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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 16314 1961-06-14 2026-11-06
2-year continuously compounded zero-coupon yield on Treasuries (per cent) - United States - Fed - Daily 16314 1961-06-14 2026-11-06
3-year continuously compounded zero-coupon yield on Treasuries (per cent) - United States - Fed - Daily 16314 1961-06-14 2026-11-06
4-year continuously compounded zero-coupon yield on Treasuries (per cent) - United States - Fed - Daily 16314 1961-06-14 2026-11-06
5-year continuously compounded zero-coupon yield on Treasuries (per cent) - United States - Fed - Daily 16314 1961-06-14 2026-11-06
6-year continuously compounded zero-coupon yield on Treasuries (per cent) - United States - Fed - Daily 16314 1961-06-14 2026-11-06
7-year continuously compounded zero-coupon yield on Treasuries (per cent) - United States - Fed - Daily 16314 1961-06-14 2026-11-06
8-year continuously compounded zero-coupon yield on Treasuries (per cent) - United States - Fed - Daily 13778 1971-08-16 2026-11-06
9-year continuously compounded zero-coupon yield on Treasuries (per cent) - United States - Fed - Daily 13778 1971-08-16 2026-11-06
10-year continuously compounded zero-coupon yield on Treasuries (per cent) - United States - Fed - Daily 13778 1971-08-16 2026-11-06
11-year continuously compounded zero-coupon yield on Treasuries (per cent) - United States - Fed - Daily 13717 1971-11-15 2026-11-06
12-year continuously compounded zero-coupon yield on Treasuries (per cent) - United States - Fed - Daily 13717 1971-11-15 2026-11-06
13-year continuously compounded zero-coupon yield on Treasuries (per cent) - United States - Fed - Daily 13717 1971-11-15 2026-11-06
14-year continuously compounded zero-coupon yield on Treasuries (per cent) - United States - Fed - Daily 13717 1971-11-15 2026-11-06
15-year continuously compounded zero-coupon yield on Treasuries (per cent) - United States - Fed - Daily 13717 1971-11-15 2026-11-06
16-year continuously compounded zero-coupon yield on Treasuries (per cent) - United States - Fed - Daily 11319 1981-07-02 2026-11-06
17-year continuously compounded zero-coupon yield on Treasuries (per cent) - United States - Fed - Daily 11319 1981-07-02 2026-11-06
18-year continuously compounded zero-coupon yield on Treasuries (per cent) - United States - Fed - Daily 11319 1981-07-02 2026-11-06
19-year continuously compounded zero-coupon yield on Treasuries (per cent) - United States - Fed - Daily 11319 1981-07-02 2026-11-06
20-year continuously compounded zero-coupon yield on Treasuries (per cent) - United States - Fed - Daily 11319 1981-07-02 2026-11-06
21-year continuously compounded zero-coupon yield on Treasuries (per cent) - United States - Fed - Daily 10224 1985-11-25 2026-11-06
22-year continuously compounded zero-coupon yield on Treasuries (per cent) - United States - Fed - Daily 10224 1985-11-25 2026-11-06
23-year continuously compounded zero-coupon yield on Treasuries (per cent) - United States - Fed - Daily 10224 1985-11-25 2026-11-06
24-year continuously compounded zero-coupon yield on Treasuries (per cent) - United States - Fed - Daily 10224 1985-11-25 2026-11-06
25-year continuously compounded zero-coupon yield on Treasuries (per cent) - United States - Fed - Daily 10224 1985-11-25 2026-11-06
26-year continuously compounded zero-coupon yield on Treasuries (per cent) - United States - Fed - Daily 10224 1985-11-25 2026-11-06
27-year continuously compounded zero-coupon yield on Treasuries (per cent) - United States - Fed - Daily 10224 1985-11-25 2026-11-06
28-year continuously compounded zero-coupon yield on Treasuries (per cent) - United States - Fed - Daily 10224 1985-11-25 2026-11-06
29-year continuously compounded zero-coupon yield on Treasuries (per cent) - United States - Fed - Daily 10224 1985-11-25 2026-11-06
30-year continuously compounded zero-coupon yield on Treasuries (per cent) - United States - Fed - Daily 10224 1985-11-25 2026-11-06

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 16314 1961-06-14 2026-11-06
2-year continuously compounded instantaneous forward rate on Treasuries (per cent) - United States - Fed - Daily 16314 1961-06-14 2026-11-06
3-year continuously compounded instantaneous forward rate on Treasuries (per cent) - United States - Fed - Daily 16314 1961-06-14 2026-11-06
4-year continuously compounded instantaneous forward rate on Treasuries (per cent) - United States - Fed - Daily 16314 1961-06-14 2026-11-06
5-year continuously compounded instantaneous forward rate on Treasuries (per cent) - United States - Fed - Daily 16314 1961-06-14 2026-11-06
6-year continuously compounded instantaneous forward rate on Treasuries (per cent) - United States - Fed - Daily 16314 1961-06-14 2026-11-06
7-year continuously compounded instantaneous forward rate on Treasuries (per cent) - United States - Fed - Daily 16314 1961-06-14 2026-11-06
8-year continuously compounded instantaneous forward rate on Treasuries (per cent) - United States - Fed - Daily 13778 1971-08-16 2026-11-06
9-year continuously compounded instantaneous forward rate on Treasuries (per cent) - United States - Fed - Daily 13778 1971-08-16 2026-11-06
10-year continuously compounded instantaneous forward rate on Treasuries (per cent) - United States - Fed - Daily 13778 1971-08-16 2026-11-06
11-year continuously compounded instantaneous forward rate on Treasuries (per cent) - United States - Fed - Daily 13717 1971-11-15 2026-11-06
12-year continuously compounded instantaneous forward rate on Treasuries (per cent) - United States - Fed - Daily 13717 1971-11-15 2026-11-06
13-year continuously compounded instantaneous forward rate on Treasuries (per cent) - United States - Fed - Daily 13717 1971-11-15 2026-11-06
14-year continuously compounded instantaneous forward rate on Treasuries (per cent) - United States - Fed - Daily 13717 1971-11-15 2026-11-06
15-year continuously compounded instantaneous forward rate on Treasuries (per cent) - United States - Fed - Daily 13717 1971-11-15 2026-11-06
16-year continuously compounded instantaneous forward rate on Treasuries (per cent) - United States - Fed - Daily 11319 1981-07-02 2026-11-06
17-year continuously compounded instantaneous forward rate on Treasuries (per cent) - United States - Fed - Daily 11319 1981-07-02 2026-11-06
18-year continuously compounded instantaneous forward rate on Treasuries (per cent) - United States - Fed - Daily 11319 1981-07-02 2026-11-06
19-year continuously compounded instantaneous forward rate on Treasuries (per cent) - United States - Fed - Daily 11319 1981-07-02 2026-11-06
20-year continuously compounded instantaneous forward rate on Treasuries (per cent) - United States - Fed - Daily 11319 1981-07-02 2026-11-06
21-year continuously compounded instantaneous forward rate on Treasuries (per cent) - United States - Fed - Daily 10224 1985-11-25 2026-11-06
22-year continuously compounded instantaneous forward rate on Treasuries (per cent) - United States - Fed - Daily 10224 1985-11-25 2026-11-06
23-year continuously compounded instantaneous forward rate on Treasuries (per cent) - United States - Fed - Daily 10224 1985-11-25 2026-11-06
24-year continuously compounded instantaneous forward rate on Treasuries (per cent) - United States - Fed - Daily 10224 1985-11-25 2026-11-06
25-year continuously compounded instantaneous forward rate on Treasuries (per cent) - United States - Fed - Daily 10224 1985-11-25 2026-11-06
26-year continuously compounded instantaneous forward rate on Treasuries (per cent) - United States - Fed - Daily 10224 1985-11-25 2026-11-06
27-year continuously compounded instantaneous forward rate on Treasuries (per cent) - United States - Fed - Daily 10224 1985-11-25 2026-11-06
28-year continuously compounded instantaneous forward rate on Treasuries (per cent) - United States - Fed - Daily 10224 1985-11-25 2026-11-06
29-year continuously compounded instantaneous forward rate on Treasuries (per cent) - United States - Fed - Daily 10224 1985-11-25 2026-11-06
30-year continuously compounded instantaneous forward rate on Treasuries (per cent) - United States - Fed - Daily 10224 1985-11-25 2026-11-06