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 calculated on AAA bonds, the instantaneous forward rate on euro-area government bonds at the 2-year maturity stood at 2.12 percent on 24 September 2025, compared to 2.13 on the previous day.
Sample. There are 5,382 data points overall in the daily series shown in the graph above. The series covers the span of time extending from September 2004 to September 2025.
History. Here are a few simple statistics calculated on the entire sample: the forward rate had a mean of 1.20 percent; it hit a peak of 4.86 on 19 June 2008; it recorded a bottom of -1.08 on 9 March 2020.
Latest values
| Date | Value - Percentage points |
|---|---|
| 2025-09-22 | 2.1085 |
| 2025-09-23 | 2.1343 |
| 2025-09-24 | 2.1214 |
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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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