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 European Central Bank's statistics calculated on AAA-rated bonds, the instantaneous forward rate on euro-area government bonds at the 2-year maturity stood at 2.27 percent on 29 December 2025, compared to 2.33 on 24 December 2025.
Sample. The daily time series shown in the plot has 5,448 data points in total. The series covers the time period extending from September 2004 to December 2025.
History. Check out a few simple statistics we calculated on the full sample: the forward rate was equal on average to 1.22 percent; it peaked at 4.86 on 19 June 2008; it recorded a bottom of -1.08 on 9 March 2020.
Latest values
| Date | Value - Percentage points |
|---|---|
| 2025-12-23 | 2.3329 |
| 2025-12-24 | 2.3285 |
| 2025-12-29 | 2.2659 |
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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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