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 computed on AAA-rated bonds, the instantaneous forward rate on euro-area government bonds at the 11-month maturity was 3.18 percent on 12 November 2026, compared to 3.16 on 11 November 2026.
Sample. There are 5,673 observations overall in the daily time series displayed in the chart above. The series covers the time span stretching from September 2004 to November 2026.
History. Here's a snapshot of a few statistics calculated on the entire sample: the forward rate had a mean of 1.07 percent; it registered a minimum of -1.00 percent on 12 March 2020; it peaked at 4.87 percent on 9 June 2008.
Latest values
| Date | Value - Percentage points |
|---|---|
| 2026-11-10 | 3.11730 |
| 2026-11-11 | 3.15540 |
| 2026-11-12 | 3.18440 |
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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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