5-month instantaneous forward rate on government bonds (percentage points; nominal; interpolated; all ratings) - Euro area - ECB - Daily
This series is part of the dataset: Euro-area government bond yield curves (ECB)
Download Full Dataset (.xlsx)Latest updates. As indicated by European Central Bank's statistics calculated on bonds across all ratings, the instantaneous forward rate on euro-area government bonds at the 5-month maturity stood at 2.57 percent on 22 June 2026, compared to 2.60 on 19 June.
Sample. This daily time series has 5,570 data points. The time range covered by the series is from September 2004 to June 2026.
History. Here's a snapshot of some summary statistics computed on the entire sample: the forward rate recorded its highest level of 4.57 percent on 9 June 2008; it recorded a minimum of -0.75 on 19 November 2021; it had a mean value of 1.23.
Latest values
| Date | Value - Percentage points |
|---|---|
| 2026-06-18 | 2.5943 |
| 2026-06-19 | 2.6005 |
| 2026-06-22 | 2.5688 |
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Series Metadata
| Field | Value |
|---|---|
| Description | 5-month rate ECB instantaneous forward yield curve (all 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.