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 European Central Bank's statistics calculated on AAA securities, the instantaneous forward rate on euro-area government bonds at the 5-month maturity was 2.59 percent on 13 August 2026, compared to 2.61 on 12 August 2026.
Sample. There are 5,608 records in the daily time series shown in the chart above. The series covers the time period going from September 2004 to August 2026.
History. Check out a few statistics we calculated on the whole sample: the forward rate had a mean value of 0.99 percent; it reached its minimum of -0.91 on 10 March 2017; it hit a maximum of 4.57 on 9 June 2008.
Latest values
| Date | Value - Percentage points |
|---|---|
| 2026-08-11 | 2.6092 |
| 2026-08-12 | 2.6122 |
| 2026-08-13 | 2.59 |
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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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