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 5.09 per cent on 25 September 2026, compared to 5.18 on 24 September.
Sample. In the daily series shown in the graph, there are 16,285 observations overall. The time range covered by the series extends from June 1961 to September 2026.
History. Have a look at a few descriptive statistics we computed on the full sample: the forward rate had a mean of 5.34 per cent; it attained a maximum of 15.51 on 30 September 1981; it reached a trough of 0.11 on 4 August 2020.
Latest values
| Date | Value - Percentage points |
|---|---|
| 2026-09-23 | 5.151 |
| 2026-09-24 | 5.1819 |
| 2026-09-25 | 5.0912 |
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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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