve slope, computed exactly as the Treasury 2s10s so the two can be read against each other. Measured on the AAA curve rather than the all-government one, because a slope taken across a mixed issuer universe moves when the periphery reprices and says nothing about the path of rates. The two curves inverting together is a global story and one inverting alone is a domestic one, which is a distinction this beat could not draw before.
- Latest
- 48.57 bp
- As of
- 1 Oct 2026
- Standard deviations
- -0.82
- Percentile
- 29th percentile
30 days to 4 Oct 2026 · 30.53 bp to 48.57 bp