Euro ten-year sits at the year's high · irates.today
Europe · EUR and GBP · public disclosure only

Euro ten-year sits at the year's high

Series through——

The euro and sterling trades that reach the CFTC public tape: par curves on €STR, EURIBOR and SONIA, the swap spread to the euro-area AAA government curve, HICP and RPI breakevens, the iTraxx indices, and the cross-currency swaps that carry dollar balance sheets into European bonds. The tape sees US-reporting counterparties' share of these markets — deep enough for levels; volumes are a sample.

The euro ten-year, at 3.42%, prints at the top of its one-year range, up 38 basis points on the month and 95 on the year. The curve has flattened alongside, with the two-ten spread down to 18 basis points from 30 a month ago. Sterling's ten-year has moved less, up 28 basis points on the month, while the swap spread to the AAA curve remains negative across tenors, narrowest at the two-year at minus 0.6.

The day's story may be elsewhere · Rates: The ten-year sits at the year's high — the ten-year at the 100th percentile of its one-year range, +20 bp on the week.

EUR curve

Par rates by tenor from spot-starting fixed-vs-€STR and fixed-vs-EURIBOR prints, trimmed medians. The gap between the two is the EURIBOR–€STR basis: what the market charges for term bank funding over the overnight rate.

Par curve, latest day, %

€STREURIBORAAA govt€STR 1m ago

2y · 10y · 30y €STR history, %

2y10y30y

EURIBOR – €STR basis, bp

2y10y

GBP curve

Par rates from fixed-vs-SONIA prints. Sterling is a fifth of the euro flow on this tape, so the 1y, 3y and 7y nodes are often missing on a given day and the history is shown where the node printed.

SONIA par curve, latest day, %

latest1m ago

2y · 10y · 30y SONIA history, %

2y10y30y

Swap spreads

€STR par swap minus the euro-area AAA government spot curve published daily by the ECB, in basis points: the European counterpart of the swap spread on the Rates page. Positive means swaps yield more than the safest governments, which is the usual sign in Europe.

€STR – AAA by tenor, latest, bp

2y · 10y · 30y swap spread history, bp

2y10y30y

Inflation

Zero-coupon inflation swap breakevens from near-spot prints: euro HICP ex-tobacco and UK RPI. The RPI figures carry the RPI–CPIH wedge and the 2030 reform, so they are not comparable with HICP level for level.

Breakeven curves, latest, %

HICPxUK RPI

5y · 10y breakeven history, %

HICPx 5yHICPx 10yRPI 10y

Credit

The iTraxx Europe indices from the Credit page: Main and Senior Financials in spread, Crossover in spread alongside them on the same axis. On-the-run 5-year series, daily medians.

iTraxx 5y, bp

MainSenior FinancialsCrossover

Income potential: AAA 5y + iTraxx Main, %

all-inAAA 5y

Tape flow

EUR and GBP fixed-float prints per day, forward-starting EUR swaps, swaptions, and the EUR/USD and GBP/USD cross-currency basis swaps — the instrument that turns a dollar liability into a European bond, and the largest single derivative line in several insurers' books.

Fixed-float prints per day

EURGBP

Cross-currency swaps per day

EUR/USDGBP/USD

Insurer-linked prints today

Today's European prints that match structures in insurers' Schedule DB books: cross-currency swaps at the sizes and tenors Athene and Corebridge carry by the thousand, sterling liability hedges, and long uncleared euro swaps. A match says the structure is the kind an insurer holds, not who traded it. The books and the tests are on the Insurers page.

Prints matching insurer-book structures, per day

Structures and latest counts

Method & caveats

Derived from the DTCC public price dissemination rates and credit files and the ECB's published yield curve; nothing licensed.

Par node
Median fixed rate of spot-starting prints whose maturity lands on the tenor, after trimming the top and bottom deciles; a node needs three prints.
€STR vs EURIBOR
Split on the floating-leg underlier. The EURIBOR curve mixes 3M and 6M legs as the tape does not separate them; 6M dominates at the long end.
AAA curve
ECB euro-area AAA central-government spot curve (Svensson), carried forward up to seven days when the tape has a day the ECB does not.
Breakeven
Trimmed median fixed rate of zero-coupon inflation swaps with effective date within 20 days of execution, by tenor.
Cross-currency swap
Float-for-float EUR/USD or GBP/USD swaps. Sizes are shown in dollars at a fixed conversion for comparability; the tape rounds notionals to the nearest million.
Known limits. This is the US SDR's view: trades with at least one US-reporting counterparty. European interdealer flow cleared and reported only in Europe is not here, so print counts understate the market while levels track it. No gilt reference curve is loaded yet, so sterling swap spreads are not shown. iTraxx model spreads discount at SOFR, not €STR.
Data terms. Derived aggregates only from DTCC public dissemination data, ECB statistics and insurers' public statutory statements. Not investment advice. Requests and corrections go at the bottom of this page.

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