2-year continuously compounded instantaneous forward rate on Treasuries (per cent) - United States - Fed - Daily
This series is part of the dataset: US Treasury zero-coupon and forward rates (Federal Reserve)
Download Full Dataset (.xlsx)Latest updates. In the United States, the 2-year continuously compounded instantaneous forward rate on Treasuries was 5.00 per cent on 18 September 2026, versus 4.89 on 17 September 2026.
Sample. There are 16,280 data points overall in the daily time series displayed in the chart above. The span of time covered by the series is from June 1961 to September 2026.
History. Take a look at a few simple statistics we calculated on the entire sample: the forward rate recorded its highest level of 15.51 per cent on 30 September 1981; it recorded a bottom of 0.11 on 4 August 2020; it had a mean value of 5.34.
Latest values
| Date | Value - Percentage points |
|---|---|
| 2026-09-16 | 4.98290 |
| 2026-09-17 | 4.89110 |
| 2026-09-18 | 4.99980 |
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Series Metadata
| Field | Value |
|---|---|
| Description | 2-year continuously compounded instantaneous forward rate on Treasuries |
| Country | United States |
| Economic concept | Interest rate |
| Data type | Instantaneous forward rate |
| Seasonally adjusted | No |
| Deflation method | Not applicable |
| Rescaling | None |
| Measure type | Interpolated level |
| Frequency | Daily |
| Unit | Percentage points |
| Source | Board of Governors of the Federal Reserve System |
| Source type | Central bank |
| Data licence | Licence to copy and distribute without permission |
| Other information | Yield curve fitted with Svensson method |
| FSR temporal aggregation code | LD1 |
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