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 ECB's statistics calculated on securities across all ratings, the instantaneous forward rate on euro-area government bonds at the 5-month maturity was 1.98 percent on 24 September 2025, compared to 1.99 on the previous day.
Sample. The daily series presented in the plot has 5,382 records. The series covers the period extending from September 2004 to September 2025.
History. Here's a snapshot of a few descriptive statistics we computed on the entire sample: the forward rate reached a trough of -0.75 percent on 19 November 2021; it achieved a maximum of 4.57 on 9 June 2008; it had a mean value of 1.20.
Latest values
| Date | Value - Percentage points |
|---|---|
| 2025-09-22 | 1.99 |
| 2025-09-23 | 1.9875 |
| 2025-09-24 | 1.9835 |
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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 |
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