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US Treasury zero-coupon and forward rates (Federal Reserve)

Daily zero-coupon and forward rates on US Treasuries, estimated by Federal Reserve staff

← Interest rates: Government bonds

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Worksheet 1: 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 16285 1961-06-14 2026-09-25
2-year continuously compounded zero-coupon yield on Treasuries (per cent) - United States - Fed - Daily 16285 1961-06-14 2026-09-25
3-year continuously compounded zero-coupon yield on Treasuries (per cent) - United States - Fed - Daily 16285 1961-06-14 2026-09-25
4-year continuously compounded zero-coupon yield on Treasuries (per cent) - United States - Fed - Daily 16285 1961-06-14 2026-09-25
5-year continuously compounded zero-coupon yield on Treasuries (per cent) - United States - Fed - Daily 16285 1961-06-14 2026-09-25
6-year continuously compounded zero-coupon yield on Treasuries (per cent) - United States - Fed - Daily 16285 1961-06-14 2026-09-25
7-year continuously compounded zero-coupon yield on Treasuries (per cent) - United States - Fed - Daily 16285 1961-06-14 2026-09-25
8-year continuously compounded zero-coupon yield on Treasuries (per cent) - United States - Fed - Daily 13749 1971-08-16 2026-09-25
9-year continuously compounded zero-coupon yield on Treasuries (per cent) - United States - Fed - Daily 13749 1971-08-16 2026-09-25
10-year continuously compounded zero-coupon yield on Treasuries (per cent) - United States - Fed - Daily 13749 1971-08-16 2026-09-25
11-year continuously compounded zero-coupon yield on Treasuries (per cent) - United States - Fed - Daily 13688 1971-11-15 2026-09-25
12-year continuously compounded zero-coupon yield on Treasuries (per cent) - United States - Fed - Daily 13688 1971-11-15 2026-09-25
13-year continuously compounded zero-coupon yield on Treasuries (per cent) - United States - Fed - Daily 13688 1971-11-15 2026-09-25
14-year continuously compounded zero-coupon yield on Treasuries (per cent) - United States - Fed - Daily 13688 1971-11-15 2026-09-25
15-year continuously compounded zero-coupon yield on Treasuries (per cent) - United States - Fed - Daily 13688 1971-11-15 2026-09-25
16-year continuously compounded zero-coupon yield on Treasuries (per cent) - United States - Fed - Daily 11290 1981-07-02 2026-09-25
17-year continuously compounded zero-coupon yield on Treasuries (per cent) - United States - Fed - Daily 11290 1981-07-02 2026-09-25
18-year continuously compounded zero-coupon yield on Treasuries (per cent) - United States - Fed - Daily 11290 1981-07-02 2026-09-25
19-year continuously compounded zero-coupon yield on Treasuries (per cent) - United States - Fed - Daily 11290 1981-07-02 2026-09-25
20-year continuously compounded zero-coupon yield on Treasuries (per cent) - United States - Fed - Daily 11290 1981-07-02 2026-09-25
21-year continuously compounded zero-coupon yield on Treasuries (per cent) - United States - Fed - Daily 10195 1985-11-25 2026-09-25
22-year continuously compounded zero-coupon yield on Treasuries (per cent) - United States - Fed - Daily 10195 1985-11-25 2026-09-25
23-year continuously compounded zero-coupon yield on Treasuries (per cent) - United States - Fed - Daily 10195 1985-11-25 2026-09-25
24-year continuously compounded zero-coupon yield on Treasuries (per cent) - United States - Fed - Daily 10195 1985-11-25 2026-09-25
25-year continuously compounded zero-coupon yield on Treasuries (per cent) - United States - Fed - Daily 10195 1985-11-25 2026-09-25
26-year continuously compounded zero-coupon yield on Treasuries (per cent) - United States - Fed - Daily 10195 1985-11-25 2026-09-25
27-year continuously compounded zero-coupon yield on Treasuries (per cent) - United States - Fed - Daily 10195 1985-11-25 2026-09-25
28-year continuously compounded zero-coupon yield on Treasuries (per cent) - United States - Fed - Daily 10195 1985-11-25 2026-09-25
29-year continuously compounded zero-coupon yield on Treasuries (per cent) - United States - Fed - Daily 10195 1985-11-25 2026-09-25
30-year continuously compounded zero-coupon yield on Treasuries (per cent) - United States - Fed - Daily 10195 1985-11-25 2026-09-25

Worksheet 2: Instantaneous forwards

Series Name Observations Start Date End Date
1-year continuously compounded instantaneous forward rate on Treasuries (per cent) - United States - Fed - Daily 16285 1961-06-14 2026-09-25
2-year continuously compounded instantaneous forward rate on Treasuries (per cent) - United States - Fed - Daily 16285 1961-06-14 2026-09-25
3-year continuously compounded instantaneous forward rate on Treasuries (per cent) - United States - Fed - Daily 16285 1961-06-14 2026-09-25
4-year continuously compounded instantaneous forward rate on Treasuries (per cent) - United States - Fed - Daily 16285 1961-06-14 2026-09-25
5-year continuously compounded instantaneous forward rate on Treasuries (per cent) - United States - Fed - Daily 16285 1961-06-14 2026-09-25
6-year continuously compounded instantaneous forward rate on Treasuries (per cent) - United States - Fed - Daily 16285 1961-06-14 2026-09-25
7-year continuously compounded instantaneous forward rate on Treasuries (per cent) - United States - Fed - Daily 16285 1961-06-14 2026-09-25
8-year continuously compounded instantaneous forward rate on Treasuries (per cent) - United States - Fed - Daily 13749 1971-08-16 2026-09-25
9-year continuously compounded instantaneous forward rate on Treasuries (per cent) - United States - Fed - Daily 13749 1971-08-16 2026-09-25
10-year continuously compounded instantaneous forward rate on Treasuries (per cent) - United States - Fed - Daily 13749 1971-08-16 2026-09-25
11-year continuously compounded instantaneous forward rate on Treasuries (per cent) - United States - Fed - Daily 13688 1971-11-15 2026-09-25
12-year continuously compounded instantaneous forward rate on Treasuries (per cent) - United States - Fed - Daily 13688 1971-11-15 2026-09-25
13-year continuously compounded instantaneous forward rate on Treasuries (per cent) - United States - Fed - Daily 13688 1971-11-15 2026-09-25
14-year continuously compounded instantaneous forward rate on Treasuries (per cent) - United States - Fed - Daily 13688 1971-11-15 2026-09-25
15-year continuously compounded instantaneous forward rate on Treasuries (per cent) - United States - Fed - Daily 13688 1971-11-15 2026-09-25
16-year continuously compounded instantaneous forward rate on Treasuries (per cent) - United States - Fed - Daily 11290 1981-07-02 2026-09-25
17-year continuously compounded instantaneous forward rate on Treasuries (per cent) - United States - Fed - Daily 11290 1981-07-02 2026-09-25
18-year continuously compounded instantaneous forward rate on Treasuries (per cent) - United States - Fed - Daily 11290 1981-07-02 2026-09-25
19-year continuously compounded instantaneous forward rate on Treasuries (per cent) - United States - Fed - Daily 11290 1981-07-02 2026-09-25
20-year continuously compounded instantaneous forward rate on Treasuries (per cent) - United States - Fed - Daily 11290 1981-07-02 2026-09-25
21-year continuously compounded instantaneous forward rate on Treasuries (per cent) - United States - Fed - Daily 10195 1985-11-25 2026-09-25
22-year continuously compounded instantaneous forward rate on Treasuries (per cent) - United States - Fed - Daily 10195 1985-11-25 2026-09-25
23-year continuously compounded instantaneous forward rate on Treasuries (per cent) - United States - Fed - Daily 10195 1985-11-25 2026-09-25
24-year continuously compounded instantaneous forward rate on Treasuries (per cent) - United States - Fed - Daily 10195 1985-11-25 2026-09-25
25-year continuously compounded instantaneous forward rate on Treasuries (per cent) - United States - Fed - Daily 10195 1985-11-25 2026-09-25
26-year continuously compounded instantaneous forward rate on Treasuries (per cent) - United States - Fed - Daily 10195 1985-11-25 2026-09-25
27-year continuously compounded instantaneous forward rate on Treasuries (per cent) - United States - Fed - Daily 10195 1985-11-25 2026-09-25
28-year continuously compounded instantaneous forward rate on Treasuries (per cent) - United States - Fed - Daily 10195 1985-11-25 2026-09-25
29-year continuously compounded instantaneous forward rate on Treasuries (per cent) - United States - Fed - Daily 10195 1985-11-25 2026-09-25
30-year continuously compounded instantaneous forward rate on Treasuries (per cent) - United States - Fed - Daily 10195 1985-11-25 2026-09-25