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. According to European Central Bank's statistics computed on AAA-rated bonds, the instantaneous forward rate on euro-area government bonds at the 5-month maturity was 2.98 percent on 29 September 2026, versus 3.00 on 28 September.
Sample. There are 5,641 records overall in the daily series displayed in the figure above. The time range covered by the series is from September 2004 to September 2026.
History. Check out a few descriptive statistics calculated on the whole sample: the forward rate averaged 1.00 percent; it recorded a maximum of 4.57 on 9 June 2008; it reached its minimum of -0.91 on 10 March 2017.
Latest values
| Date | Value - Percentage points |
|---|---|
| 2026-09-25 | 3.0234 |
| 2026-09-28 | 3.0034 |
| 2026-09-29 | 2.9837 |
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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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