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. As indicated by ECB's statistics calculated on AAA-rated securities, the instantaneous forward rate on euro-area government bonds at the 2-year maturity was 3.44 percent on 29 September 2026, compared to 3.47 on 28 September.
Sample. In the daily time series plotted above, there are 5,641 data points overall. The time period covered by the series stretches from September 2004 to September 2026.
History. Here's a peek at a few descriptive statistics we computed on the whole sample: the forward rate had a mean of 1.26 percent; it registered a minimum of -1.08 on 9 March 2020; it peaked at 4.86 on 19 June 2008.
Latest values
| Date | Value - Percentage points |
|---|---|
| 2026-09-25 | 3.4733 |
| 2026-09-28 | 3.4662 |
| 2026-09-29 | 3.4365 |
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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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