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 2.51 percent on 14 May 2026, compared to 2.54 on 13 May.
Sample. In this daily series, there are 5,543 records. The series covers the time range going from September 2004 to May 2026.
History. Check out a few statistics computed on the whole sample: the forward rate recorded a minimum of -0.91 percent on 10 March 2017; it recorded its highest level of 4.57 on 9 June 2008; it had a mean of 0.97.
Latest values
| Date | Value - Percentage points |
|---|---|
| 2026-05-12 | 2.5544 |
| 2026-05-13 | 2.5448 |
| 2026-05-14 | 2.5103 |
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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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