5-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 5-year continuously compounded instantaneous forward rate on Treasuries was 4.85 per cent on 18 September 2026, versus 4.79 on the previous day.
Sample. This daily series has 16,280 observations. The series covers the time range stretching from June 1961 to September 2026.
History. Here's a glimpse of some statistics calculated on the whole sample: the forward rate hit a maximum of 14.72 per cent on 25 September 1981; it reached a trough of 0.51 on 4 August 2020; it had a mean value of 5.96.
Latest values
| Date | Value - Percentage points |
|---|---|
| 2026-09-16 | 4.87290 |
| 2026-09-17 | 4.78980 |
| 2026-09-18 | 4.84890 |
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Series Metadata
| Field | Value |
|---|---|
| Description | 5-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 |
Series in the same data set
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