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. According to 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 2.12 percent on 30 September 2025, compared to 2.13 on 29 September 2025.
Sample. In the daily series shown in the plot, there are 5,386 data points in total. The time span covered by the series stretches from September 2004 to September 2025.
History. Here's a snapshot of a few simple statistics calculated on the entire sample: the forward rate had a mean value of 1.20 percent; it reached a minimum of -1.08 on 9 March 2020; it peaked at 4.86 on 19 June 2008.
Latest values
| Date | Value - Percentage points |
|---|---|
| 2025-09-26 | 2.1401 |
| 2025-09-29 | 2.1293 |
| 2025-09-30 | 2.1213 |
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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 |