12-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 12-year continuously compounded instantaneous forward rate on Treasuries stood at 5.59 per cent on 6 November 2026, versus 5.62 on the previous day.
Sample. This daily time series has 13,717 data points. The series covers the time span going from November 1971 to November 2026.
History. Here's a snapshot of a few simple statistics calculated on the entire sample: the forward rate reached a trough of 1.06 per cent on 9 March 2020; it reached its highest level of 15.69 per cent on 26 October 1981; it had a mean value of 6.73 per cent.
Latest values
| Date | Value - Percentage points |
|---|---|
| 2026-11-04 | 5.58910 |
| 2026-11-05 | 5.62040 |
| 2026-11-06 | 5.58770 |
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Series Metadata
| Field | Value |
|---|---|
| Description | 12-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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