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 calculated on AAA-rated securities, the instantaneous forward rate on euro-area government bonds at the 5-month maturity was 2.50 percent on 6 May 2026, versus 2.55 on 5 May 2026.
Sample. There are 5,537 data points in the daily series displayed in the figure above. The series covers the time period stretching from September 2004 to May 2026.
History. Here's a glimpse of a few statistics we computed on the entire sample: the forward rate had a mean of 0.97 percent; it registered a minimum of -0.91 on 10 March 2017; it reached a maximum of 4.57 on 9 June 2008.
Latest values
| Date | Value - Percentage points |
|---|---|
| 2026-05-04 | 2.5518 |
| 2026-05-05 | 2.5508 |
| 2026-05-06 | 2.5038 |
Nugget of wisdom. An advantage of using FetchSeries is that we provide accurate metadata. Check it below to gain insights on the attributes of the series that you use in your research.
Not for investment purposes. Information available on FetchSeries is not intended for investment purposes or as a basis for making financial decisions. Users should consult professional advice and perform their own independent due diligence before making any financial commitments.
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
Discover the other time series included in this data set.