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. Based on ECB's statistics computed on AAA bonds, the instantaneous forward rate on euro-area government bonds at the 5-month maturity stood at 2.49 percent on 22 June 2026, unchanged with respect to 19 June 2026.
Sample. There are 5,570 observations overall in the daily series displayed in the graph above. The span of time covered by the series extends from September 2004 to June 2026.
History. Check out a few summary statistics calculated on the entire sample: the forward rate achieved a maximum of 4.57 percent on 9 June 2008; it recorded a bottom of -0.91 on 10 March 2017; it had a mean of 0.98.
Latest values
| Date | Value - Percentage points |
|---|---|
| 2026-06-18 | 2.4911 |
| 2026-06-19 | 2.4909 |
| 2026-06-22 | 2.4945 |
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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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