11-month instantaneous forward rate on government bonds (percentage points; nominal; interpolated; all ratings) - 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 securities across all ratings, the instantaneous forward rate on euro-area government bonds at the 11-month maturity was 2.81 percent on 31 March 2026, versus 2.84 on 30 March.
Sample. There are 5,514 observations in the daily time series presented in the figure above. The series covers the time period going from September 2004 to March 2026.
History. Check out a few summary statistics computed on the whole sample: the forward rate had a mean of 1.39 percent; it recorded its maximum of 4.92 on 9 June 2008; it hit a trough of -0.68 on 19 November 2021.
Latest values
| Date | Value - Percentage points |
|---|---|
| 2026-03-27 | 2.9122 |
| 2026-03-30 | 2.8369 |
| 2026-03-31 | 2.8103 |
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Series Metadata
| Field | Value |
|---|---|
| Description | 11-month rate ECB instantaneous forward yield curve (all 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
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