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-rated bonds, the instantaneous forward rate on euro-area government bonds at the 11-month maturity was 2.75 percent on 13 August 2026, versus 2.77 on 12 August 2026.
Sample. The daily series plotted above has 5,608 observations. The series covers the time span stretching from September 2004 to August 2026.
History. Here are some descriptive statistics calculated on the whole sample: the forward rate had an average value of 1.05 percent; it reached its highest level of 4.87 on 9 June 2008; it reached its lowest level of -1.00 on 12 March 2020.
Latest values
| Date | Value - Percentage points |
|---|---|
| 2026-08-11 | 2.7745 |
| 2026-08-12 | 2.7678 |
| 2026-08-13 | 2.7534 |
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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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