We study a planar two-temperature diffusion of a Brownian particle in a parabolic potential. The diffusion process is defined in terms of two Langevin equations with two different effective temperatures in the X and the Y directions. In the stationary regime the system is described by a nontrivial particle position distribution, P(x,y), which we determine explicitly. We show that this distribution corresponds to a nonequilibrium stationary state, characterized by the presence of space-dependent particle currents which exhibit a nonzero rotor. Theoretical results are confirmed by the numerical simulations.