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 computed on AAA-rated securities, the instantaneous forward rate on euro-area government bonds at the 2-year maturity stood at 3.30 percent on 17 September 2026, compared to 3.35 on 16 September 2026.
Sample. In the daily series shown in the plot, there are a total of 5,633 data points. The series covers the time span going from September 2004 to September 2026.
History. Take a look at some statistics calculated on the entire sample: the forward rate attained a maximum of 4.86 percent on 19 June 2008; it reached a trough of -1.08 on 9 March 2020; it was equal on average to 1.26.
Latest values
| Date | Value - Percentage points |
|---|---|
| 2026-09-15 | 3.35950 |
| 2026-09-16 | 3.35150 |
| 2026-09-17 | 3.30490 |
Suggestion. One of the advantages of using FetchSeries is that we provide accurate metadata. Find it below to gain insights on the attributes of the time series that you use in your work.
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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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