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 calculated on AAA securities, the instantaneous forward rate on euro-area government bonds at the 11-month maturity was 2.06 percent on 29 December 2025, versus 2.09 on 24 December.
Sample. There are 5,448 records overall in the daily time series shown in the graph above. The series covers the span of time going from September 2004 to December 2025.
History. Take a look at a few statistics we computed on the entire sample: the forward rate reached its lowest level of -1.00 percent on 12 March 2020; it reached its highest level of 4.87 on 9 June 2008; it was equal on average to 1.01.
Latest values
| Date | Value - Percentage points |
|---|---|
| 2025-12-23 | 2.0939 |
| 2025-12-24 | 2.0945 |
| 2025-12-29 | 2.0629 |
Suggestion. A benefit of our web site is that we publish well-crafted metadata. Check it below to better understand the characteristics of the time series that you use in your research.
Not for investment purposes. Time series and other data made available on FetchSeries are not intended for investment purposes or other financial decisions. Users should ask for professional advice and perform their own independent due diligence before making any financial commitments.
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 |
Series in the same data set
Discover the other time series included in this data set.