8-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 8-month maturity was 2.65 percent on 14 May 2026, compared to 2.71 on 13 May.
Sample. There are 5,543 observations overall in the daily time series shown in the chart above. The series covers the time period extending from September 2004 to May 2026.
History. Here are a few descriptive statistics we calculated on the full sample: the forward rate reached its highest level of 4.79 percent on 9 June 2008; it recorded a minimum of -0.96 on 12 March 2020; it averaged 1.00.
Latest values
| Date | Value - Percentage points |
|---|---|
| 2026-05-12 | 2.7255 |
| 2026-05-13 | 2.7146 |
| 2026-05-14 | 2.6529 |
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Series Metadata
| Field | Value |
|---|---|
| Description | 8-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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