25-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 25-year continuously compounded instantaneous forward rate on Treasuries was 6.03 per cent on 6 November 2026, compared to 5.68 on 5 November.
Sample. There are 10,224 data points overall in the daily time series presented in the figure above. The period covered by the series stretches from November 1985 to November 2026.
History. Here’s a quick look at a few simple statistics we calculated on the entire sample: the forward rate averaged 5.30 per cent; it reached a maximum of 11.41 per cent on 25 November 1985; it reached a trough of 0.94 per cent on 15 December 2008.
Latest values
| Date | Value - Percentage points |
|---|---|
| 2026-11-04 | 5.75630 |
| 2026-11-05 | 5.67990 |
| 2026-11-06 | 6.03230 |
Hint. To simplify complex analyses, we group indicators into data sets and worksheets. Scrolling downwards, you will discover how we arranged further information related to the statistics found here.
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Series Metadata
| Field | Value |
|---|---|
| Description | 25-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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