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 bonds, the instantaneous forward rate on euro-area government bonds at the 2-year maturity was 2.60 percent on 22 June 2026, versus 2.66 on 19 June 2026.
Sample. There are 5,570 observations in the daily time series presented in the figure above. The series covers the period stretching from September 2004 to June 2026.
History. Here's a glimpse of some statistics computed on the entire sample: the forward rate averaged 1.24 percent; it reached its minimum of -1.08 on 9 March 2020; it recorded a maximum of 4.86 on 19 June 2008.
Latest values
| Date | Value - Percentage points |
|---|---|
| 2026-06-18 | 2.6139 |
| 2026-06-19 | 2.6638 |
| 2026-06-22 | 2.5979 |
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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 |
Series in the same data set
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