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 bonds, the instantaneous forward rate on euro-area government bonds at the 2-year maturity was 2.14 percent on 13 November 2025, compared to 2.09 on the previous day.
Sample. This daily series has 5,418 records. The series covers the period going from September 2004 to November 2025.
History. Here's a snapshot of a few simple statistics we calculated on the full sample: the forward rate had a mean of 1.21 percent; it reached its highest level of 4.86 on 19 June 2008; it recorded a bottom of -1.08 on 9 March 2020.
Latest values
| Date | Value - Percentage points |
|---|---|
| 2025-11-11 | 2.0964 |
| 2025-11-12 | 2.0946 |
| 2025-11-13 | 2.1411 |
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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 |