11-month 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. Based on European Central Bank's statistics computed on AAA-rated securities, the instantaneous forward rate on euro-area government bonds at the 11-month maturity was 3.34 percent on 29 September 2026, compared to 3.36 on 28 September.
Sample. There are 5,641 records overall in the daily series displayed in the plot above. The series covers the time span stretching from September 2004 to September 2026.
History. Take a look at some statistics we computed on the whole sample: the forward rate reached its highest level of 4.87 percent on 9 June 2008; it hit a trough of -1.00 on 12 March 2020; it averaged 1.06.
Latest values
| Date | Value - Percentage points |
|---|---|
| 2026-09-25 | 3.3891 |
| 2026-09-28 | 3.3589 |
| 2026-09-29 | 3.3445 |
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Series Metadata
| Field | Value |
|---|---|
| Description | 11-month 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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