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EUR/USD near parity again: rate-differential math vs structural euro weakness

The euro spent most of Q1 2026 in the 1.05–1.08 range. A move back to parity would not require a Fed surprise — just a continuation of the rate-differential plus a few political shocks the desk is already watching.

HK
Hiroshi Kato
FX strategy
7 min read

EUR/USD has traded a tight 1.05–1.10 range for most of 2026 after a brief flirtation with 1.12 in late 2024. The fundamentals supporting that range are weaker now than three months ago. A move toward parity would not require any single dramatic event.

Rate-differential, mechanically

The 2-year US Treasury yield minus the 2-year Schatz yield is the cleanest single proxy for EUR/USD over 6–12 month windows. The spread widened through 2024 as the Fed held while the ECB cut, narrowed in mid-2025, and is widening again in 2026 because European growth disappointed while US growth held up. Each 25bp of additional widening tends to translate, with a lag, into roughly 1.5–2.5 big-figures of EUR/USD downside.

Three things that would accelerate the move

  1. French political fragmentation — a renewed minority-government cycle re-prices peripheral spreads and feeds back into EUR/USD via risk premium.
  2. Trump-administration tariff escalation specifically aimed at EU autos or steel — direct hit to the euro-area current-account surplus.
  3. ECB cutting faster than the market expects — would invert the implied terminal rate path.

What would defend the range

A US growth surprise lower (would force Fed cuts and narrow the spread), a Middle East shock that drove energy prices high enough to revisit 2022's eurozone external-deficit pain (would flip the dynamic — energy spike hurts EUR more than USD, but the resulting global growth scare hurts USD more), or simply a return of EM-driven dollar weakness.

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