Ratesdailybp
Euro area sovereign risk premium, 5-year
The belly of the premium, where a broad repricing of euro area sovereign risk shows up most evenly. Held so the term structure of the premium can be read across four maturities rather than at the ten-year alone.
- Latest
- 41.83 bp
- As of
- 1 Oct 2026
- Standard deviations
- 5.90
- Percentile
- 100th percentile
The archive behind this
This page shows the last 30 days. Euro area sovereign risk premium, 5-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
Five-year euro area all-government spot rate less the five-year AAA spot rate, in basis points. The belly of the premium, held so its term structure can be read at four maturities rather than at the ten-year alone.
Informational research only. Nothing here is personalised investment advice.