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Eurozone Deposit Facility Rate held to 2.5% in October 2026. The reading matched the 2.5% consensus. The print is running well above the 12-month average of 2.13%. Deposit Facility Rate is now the highest in 20 months.
across last 12 releases
Oct 2026
Sigmacast Σ-direction model: consensus + ½ × mean(surprise, trailing 90d).
| Symbol | Direction | Correlation | Asset Class | Co-movement | Action |
|---|---|---|---|---|---|
| EUR/USD | ▼ Inverse | −0.57 | FOREX | Moves against | → View |
| XAU/USD | ▼ Inverse | −0.38 | COMMODITIES | Moves against | → View |
| EUR/JPY | ▼ Inverse | −0.27 | FOREX | Moves against | → View |
Correlation based on 12-month rolling window. Click any symbol to view its Sigmanomics forecast page.
Deposit Facility Rate (European Union) was reported at 2.5% in October 2026. This matched the market consensus of 2.5% exactly. The reading was unchanged from the previous release. Trailing 12-month context per ETL data through October 2026. Over the past 12 months, the indicator has averaged 2.21%, ranging from 2% to 2.5% across 6 releases. This is classified as a high-impact indicator released on a monthly basis.
The trailing three releases averaged 2.42%, up from the prior three at 2%. Volatility over the past year (σ 0.22%) is lower than the prior year (σ 0.37%). In October readings over the past 3 years, Deposit Facility Rate has averaged 2.58%.
Historically, this indicator is negatively correlated with EUR/USD (Bearish EUR). A secondary relationship exists with XAU/USD, negatively correlated (Bearish XAU). Over the last 12 releases, the Sigmacast model's median absolute error is 0%.
Same-country events in the next 14 days include Inflation Rate YoY (Nov 4) and Core Inflation Rate YoY (Nov 4).
Auto-generated from current model state · Refreshes on each release · Last update October 2026.
The Deposit Facility Rate is a financial indicator used by central banks to control the amount of money in circulation and influence interest rates. It is the interest rate at which commercial banks can deposit excess funds with the central bank, providing a safe and convenient way to manage their liquidity. This rate serves as a tool for monetary policy, allowing central banks to encourage or discourage lending and borrowing activities in the economy. As such, it is an important factor in determining the overall health and stability of a country's financial system.
This release contributes to the broader macro picture used by cross-asset investors for positioning and risk management. Surprises against consensus can drive short-term moves, particularly when the print breaks an established trend. Released monthly.
Latest reading (Oct 2026): actual 2.5 %, consensus 2.5 %. Prior reading (Sep 2026): 2.5 %. Before that (Jul 2026): 2.25 %.
Sigmacast's 1-month forecast points to a similar reading versus the latest print, with the 3-month outlook reinforcing that direction. Both horizons are aligned bullish for this indicator, suggesting a consistent trend signal. Trend-driven dynamics are the primary tailwind in the current projection. This indicator correlates most strongly with EUR/USD (Bearish EUR, r=-0.57) — a useful reference for forex-focused traders.
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| Friday, October 30, 2026 | Actual | Previous | Consensus | Sigmanomics Rolling-Surprise Forecast | Impact | ||
|---|---|---|---|---|---|---|---|
| 10:00 | GDP Growth Rate QoQ | 0.4 | 0.6 | 0.2 | 0.30 | High | |
| 10:00 | GDP Growth Rate YoY | 1.3 | 1.2 | 1.1 | 1.20 | High | |
| 10:00 | Unemployment Rate | 6.5 | 6.5 | 6.4 | 6.45 | High | |