2-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 2-year continuously compounded instantaneous forward rate on Treasuries was 4.62 per cent on 6 November 2026, compared to 4.51 on 5 November.
Sample. The daily series plotted above has 16,314 records in total. The time span covered by the series extends from June 1961 to November 2026.
History. Here are a few summary statistics we calculated on the whole sample: the forward rate had a mean of 5.34 per cent; it reached a maximum of 15.51 per cent on 30 September 1981; it hit a minimum of 0.11 per cent on 4 August 2020.
Latest values
| Date | Value - Percentage points |
|---|---|
| 2026-11-04 | 4.61110 |
| 2026-11-05 | 4.51210 |
| 2026-11-06 | 4.62350 |
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Series Metadata
| Field | Value |
|---|---|
| Description | 2-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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