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-rated securities, the instantaneous forward rate on euro-area government bonds at the 5-month maturity was 1.97 percent on 12 February 2026, unchanged with respect to 11 February 2026.
Sample. There are 5,480 data points overall in the daily time series shown in the figure above. The period covered by the series extends from September 2004 to February 2026.
History. Here’s a quick look at some summary statistics calculated on the whole sample: the forward rate had a mean of 0.96 percent; it reached a trough of -0.91 on 10 March 2017; it attained a maximum of 4.57 on 9 June 2008.
Latest values
| Date | Value - Percentage points |
|---|---|
| 2026-02-10 | 1.9608 |
| 2026-02-11 | 1.97 |
| 2026-02-12 | 1.9677 |
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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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