11-year 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-year maturity was 3.84 percent on 29 December 2025, compared to 3.86 on 24 December.
Sample. There are 5,448 records overall in the daily time series presented in the plot above. The time range covered by the series extends from September 2004 to December 2025.
History. Here are some statistics we computed on the entire sample: the forward rate was equal on average to 2.92 percent; it reached its maximum of 5.75 on 2 June 2009; it reached a trough of -0.35 on 10 March 2020.
Latest values
| Date | Value - Percentage points |
|---|---|
| 2025-12-23 | 3.8528 |
| 2025-12-24 | 3.8618 |
| 2025-12-29 | 3.8352 |
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Series Metadata
| Field | Value |
|---|---|
| Description | 11-year 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.