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 securities, the instantaneous forward rate on euro-area government bonds at the 5-month maturity stood at 2.97 percent on 12 November 2026, compared to 2.95 on the previous day.
Sample. There are 5,673 observations overall in the daily series presented in the chart above. The series covers the time range stretching from September 2004 to November 2026.
History. Have a look at some summary statistics computed on the whole sample: the forward rate hit a trough of -0.91 percent on 10 March 2017; it recorded its highest level of 4.57 percent on 9 June 2008; it had a mean value of 1.01 percent.
Latest values
| Date | Value - Percentage points |
|---|---|
| 2026-11-10 | 2.92430 |
| 2026-11-11 | 2.95100 |
| 2026-11-12 | 2.96840 |
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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 |
Series in the same data set
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