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. As indicated by European Central Bank's statistics calculated on AAA bonds, the instantaneous forward rate on euro-area government bonds at the 11-year maturity was 3.87 percent on 13 August 2026, compared to 3.89 on 12 August 2026.
Sample. There are 5,608 data points overall in the daily time series presented in the figure above. The time range covered by the series goes from September 2004 to August 2026.
History. Here's a snapshot of some summary statistics we calculated on the entire sample: the forward rate registered a minimum of -0.35 percent on 10 March 2020; it recorded a maximum of 5.75 on 2 June 2009; it had a mean of 2.94.
Latest values
| Date | Value - Percentage points |
|---|---|
| 2026-08-11 | 3.8962 |
| 2026-08-12 | 3.8865 |
| 2026-08-13 | 3.8732 |
Suggestion. We group series into worksheets and datasets to facilitate exploration. Scrolling downwards, you will find how we arranged further material linked to the statistics provided here.
Not for investment purposes. Data and any other information available on this web site are not intended for investment purposes or any other financial decision. Users should obtain expert advice and perform independent analysis before making any financial commitments.
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.