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. Based on European Central Bank's statistics calculated on AAA bonds, the instantaneous forward rate on euro-area government bonds at the 11-year maturity was 3.90 percent on 12 November 2026, versus 3.89 on the previous day.
Sample. There are 5,673 data points overall in the daily series displayed in the chart above. The time span covered by the series extends from September 2004 to November 2026.
History. Here's a snapshot of a few descriptive statistics we computed on the entire sample: the forward rate reached its highest level of 5.75 percent on 2 June 2009; it registered a minimum of -0.35 percent on 10 March 2020; it had an average value of 2.95 percent.
Latest values
| Date | Value - Percentage points |
|---|---|
| 2026-11-10 | 3.86570 |
| 2026-11-11 | 3.88660 |
| 2026-11-12 | 3.90320 |
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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.