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 was 2.12 percent on 24 September 2025, compared to 2.13 on 23 September 2025.
Sample. In this daily series, there are 5,382 observations in total. The series covers the time span stretching from September 2004 to September 2025.
History. Here's a peek at a few summary statistics calculated on the full sample: the forward rate averaged 1.20 percent; it reached its highest level of 4.86 on 19 June 2008; it registered a minimum of -1.08 on 9 March 2020.
Latest values
| Date | Value - Percentage points |
|---|---|
| 2025-09-22 | 2.1085 |
| 2025-09-23 | 2.1343 |
| 2025-09-24 | 2.1214 |
Nugget of wisdom. To make your life easier, we categorize indicators into worksheets and datasets. When you navigate further down, you will discover how we arranged further information linked to the statistics published here.
Not for investment purposes. Data released on FetchSeries are not intended for investment purposes or other financial decisions. Users should seek expert advice and perform independent analysis before pledging money to any investment.
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
Discover the other time series included in this data set.