3-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 3-year continuously compounded instantaneous forward rate on Treasuries was 4.91 per cent on 18 September 2026, compared to 4.82 on 17 September.
Sample. There are 16,280 data points in the daily time series presented in the figure above. The time period covered by the series goes from June 1961 to September 2026.
History. Check out some statistics calculated on the entire sample: the forward rate was equal on average to 5.59 per cent; it hit a trough of 0.22 on 4 August 2020; it attained a maximum of 14.88 on 25 September 1981.
Latest values
| Date | Value - Percentage points |
|---|---|
| 2026-09-16 | 4.90650 |
| 2026-09-17 | 4.81750 |
| 2026-09-18 | 4.90620 |
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Series Metadata
| Field | Value |
|---|---|
| Description | 3-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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