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 2.03 percent on 30 September 2025, the same value recorded on the previous day.
Sample. In the daily series shown in the graph, there are a total of 5,386 observations. The span of time covered by the series extends from September 2004 to September 2025.
History. Check out a few simple statistics computed on the whole sample: the forward rate recorded a bottom of -0.68 percent on 19 November 2021; it reached its maximum of 4.92 on 9 June 2008; it had a mean of 1.38.
Latest values
| Date | Value - Percentage points |
|---|---|
| 2025-09-26 | 2.0414 |
| 2025-09-29 | 2.0261 |
| 2025-09-30 | 2.0329 |
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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 |