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. As indicated by ECB's statistics computed on AAA securities, the instantaneous forward rate on euro-area government bonds at the 5-month maturity was 2.00 percent on 29 December 2025, versus 2.01 on 24 December 2025.
Sample. There are 5,448 records in the daily time series presented in the graph above. The time span covered by the series extends from September 2004 to December 2025.
History. Have a look at a few simple statistics we computed on the full sample: the forward rate averaged 0.95 percent; it recorded a bottom of -0.91 on 10 March 2017; it reached its highest level of 4.57 on 9 June 2008.
Latest values
| Date | Value - Percentage points |
|---|---|
| 2025-12-23 | 2.0044 |
| 2025-12-24 | 2.0104 |
| 2025-12-29 | 2.0014 |
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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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