11-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 11-year continuously compounded instantaneous forward rate on Treasuries was 5.50 per cent on 6 November 2026, versus 5.54 on the previous day.
Sample. There are 13,717 data points in the daily time series displayed in the figure above. The series covers the time span going from November 1971 to November 2026.
History. Take a look at some statistics we computed on the whole sample: the forward rate had a mean of 6.70 per cent; it reached a minimum of 0.98 per cent on 9 March 2020; it recorded a maximum of 15.50 per cent on 26 October 1981.
Latest values
| Date | Value - Percentage points |
|---|---|
| 2026-11-04 | 5.52100 |
| 2026-11-05 | 5.54310 |
| 2026-11-06 | 5.49780 |
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Series Metadata
| Field | Value |
|---|---|
| Description | 11-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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