20-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 20-year continuously compounded instantaneous forward rate on Treasuries stood at 5.92 per cent on 25 September 2026, compared to 5.85 on 24 September 2026.
Sample. There are 11,290 observations in the daily time series displayed in the figure above. The span of time covered by the series is from July 1981 to September 2026.
History. Here's a glimpse of a few descriptive statistics we computed on the full sample: the forward rate hit a maximum of 18.36 per cent on 9 November 1981; it reached a minimum of 1.64 on 9 March 2020; it averaged 6.29.
Latest values
| Date | Value - Percentage points |
|---|---|
| 2026-09-23 | 5.7928 |
| 2026-09-24 | 5.8538 |
| 2026-09-25 | 5.9191 |
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Series Metadata
| Field | Value |
|---|---|
| Description | 20-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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