Graph and download economic data for Fitted Instantaneous Forward Rate 1 Year Hence (THREEFF1) from 1990-01-02 to 2025-07-25 about 1-year, rate, and USA.

United States - Fitted Instantaneous Forward Rate 1 Year Hence was 3.76% in July of 2025, according to the United States Federal Reserve. Historically, United States - Fitted Instantaneous Forward Rate 1 Year Hence reached a record high of 9.05 in May of 1990 and a record low of -0.03 in August of 2011. Trading Economics provides the current actual value, an historical data chart and related indicators for United States - Fitted Instantaneous Forward Rate 1 Year Hence - last updated from the United States Federal Reserve on July of 2025.

Graph and download economic data for Fitted Instantaneous Forward Rate 3 Years Hence (THREEFF3) from 1990-01-02 to 2025-07-25 about 3-year, rate, and USA.

United States - Fitted Instantaneous Forward Rate 10 Years Hence was 5.47% in July of 2025, according to the United States Federal Reserve. Historically, United States - Fitted Instantaneous Forward Rate 10 Years Hence reached a record high of 9.90 in September of 1990 and a record low of 1.58 in August of 2020. Trading Economics provides the current actual value, an historical data chart and related indicators for United States - Fitted Instantaneous Forward Rate 10 Years Hence - last updated from the United States Federal Reserve on August of 2025.

Graph and download economic data for Fitted Instantaneous Forward Rate 7 Years Hence (THREEFF7) from 1990-01-02 to 2025-06-13 about 7-year, rate, and USA.

United States - Fitted Instantaneous Forward Rate 3 Years Hence was 3.91% in June of 2025, according to the United States Federal Reserve. Historically, United States - Fitted Instantaneous Forward Rate 3 Years Hence reached a record high of 9.06 in May of 1990 and a record low of 0.14 in August of 2020. Trading Economics provides the current actual value, an historical data chart and related indicators for United States - Fitted Instantaneous Forward Rate 3 Years Hence - last updated from the United States Federal Reserve on June of 2025.

Graph and download economic data for Fitted Instantaneous Forward Rate 2 Years Hence (THREEFF2) from 1990-01-02 to 2025-07-25 about 2-year, rate, and USA.

United States - Fitted Instantaneous Forward Rate 5 Years Hence was 4.36% in July of 2025, according to the United States Federal Reserve. Historically, United States - Fitted Instantaneous Forward Rate 5 Years Hence reached a record high of 9.20 in September of 1990 and a record low of 0.41 in August of 2020. Trading Economics provides the current actual value, an historical data chart and related indicators for United States - Fitted Instantaneous Forward Rate 5 Years Hence - last updated from the United States Federal Reserve on August of 2025.

Ten-Year TIPS Yields versus Real Yields is a part of the Inflation Expectations indicator of the Federal Reserve Bank of Cleveland.

Graph and download economic data for Fitted Instantaneous Forward Rate 4 Years Hence (THREEFF4) from 1990-01-02 to 2025-07-25 about 4-years, rate, and USA.

United States - Instantaneous Forward Term Premium 7 Years Hence was 0.81% in July of 2025, according to the United States Federal Reserve. Historically, United States - Instantaneous Forward Term Premium 7 Years Hence reached a record high of 3.19 in April of 1992 and a record low of -0.81 in August of 2020. Trading Economics provides the current actual value, an historical data chart and related indicators for United States - Instantaneous Forward Term Premium 7 Years Hence - last updated from the United States Federal Reserve on July of 2025.

Graph and download economic data for Instantaneous Forward Term Premium 2 Years Hence (THREEFFTP2) from 1990-01-02 to 2025-07-25 about term premium, 2-year, and USA.

This dataset includes indicative forward-looking term rates derived from end-of-day SOFR futures prices. It also includes compound averages of daily SOFR rates. In 2017 the Alternative Reference Rate Committee (ARRC), a group of private-sector financial market participants convened by the Federal Reserve with support from other U.S. financial regulators, selected the Secured Overnight Financing Rate (SOFR) as the recommended replacement for U.S. dollar LIBOR. Unlike LIBOR, which is reported daily for a variety of tenors ranging from overnight to one year, SOFR is an overnight rate, and hence adjustments will need to be made to contracts and systems designed to incorporate term rates.

We report average expected inflation rates over the next one through 30 years. Our estimates of expected inflation rates are calculated using a Federal Reserve Bank of Cleveland model that combines financial data and survey-based measures. Released monthly.

Content

Kim and Wright (2005) produced this data by fitting a simple three-factor arbitrage-free term structure model to U.S. Treasury yields since 1990, in order to evaluate the behavior of long-term yields, distant-horizon forward rates, and term premiums. For the full paper, please go to http://www.federalreserve.gov/pubs/feds/2005/200533/200533abs.html

Context

This is a dataset from the Federal Reserve hosted by the Federal Reserve Economic Database (FRED). FRED has a data platform found here and they update their information according to the frequency that the data updates. Explore the Federal Reserve using Kaggle and all of the data sources available through the Federal Reserve organization page!

• Update Frequency: This dataset is updated daily.

• Observation Start: 1990-01-02

• Observation End : 2019-09-30

Acknowledgements

This dataset is maintained using FRED's API and Kaggle's API.

Cover photo by Ian Schneider on Unsplash
Unsplash Images are distributed under a unique Unsplash License.

FRBOP Forecast: 5Yr Forward: Ann Ave CPI Infla: sa: Mean: Next 5 Yrs data was reported at 2.201 % in Dec 2018. This records a decrease from the previous number of 2.239 % for Sep 2018. FRBOP Forecast: 5Yr Forward: Ann Ave CPI Infla: sa: Mean: Next 5 Yrs data is updated quarterly, averaging 2.426 % from Sep 2005 (Median) to Dec 2018, with 54 observations. The data reached an all-time high of 2.826 % in Sep 2009 and a record low of 2.201 % in Dec 2018. FRBOP Forecast: 5Yr Forward: Ann Ave CPI Infla: sa: Mean: Next 5 Yrs data remains active status in CEIC and is reported by Federal Reserve Bank of Philadelphia. The data is categorized under Global Database’s United States – Table US.I008: Consumer Price Index: Urban: sa: Forecast: Federal Reserve Bank of Philadelphia.

United States FRBOP Forecast: 5Yr Forward: Ann Ave(CPI) Consumer Price IndexInfl: sa: Median: Nxt 5Yrs data was reported at 2.200 % in Dec 2018. This records an increase from the previous number of 2.200 % for Sep 2018. United States FRBOP Forecast: 5Yr Forward: Ann Ave(CPI) Consumer Price IndexInfl: sa: Median: Nxt 5Yrs data is updated quarterly, averaging 2.400 % from Sep 2005 (Median) to Dec 2018, with 54 observations. The data reached an all-time high of 2.800 % in Sep 2009 and a record low of 2.200 % in Sep 2018. United States FRBOP Forecast: 5Yr Forward: Ann Ave(CPI) Consumer Price IndexInfl: sa: Median: Nxt 5Yrs data remains active status in CEIC and is reported by Federal Reserve Bank of Philadelphia. The data is categorized under Global Database’s United States – Table US.I008: Consumer Price Index: Urban: sa: Forecast: Federal Reserve Bank of Philadelphia.

United States - Fitted Instantaneous Forward Rate 9 Years Hence was 5.17% in June of 2025, according to the United States Federal Reserve. Historically, United States - Fitted Instantaneous Forward Rate 9 Years Hence reached a record high of 9.78 in September of 1990 and a record low of 1.34 in August of 2020. Trading Economics provides the current actual value, an historical data chart and related indicators for United States - Fitted Instantaneous Forward Rate 9 Years Hence - last updated from the United States Federal Reserve on July of 2025.

Graph and download economic data for Fitted Instantaneous Forward Rate 10 Years Hence (THREEFF10) from 1990-01-02 to 2025-07-25 about 10-year, rate, and USA.

United States - Fitted Instantaneous Forward Rate 2 Years Hence was 3.70% in July of 2025, according to the United States Federal Reserve. Historically, United States - Fitted Instantaneous Forward Rate 2 Years Hence reached a record high of 9.19 in May of 1990 and a record low of 0.12 in August of 2020. Trading Economics provides the current actual value, an historical data chart and related indicators for United States - Fitted Instantaneous Forward Rate 2 Years Hence - last updated from the United States Federal Reserve on August of 2025.