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 ECB's statistics computed on AAA-rated bonds, the instantaneous forward rate on euro-area government bonds at the 2-year maturity stood at 2.70 percent on 14 May 2026, versus 2.76 on 13 May.
Sample. There are 5,543 data points overall in the daily time series shown in the graph above. The time period covered by the series extends from September 2004 to May 2026.
History. Here's a peek at a few statistics calculated on the entire sample: the forward rate had a mean value of 1.24 percent; it hit a peak of 4.86 on 19 June 2008; it hit a trough of -1.08 on 9 March 2020.
Latest values
| Date | Value - Percentage points |
|---|---|
| 2026-05-12 | 2.7525 |
| 2026-05-13 | 2.7608 |
| 2026-05-14 | 2.7001 |
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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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