6-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. As indicated by ECB's statistics computed on AAA securities, the instantaneous forward rate on euro-area government bonds at the 6-month maturity stood at 2.56 percent on 6 May 2026, compared to 2.61 on 5 May 2026.
Sample. There are 5,537 records overall in the daily series displayed in the chart above. The span of time covered by the series extends from September 2004 to May 2026.
History. Here's a snapshot of some summary statistics calculated on the full sample: the forward rate reached its maximum of 4.67 percent on 9 June 2008; it reached its minimum of -0.92 on 12 March 2020; it averaged 0.98.
Latest values
| Date | Value - Percentage points |
|---|---|
| 2026-05-04 | 2.6155 |
| 2026-05-05 | 2.6136 |
| 2026-05-06 | 2.5614 |
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Series Metadata
| Field | Value |
|---|---|
| Description | 6-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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