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 European Central Bank's statistics computed on AAA securities, the instantaneous forward rate on euro-area government bonds at the 11-year maturity stood at 4.17 percent on 29 September 2026, versus 4.18 on the previous day.
Sample. There are 5,641 data points overall in the daily series shown in the graph above. The series covers the period going from September 2004 to September 2026.
History. Check out a few descriptive statistics we computed on the entire sample: the forward rate recorded its maximum of 5.75 percent on 2 June 2009; it reached its minimum of -0.35 on 10 March 2020; it had a mean value of 2.95.
Latest values
| Date | Value - Percentage points |
|---|---|
| 2026-09-25 | 4.1358 |
| 2026-09-28 | 4.1831 |
| 2026-09-29 | 4.1702 |
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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.