The 10-year treasury constant maturity rate in the U.S. is forecast to increase by *** percentage points by 2027, while the 30-year fixed mortgage rate is expected to fall by *** percentage points. From *** percent in 2024, the average 30-year mortgage rate is projected to reach *** percent in 2027.

The yield on Japan 30 Year Bond Yield rose to 3.17% on July 15, 2025, marking a 0 percentage point increase from the previous session. Over the past month, the yield has edged up by 0.26 points and is 1 points higher than a year ago, according to over-the-counter interbank yield quotes for this government bond maturity. Japan 30 Year Bond Yield - values, historical data, forecasts and news - updated on July of 2025.

Fixed 30-year mortgage rates in the United States averaged 6.77 percent in the week ending July 4 of 2025. This dataset provides the latest reported value for - United States MBA 30-Yr Mortgage Rate - plus previous releases, historical high and low, short-term forecast and long-term prediction, economic calendar, survey consensus and news.

In December 2024, the yield on a 10-year U.S. Treasury note was **** percent, forecasted to decrease to reach **** percent by August 2025. Treasury securities are debt instruments used by the government to finance the national debt. Who owns treasury notes? Because the U.S. treasury notes are generally assumed to be a risk-free investment, they are often used by large financial institutions as collateral. Because of this, billions of dollars in treasury securities are traded daily. Other countries also hold U.S. treasury securities, as do U.S. households. Investors and institutions accept the relatively low interest rate because the U.S. Treasury guarantees the investment. Looking into the future Because these notes are so commonly traded, their interest rate also serves as a signal about the market’s expectations of future growth. When markets expect the economy to grow, forecasts for treasury notes will reflect that in a higher interest rate. In fact, one harbinger of recession is an inverted yield curve, when the return on 3-month treasury bills is higher than the ten-year rate. While this does not always lead to a recession, it certainly signals pessimism from financial markets.

This analysis presents a rigorous exploration of financial data, incorporating a diverse range of statistical features. By providing a robust foundation, it facilitates advanced research and innovative modeling techniques within the field of finance.

What are 30 year mortgage rates?

Financial data:

• Historical daily stock prices (open, high, low, close, volume)

• Fundamental data (e.g., market capitalization, price to earnings P/E ratio, dividend yield, earnings per share EPS, price to earnings growth, debt-to-equity ratio, price-to-book ratio, current ratio, free cash flow, projected earnings growth, return on equity, dividend payout ratio, price to sales ratio, credit rating)

• Technical indicators (e.g., moving averages, RSI, MACD, average directional index, aroon oscillator, stochastic oscillator, on-balance volume, accumulation/distribution A/D line, parabolic SAR indicator, bollinger bands indicators, fibonacci, williams percent range, commodity channel index)

Machine learning features:

• Feature engineering based on financial data and technical indicators

• Sentiment analysis data from social media and news articles

• Macroeconomic data (e.g., GDP, unemployment rate, interest rates, consumer spending, building permits, consumer confidence, inflation, producer price index, money supply, home sales, retail sales, bond yields)

Potential Applications:

• Stock price prediction

• Portfolio optimization

• Algorithmic trading

• Market sentiment analysis

• Risk management

Use Cases:

• Researchers investigating the effectiveness of machine learning in stock market prediction

• Analysts developing quantitative trading Buy/Sell strategies

• Individuals interested in building their own stock market prediction models

• Students learning about machine learning and financial applications

Additional Notes:

• The dataset may include different levels of granularity (e.g., daily, hourly)

• Data cleaning and preprocessing are essential before model training

• Regular updates are recommended to maintain the accuracy and relevance of the data

An index that can be used to gauge broad financial conditions and assess how these conditions are related to future economic growth. The index is broadly consistent with how the FRB/US model generally relates key financial variables to economic activity. The index aggregates changes in seven financial variables: the federal funds rate, the 10-year Treasury yield, the 30-year fixed mortgage rate, the triple-B corporate bond yield, the Dow Jones total stock market index, the Zillow house price index, and the nominal broad dollar index using weights implied by the FRB/US model and other models in use at the Federal Reserve Board. These models relate households' spending and businesses' investment decisions to changes in short- and long-term interest rates, house and equity prices, and the exchange value of the dollar, among other factors. These financial variables are weighted using impulse response coefficients (dynamic multipliers) that quantify the cumulative effects of unanticipated permanent changes in each financial variable on real gross domestic product (GDP) growth over the subsequent year. The resulting index is named Financial Conditions Impulse on Growth (FCI-G). One appealing feature of the FCI-G is that its movements can be used to measure whether financial conditions have tightened or loosened, to summarize how changes in financial conditions are associated with real GDP growth over the following year, or both.

Following the drastic increase directly after the COVID-19 pandemic, the delinquency rate started to gradually decline, falling below *** percent in the second quarter of 2023. In the second half of 2023, the delinquency rate picked up, but remained stable throughout 2024. In the first quarter of 2025, **** percent of mortgage loans were delinquent. That was significantly lower than the **** percent during the onset of the COVID-19 pandemic in 2020 or the peak of *** percent during the subprime mortgage crisis of 2007-2010. What does the mortgage delinquency rate tell us? The mortgage delinquency rate is the share of the total number of mortgaged home loans in the U.S. where payment is overdue by 30 days or more. Many borrowers eventually manage to service their loan, though, as indicated by the markedly lower foreclosure rates. Total home mortgage debt in the U.S. stood at almost ** trillion U.S. dollars in 2024. Not all mortgage loans are made equal ‘Subprime’ loans, being targeted at high-risk borrowers and generally coupled with higher interest rates to compensate for the risk. These loans have far higher delinquency rates than conventional loans. Defaulting on such loans was one of the triggers for the 2007-2010 financial crisis, with subprime delinquency rates reaching almost ** percent around this time. These higher delinquency rates translate into higher foreclosure rates, which peaked at just under ** percent of all subprime mortgages in 2011.

The industry is composed of non-depository institutions that conduct primary and secondary market lending. Operators in this industry include government agencies in addition to non-agency issuers of mortgage-related securities. Through 2025, rising per capita disposable income and low levels of unemployment helped fuel the increase in primary and secondary market sales of collateralized debt. Nonetheless, due to the pandemic and the sharp contraction in economic activity in 2020, revenue gains were limited, but have climbed as the economy has normalized and interest rates shot up to tackle rampant inflation. However, in 2024 the Federal Reserve cut interest rates as inflationary pressures eased and is expected to be cut further in 2025. Overall, these trends, along with volatility in the real estate market, have caused revenue to slump at a CAGR of 1.5% to $485.0 billion over the past five years, including an expected decline of 1.1% in 2025 alone. The high interest rate environment has hindered real estate loan demand and caused industry profit to shrink to 11.6% of revenue in 2025. Higher access to credit and higher disposable income have fueled primary market lending over much of the past five years, increasing the variety and volume of loans to be securitized and sold in secondary markets. An additional boon for institutions has been an increase in interest rates in the latter part of the period, which raised interest income as the spread between short- and long-term interest rates increased. These macroeconomic factors, combined with changing risk appetite and regulation in the secondary markets, have resurrected collateralized debt trading since the middle of the period. Although the FED cut interest rates in 2024, this will reduce interest income for the industry but increase loan demand. Although institutions are poised to benefit from a strong economic recovery as inflationary pressures ease, relatively steady rates of homeownership, coupled with declines in the 30-year mortgage rate, are expected to damage the primary market through 2030. Shaky demand from commercial banking and uncertainty surrounding inflationary pressures will influence institutions' decisions on whether or not to sell mortgage-backed securities and commercial loans to secondary markets. These trends are expected to cause revenue to decline at a CAGR of 0.8% to $466.9 billion over the five years to 2030.

United States PDS: Transactions: Mortgage-Backed Securities: Non-Agency MBS: Other CMBS data was reported at 1.144 USD bn in 30 Apr 2025. This records an increase from the previous number of 883.000 USD mn for 23 Apr 2025. United States PDS: Transactions: Mortgage-Backed Securities: Non-Agency MBS: Other CMBS data is updated weekly, averaging 856.000 USD mn from Apr 2013 (Median) to 30 Apr 2025, with 631 observations. The data reached an all-time high of 3.591 USD bn in 20 Oct 2021 and a record low of 62.000 USD mn in 30 Dec 2020. United States PDS: Transactions: Mortgage-Backed Securities: Non-Agency MBS: Other CMBS data remains active status in CEIC and is reported by Federal Reserve Bank of New York. The data is categorized under Global Database’s United States – Table US.Z041: Primary Dealer Statistics: Transactions.

Key information about New Zealand Long Term Interest Rate

• New Zealand Government Bond Yield: 10 Years was reported at 4.58 % pa in Feb 2025, compared with 4.55 % pa in the previous month.
• New Zealand Long Term Interest Rate data is updated monthly, available from Jan 1985 to Feb 2025.
• The data reached an all-time high of 18.90 % pa in Mar 1986 and a record low of 0.46 % pa in Sep 2020.
• Long Term Interest Rate is reported by reported by Reserve Bank of New Zealand.

• In the latest reports, New Zealand Short Term Interest Rate: Month End: New Zealand: Bank Accepted Bills: 90 Days was reported at 5.71 % pa in Jun 2023.
• The cash rate (Policy Rate: Month End: New Zealand: Official Cash Rate) was set at 5.50 % pa in Jun 2023.
• New Zealand Exchange Rate against USD averaged 1.63 (USD/NZD) in Jun 2023.

United States PDS: Transactions: Mortgage-Backed Securities: Non-Agency MBS: Non-Agency Residential MB data was reported at 2.037 USD bn in 30 Apr 2025. This records an increase from the previous number of 1.398 USD bn for 23 Apr 2025. United States PDS: Transactions: Mortgage-Backed Securities: Non-Agency MBS: Non-Agency Residential MB data is updated weekly, averaging 1.246 USD bn from Apr 2013 (Median) to 30 Apr 2025, with 631 observations. The data reached an all-time high of 5.311 USD bn in 20 Feb 2019 and a record low of 78.000 USD mn in 30 Dec 2020. United States PDS: Transactions: Mortgage-Backed Securities: Non-Agency MBS: Non-Agency Residential MB data remains active status in CEIC and is reported by Federal Reserve Bank of New York. The data is categorized under Global Database’s United States – Table US.Z041: Primary Dealer Statistics: Transactions.

United States PDS: Transactions: Mortgage-Backed Securities: Federal Agency & GSE MBS: All Other Federal Agency & GSE Residential MBS data was reported at 3.400 USD bn in 30 Apr 2025. This records an increase from the previous number of 2.627 USD bn for 23 Apr 2025. United States PDS: Transactions: Mortgage-Backed Securities: Federal Agency & GSE MBS: All Other Federal Agency & GSE Residential MBS data is updated weekly, averaging 2.627 USD bn from Apr 2013 (Median) to 30 Apr 2025, with 631 observations. The data reached an all-time high of 9.222 USD bn in 11 Nov 2020 and a record low of 474.000 USD mn in 28 Dec 2022. United States PDS: Transactions: Mortgage-Backed Securities: Federal Agency & GSE MBS: All Other Federal Agency & GSE Residential MBS data remains active status in CEIC and is reported by Federal Reserve Bank of New York. The data is categorized under Global Database’s United States – Table US.Z041: Primary Dealer Statistics: Transactions.

The U.S. bank prime loan rate has undergone significant fluctuations over the past three decades, reflecting broader economic trends and monetary policy decisions. From a high of **** percent in 1990, the rate has seen periods of decline, stability, and recent increases. As of May 2025, the prime rate stood at *** percent, marking a notable rise from the historic lows seen in the early 2020s. Federal Reserve's impact on lending rates The prime rate's trajectory closely mirrors changes in the federal funds rate, which serves as a key benchmark for the U.S. financial system. In 2023, the Federal Reserve implemented a series of rate hikes, pushing the federal funds target range to 5.25-5.5 percent by year-end. This aggressive monetary tightening was aimed at combating rising inflation, and its effects rippled through various lending rates, including the prime rate. Long-term investment outlook While short-term rates have risen, long-term investment yields have also seen changes. The 10-year U.S. Treasury bond, a benchmark for long-term interest rates, showed an average market yield of **** percent in the second quarter of 2024, adjusted for constant maturity and inflation. This figure represents a recovery from negative real returns seen in 2021, reflecting shifting expectations for economic growth and inflation. The evolving yield environment has implications for both borrowers and investors, influencing decisions across the financial landscape.

United States PDS: Transactions: Mortgage-Backed Securities: Federal Agency & GSE MBS: Federal Agency & GSE Residential Pass-Through MBS: Dollar Roll Transactions: Specified Pools data was reported at 0.000 USD mn in 30 Apr 2025. This stayed constant from the previous number of 0.000 USD mn for 23 Apr 2025. United States PDS: Transactions: Mortgage-Backed Securities: Federal Agency & GSE MBS: Federal Agency & GSE Residential Pass-Through MBS: Dollar Roll Transactions: Specified Pools data is updated weekly, averaging 0.000 USD mn from Jan 2022 (Median) to 30 Apr 2025, with 132 observations. The data reached an all-time high of 428.000 USD mn in 19 Jan 2022 and a record low of 0.000 USD mn in 30 Apr 2025. United States PDS: Transactions: Mortgage-Backed Securities: Federal Agency & GSE MBS: Federal Agency & GSE Residential Pass-Through MBS: Dollar Roll Transactions: Specified Pools data remains active status in CEIC and is reported by Federal Reserve Bank of New York. The data is categorized under Global Database’s United States – Table US.Z041: Primary Dealer Statistics: Transactions.

Rates have been trending downward in Canada for the last five years. The ebbs and flows are caused by changes in Canada’s bond yields (driven by Canadians economic developments and international rate movements, particularly U.S. rate fluctuations) and the overnight rate (which is set by the Bank of Canada). As of August 2022, there has been a 225 bps increase in the prime rate, since beginning of year 2022, from 2.45% to 4.70% as of Aug 24th 2022. The following are the historical conventional mortgage rates offered by the 6 major chartered banks in Canada in the past 20 years.

United States PDS: Transactions: Mortgage-Backed Securities: Other Counterparties data was reported at 257.012 USD bn in 30 Apr 2025. This records an increase from the previous number of 237.145 USD bn for 23 Apr 2025. United States PDS: Transactions: Mortgage-Backed Securities: Other Counterparties data is updated weekly, averaging 242.913 USD bn from Apr 2013 (Median) to 30 Apr 2025, with 631 observations. The data reached an all-time high of 612.236 USD bn in 13 Jan 2021 and a record low of 41.103 USD bn in 01 Jan 2014. United States PDS: Transactions: Mortgage-Backed Securities: Other Counterparties data remains active status in CEIC and is reported by Federal Reserve Bank of New York. The data is categorized under Global Database’s United States – Table US.Z041: Primary Dealer Statistics: Transactions.

As of March 2025, the 30-day delinquency rate for commercial mortgage-backed securities (CMBS) varied per property type. The share of late payments for office CMBS was the highest at over **** percent, about ***** percentage points higher than the average for all asset classes. A 30-day delinquency refers to payments that are one month late, regardless of how many days the month has. Commercial mortgage-backed securities are fixed-income investment products which are backed by mortgages on commercial property.

This dataset includes home buyers who purchased a home with an Iowa Finance Authority single family mortgage program in the State of Iowa with a loan purchase date between July 1, 2016 and June 30, 2018. The data includes loan Purchase Date, Bond Series, Loan Amount and County.

United States PDS: Transactions: Mortgage-Backed Securities: Federal Agency & GSE MBS: Federal Agency & GSE Residential Pass-Through MBS: Cash Transactions: TBA data was reported at 174.248 USD bn in 30 Apr 2025. This records a decrease from the previous number of 178.903 USD bn for 23 Apr 2025. United States PDS: Transactions: Mortgage-Backed Securities: Federal Agency & GSE MBS: Federal Agency & GSE Residential Pass-Through MBS: Cash Transactions: TBA data is updated weekly, averaging 202.324 USD bn from Apr 2013 (Median) to 30 Apr 2025, with 631 observations. The data reached an all-time high of 475.738 USD bn in 11 Oct 2017 and a record low of 40.884 USD bn in 01 Jan 2014. United States PDS: Transactions: Mortgage-Backed Securities: Federal Agency & GSE MBS: Federal Agency & GSE Residential Pass-Through MBS: Cash Transactions: TBA data remains active status in CEIC and is reported by Federal Reserve Bank of New York. The data is categorized under Global Database’s United States – Table US.Z041: Primary Dealer Statistics: Transactions.

United States PDS: Transactions: Mortgage-Backed Securities: Inter-Dealer Brokers data was reported at 70.849 USD bn in 30 Apr 2025. This records an increase from the previous number of 56.746 USD bn for 23 Apr 2025. United States PDS: Transactions: Mortgage-Backed Securities: Inter-Dealer Brokers data is updated weekly, averaging 63.236 USD bn from Apr 2013 (Median) to 30 Apr 2025, with 631 observations. The data reached an all-time high of 152.498 USD bn in 04 Mar 2020 and a record low of 10.785 USD bn in 01 Jan 2014. United States PDS: Transactions: Mortgage-Backed Securities: Inter-Dealer Brokers data remains active status in CEIC and is reported by Federal Reserve Bank of New York. The data is categorized under Global Database’s United States – Table US.Z041: Primary Dealer Statistics: Transactions.