2-year instantaneous forward rate on government bonds (percentage points; nominal; interpolated; AAA rating) - Euro area - ECB - Daily
This series is part of the dataset: Euro-area government bond yield curves (ECB)
Download Full Dataset (.xlsx)Latest updates. Based on ECB's statistics computed on AAA bonds, the instantaneous forward rate on euro-area government bonds at the 2-year maturity stood at 3.16 percent on 12 November 2026, compared to 3.12 on 11 November 2026.
Sample. There are 5,673 observations overall in the daily time series displayed in the graph above. The period covered by the series goes from September 2004 to November 2026.
History. Here’s a quick look at some simple statistics computed on the entire sample: the forward rate hit a minimum of -1.08 percent on 9 March 2020; it recorded its maximum of 4.86 percent on 19 June 2008; it had a mean of 1.27 percent.
Latest values
| Date | Value - Percentage points |
|---|---|
| 2026-11-10 | 3.09600 |
| 2026-11-11 | 3.11500 |
| 2026-11-12 | 3.15910 |
Suggestion. One of the advantages of using FetchSeries is that we provide accurate metadata. Find it below to gain insights on the attributes of the time series that you use in your work.
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Series Metadata
| Field | Value |
|---|---|
| Description | 2-year rate ECB instantaneous forward yield curve (AAA bonds) |
| Country | Euro area |
| Economic concept | Interest rate |
| Data type | Constant-maturity nominal instantaneous forward rate on government bonds |
| Deflation method | Not applicable |
| Seasonally adjusted | No |
| Rescaling | None |
| Frequency | Daily |
| Unit | Percentage points |
| Source | European Central Bank |
| Source type | Central bank |
| Data licence | Free use subject to conditions |
| Measure type | Interpolated level |
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