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. As indicated by ECB's statistics calculated on AAA securities, the instantaneous forward rate on euro-area government bonds at the 5-month maturity was 2.97 percent on 17 September 2026, the same as on 16 September 2026.
Sample. There are 5,633 records overall in the daily time series displayed in the figure above. The period covered by the series goes from September 2004 to September 2026.
History. Have a look at a few simple statistics calculated on the full sample: the forward rate had a mean of 1.00 percent; it attained a maximum of 4.57 on 9 June 2008; it hit a trough of -0.91 on 10 March 2017.
Latest values
| Date | Value - Percentage points |
|---|---|
| 2026-09-15 | 2.99520 |
| 2026-09-16 | 2.96810 |
| 2026-09-17 | 2.97360 |
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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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