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 bonds, the instantaneous forward rate on euro-area government bonds at the 11-month maturity was 2.62 percent on 22 June 2026, versus 2.66 on 19 June 2026.
Sample. There are 5,570 records in the daily series shown in the chart above. The span of time covered by the series stretches from September 2004 to June 2026.
History. Here’s a quick look at a few summary statistics calculated on the whole sample: the forward rate had a mean of 1.04 percent; it reached a trough of -1.00 on 12 March 2020; it peaked at 4.87 on 9 June 2008.
Latest values
| Date | Value - Percentage points |
|---|---|
| 2026-06-18 | 2.6389 |
| 2026-06-19 | 2.6576 |
| 2026-06-22 | 2.6219 |
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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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