17-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 17-year continuously compounded instantaneous forward rate on Treasuries was 5.89 per cent on 6 November 2026, versus 5.84 on 5 November 2026.
Sample. In this daily series, there are 11,319 observations in total. The series covers the span of time stretching from July 1981 to November 2026.
History. Here's a glimpse of some summary statistics we computed on the entire sample: the forward rate hit a trough of 1.46 per cent on 9 March 2020; it reached a maximum of 17.28 per cent on 9 November 1981; it had a mean value of 6.38 per cent.
Latest values
| Date | Value - Percentage points |
|---|---|
| 2026-11-04 | 5.80710 |
| 2026-11-05 | 5.84400 |
| 2026-11-06 | 5.88550 |
Suggestion. To simplify exploration, we organize indicators into data sets and worksheets. By moving down the page, you will discover how we structured further information related to the statistics published here.
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Series Metadata
| Field | Value |
|---|---|
| Description | 17-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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