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. As indicated by European Central Bank's statistics calculated on AAA-rated bonds, the instantaneous forward rate on euro-area government bonds at the 11-month maturity was 2.49 percent on 20 April 2026, compared to 2.48 on 17 April 2026.
Sample. There are 5,526 records overall in the daily time series shown in the figure above. The series covers the time span stretching from September 2004 to April 2026.
History. Here's a snapshot of some summary statistics we calculated on the full sample: the forward rate reached a minimum of -1.00 percent on 12 March 2020; it achieved a maximum of 4.87 on 9 June 2008; it had an average value of 1.02.
Latest values
| Date | Value - Percentage points |
|---|---|
| 2026-04-16 | 2.5691 |
| 2026-04-17 | 2.4784 |
| 2026-04-20 | 2.4929 |
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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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