5-month 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 calculated on AAA-rated securities, the instantaneous forward rate on euro-area government bonds at the 5-month maturity stood at 2.54 percent on 31 March 2026, compared to 2.53 on 30 March 2026.
Sample. In the daily series plotted above, there are 5,514 data points overall. The time span covered by the series stretches from September 2004 to March 2026.
History. Here's a glimpse of some summary statistics we computed on the entire sample: the forward rate hit a peak of 4.57 percent on 9 June 2008; it recorded a bottom of -0.91 on 10 March 2017; it averaged 0.96.
Latest values
| Date | Value - Percentage points |
|---|---|
| 2026-03-27 | 2.5295 |
| 2026-03-30 | 2.5303 |
| 2026-03-31 | 2.5424 |
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Series Metadata
| Field | Value |
|---|---|
| Description | 5-month 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 |
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