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 5.04 per cent on 25 September 2026, unchanged with respect to 24 September 2026.
Sample. The daily series displayed in the chart has 16,285 records. The time period covered by the series extends from June 1961 to September 2026.
History. Check out a few simple statistics calculated on the entire sample: the forward rate averaged 5.96 per cent; it hit a maximum of 14.72 on 25 September 1981; it hit a minimum of 0.51 on 4 August 2020.
Latest values
| Date | Value - Percentage points |
|---|---|
| 2026-09-23 | 4.9599 |
| 2026-09-24 | 5.0417 |
| 2026-09-25 | 5.0428 |
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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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