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. According to ECB's statistics computed on AAA securities, the instantaneous forward rate on euro-area government bonds at the 11-month maturity was 1.99 percent on 12 February 2026, compared to 2.00 on the previous day.
Sample. There are 5,480 records overall in the daily time series shown in the graph above. The period covered by the series is from September 2004 to February 2026.
History. Here's a glimpse of some simple statistics calculated on the whole sample: the forward rate had a mean of 1.01 percent; it recorded a bottom of -1.00 on 12 March 2020; it achieved a maximum of 4.87 on 9 June 2008.
Latest values
| Date | Value - Percentage points |
|---|---|
| 2026-02-10 | 1.9981 |
| 2026-02-11 | 2.0013 |
| 2026-02-12 | 1.9898 |
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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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