5-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 5-year continuously compounded instantaneous forward rate on Treasuries was 4.86 per cent on 6 November 2026, versus 4.89 on 5 November 2026.
Sample. There are 16,314 observations in the daily time series displayed in the figure above. The series covers the time period stretching from June 1961 to November 2026.
History. Take a look at some simple statistics calculated on the whole sample: the forward rate had an average value of 5.96 per cent; it hit a trough of 0.51 per cent on 4 August 2020; it reached its maximum of 14.72 per cent on 25 September 1981.
Latest values
| Date | Value - Percentage points |
|---|---|
| 2026-11-04 | 4.95920 |
| 2026-11-05 | 4.89230 |
| 2026-11-06 | 4.85820 |
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Series Metadata
| Field | Value |
|---|---|
| Description | 5-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 |
Series in the same data set
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