Ratesdailybp
Euro area sovereign risk premium, 2-year
The front end of the premium. It gaps when the market is questioning whether a sovereign can fund itself over the next couple of years, which is a redenomination scare rather than a solvency one, and the two look nothing alike at the long end.
- Latest
- 21.21 bp
- As of
- 1 Oct 2026
- Standard deviations
- 6.39
- Percentile
- 100th percentile
The archive behind this
This page shows the last 30 days. Euro area sovereign risk premium, 2-year has 5,643 readings in the warehouse, back to 6 Sept 2004. A plan opens the rest of it, with CSV export and the analyst.
See plans
Source
QuantNow Derived Research
Two-year euro area all-government spot rate less the two-year AAA spot rate, in basis points. The front end of the premium, which gaps when a sovereign is being questioned rather than when policy is being repriced.
Informational research only. Nothing here is personalised investment advice.