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5-year continuously compounded zero-coupon yield on Treasuries (per cent) - United States - Fed - Daily

Latest updates. In the United States, the 5-year continuously compounded zero-coupon yield on Treasuries stood at 4.82 per cent on 18 September 2026, compared to 4.74 on 17 September 2026.

Sample. There are 16,280 observations in the daily time series shown in the figure above. The time span covered by the series stretches from June 1961 to September 2026.

History. Here's a glimpse of a few descriptive statistics we computed on the full sample: the yield hit a minimum of 0.22 per cent on 4 August 2020; it recorded its maximum of 15.18 on 30 September 1981; it had a mean of 5.40.

Latest values

Date Value - Percentage points
2026-09-16 4.81480
2026-09-17 4.73890
2026-09-18 4.81910

Nugget of wisdom. To simplify complex analyses, we categorize series into worksheets and datasets. By scrolling down, you will find how we arranged further material linked to the statistics found here.

Not for investment purposes. Any data released on this web site are not not supposed to be used for investment purposes or as a basis for making financial decisions. Users should seek expert advice and perform independent analysis before taking any financial risk.

Series Metadata

Field Value
Description 5-year continuously compounded zero-coupon yield on Treasuries
Country United States
Economic concept Interest rate
Data type Zero-coupon yield
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

Discover the other time series included in this data set.

Zero-coupon yields

Series Name Observations Start Date End Date
1-year continuously compounded zero-coupon yield on Treasuries (per cent) - United States - Fed - Daily 16280 1961-06-14 2026-09-18
2-year continuously compounded zero-coupon yield on Treasuries (per cent) - United States - Fed - Daily 16280 1961-06-14 2026-09-18
3-year continuously compounded zero-coupon yield on Treasuries (per cent) - United States - Fed - Daily 16280 1961-06-14 2026-09-18
4-year continuously compounded zero-coupon yield on Treasuries (per cent) - United States - Fed - Daily 16280 1961-06-14 2026-09-18
5-year continuously compounded zero-coupon yield on Treasuries (per cent) - United States - Fed - Daily 16280 1961-06-14 2026-09-18
6-year continuously compounded zero-coupon yield on Treasuries (per cent) - United States - Fed - Daily 16280 1961-06-14 2026-09-18
7-year continuously compounded zero-coupon yield on Treasuries (per cent) - United States - Fed - Daily 16280 1961-06-14 2026-09-18
8-year continuously compounded zero-coupon yield on Treasuries (per cent) - United States - Fed - Daily 13744 1971-08-16 2026-09-18
9-year continuously compounded zero-coupon yield on Treasuries (per cent) - United States - Fed - Daily 13744 1971-08-16 2026-09-18
10-year continuously compounded zero-coupon yield on Treasuries (per cent) - United States - Fed - Daily 13744 1971-08-16 2026-09-18
11-year continuously compounded zero-coupon yield on Treasuries (per cent) - United States - Fed - Daily 13683 1971-11-15 2026-09-18
12-year continuously compounded zero-coupon yield on Treasuries (per cent) - United States - Fed - Daily 13683 1971-11-15 2026-09-18
13-year continuously compounded zero-coupon yield on Treasuries (per cent) - United States - Fed - Daily 13683 1971-11-15 2026-09-18
14-year continuously compounded zero-coupon yield on Treasuries (per cent) - United States - Fed - Daily 13683 1971-11-15 2026-09-18
15-year continuously compounded zero-coupon yield on Treasuries (per cent) - United States - Fed - Daily 13683 1971-11-15 2026-09-18
16-year continuously compounded zero-coupon yield on Treasuries (per cent) - United States - Fed - Daily 11285 1981-07-02 2026-09-18
17-year continuously compounded zero-coupon yield on Treasuries (per cent) - United States - Fed - Daily 11285 1981-07-02 2026-09-18
18-year continuously compounded zero-coupon yield on Treasuries (per cent) - United States - Fed - Daily 11285 1981-07-02 2026-09-18
19-year continuously compounded zero-coupon yield on Treasuries (per cent) - United States - Fed - Daily 11285 1981-07-02 2026-09-18
20-year continuously compounded zero-coupon yield on Treasuries (per cent) - United States - Fed - Daily 11285 1981-07-02 2026-09-18
21-year continuously compounded zero-coupon yield on Treasuries (per cent) - United States - Fed - Daily 10190 1985-11-25 2026-09-18
22-year continuously compounded zero-coupon yield on Treasuries (per cent) - United States - Fed - Daily 10190 1985-11-25 2026-09-18
23-year continuously compounded zero-coupon yield on Treasuries (per cent) - United States - Fed - Daily 10190 1985-11-25 2026-09-18
24-year continuously compounded zero-coupon yield on Treasuries (per cent) - United States - Fed - Daily 10190 1985-11-25 2026-09-18
25-year continuously compounded zero-coupon yield on Treasuries (per cent) - United States - Fed - Daily 10190 1985-11-25 2026-09-18
26-year continuously compounded zero-coupon yield on Treasuries (per cent) - United States - Fed - Daily 10190 1985-11-25 2026-09-18
27-year continuously compounded zero-coupon yield on Treasuries (per cent) - United States - Fed - Daily 10190 1985-11-25 2026-09-18
28-year continuously compounded zero-coupon yield on Treasuries (per cent) - United States - Fed - Daily 10190 1985-11-25 2026-09-18
29-year continuously compounded zero-coupon yield on Treasuries (per cent) - United States - Fed - Daily 10190 1985-11-25 2026-09-18
30-year continuously compounded zero-coupon yield on Treasuries (per cent) - United States - Fed - Daily 10190 1985-11-25 2026-09-18

Instantaneous forwards

Series Name Observations Start Date End Date
1-year continuously compounded instantaneous forward rate on Treasuries (per cent) - United States - Fed - Daily 16280 1961-06-14 2026-09-18
2-year continuously compounded instantaneous forward rate on Treasuries (per cent) - United States - Fed - Daily 16280 1961-06-14 2026-09-18
3-year continuously compounded instantaneous forward rate on Treasuries (per cent) - United States - Fed - Daily 16280 1961-06-14 2026-09-18
4-year continuously compounded instantaneous forward rate on Treasuries (per cent) - United States - Fed - Daily 16280 1961-06-14 2026-09-18
5-year continuously compounded instantaneous forward rate on Treasuries (per cent) - United States - Fed - Daily 16280 1961-06-14 2026-09-18
6-year continuously compounded instantaneous forward rate on Treasuries (per cent) - United States - Fed - Daily 16280 1961-06-14 2026-09-18
7-year continuously compounded instantaneous forward rate on Treasuries (per cent) - United States - Fed - Daily 16280 1961-06-14 2026-09-18
8-year continuously compounded instantaneous forward rate on Treasuries (per cent) - United States - Fed - Daily 13744 1971-08-16 2026-09-18
9-year continuously compounded instantaneous forward rate on Treasuries (per cent) - United States - Fed - Daily 13744 1971-08-16 2026-09-18
10-year continuously compounded instantaneous forward rate on Treasuries (per cent) - United States - Fed - Daily 13744 1971-08-16 2026-09-18
11-year continuously compounded instantaneous forward rate on Treasuries (per cent) - United States - Fed - Daily 13683 1971-11-15 2026-09-18
12-year continuously compounded instantaneous forward rate on Treasuries (per cent) - United States - Fed - Daily 13683 1971-11-15 2026-09-18
13-year continuously compounded instantaneous forward rate on Treasuries (per cent) - United States - Fed - Daily 13683 1971-11-15 2026-09-18
14-year continuously compounded instantaneous forward rate on Treasuries (per cent) - United States - Fed - Daily 13683 1971-11-15 2026-09-18
15-year continuously compounded instantaneous forward rate on Treasuries (per cent) - United States - Fed - Daily 13683 1971-11-15 2026-09-18
16-year continuously compounded instantaneous forward rate on Treasuries (per cent) - United States - Fed - Daily 11285 1981-07-02 2026-09-18
17-year continuously compounded instantaneous forward rate on Treasuries (per cent) - United States - Fed - Daily 11285 1981-07-02 2026-09-18
18-year continuously compounded instantaneous forward rate on Treasuries (per cent) - United States - Fed - Daily 11285 1981-07-02 2026-09-18
19-year continuously compounded instantaneous forward rate on Treasuries (per cent) - United States - Fed - Daily 11285 1981-07-02 2026-09-18
20-year continuously compounded instantaneous forward rate on Treasuries (per cent) - United States - Fed - Daily 11285 1981-07-02 2026-09-18
21-year continuously compounded instantaneous forward rate on Treasuries (per cent) - United States - Fed - Daily 10190 1985-11-25 2026-09-18
22-year continuously compounded instantaneous forward rate on Treasuries (per cent) - United States - Fed - Daily 10190 1985-11-25 2026-09-18
23-year continuously compounded instantaneous forward rate on Treasuries (per cent) - United States - Fed - Daily 10190 1985-11-25 2026-09-18
24-year continuously compounded instantaneous forward rate on Treasuries (per cent) - United States - Fed - Daily 10190 1985-11-25 2026-09-18
25-year continuously compounded instantaneous forward rate on Treasuries (per cent) - United States - Fed - Daily 10190 1985-11-25 2026-09-18
26-year continuously compounded instantaneous forward rate on Treasuries (per cent) - United States - Fed - Daily 10190 1985-11-25 2026-09-18
27-year continuously compounded instantaneous forward rate on Treasuries (per cent) - United States - Fed - Daily 10190 1985-11-25 2026-09-18
28-year continuously compounded instantaneous forward rate on Treasuries (per cent) - United States - Fed - Daily 10190 1985-11-25 2026-09-18
29-year continuously compounded instantaneous forward rate on Treasuries (per cent) - United States - Fed - Daily 10190 1985-11-25 2026-09-18
30-year continuously compounded instantaneous forward rate on Treasuries (per cent) - United States - Fed - Daily 10190 1985-11-25 2026-09-18