Interest rates forecast · FRED data
US 2-year Treasury yield forecast
2-year US Treasury yield (%)
Last close · Sep 25, 2026
4.81%
The US 2-year Treasury yield is forecast at 4.74% in 12 months (Sep 2027), with an 80% range of 3.50% to 6.10%. The last close was 4.81% on Sep 25, 2026, so the median implies a change of −0.07 pp.
Along the way, the median is 4.80% in 3 months and 4.78% in 6 months.
- 3 monthsDec 2026
- 4.80%▼ −0.01 pp80%: 4.04% – 5.45%
- 6 monthsMar 2027
- 4.78%▼ −0.03 pp80%: 3.80% – 5.68%
- 12 monthsSep 2027
- 4.74%▼ −0.07 pp80%: 3.50% – 6.10%
Backtest · last 5 years
How accurate has this been?
| Horizon | Tests | Avg. error | Naive error | In 80% range |
|---|---|---|---|---|
| 3 months | 57 | 0.46 pp | 0.49 pp | 77% |
| 6 months | 54 | 0.66 pp | 0.73 pp | 76% |
| 12 months | 48 | 0.89 pp | 1.01 pp | 77% |
We re-ran the model as if standing at past dates, using only the data available then. Avg. error is the mean absolute gap between the median and what happened (percentage points); naive assumes no change from the last value. A well-calibrated 80% range contains about 80% of outcomes. Methodology
Source data
Recent values
| Date | Value | Change |
|---|---|---|
| Sep 25, 2026 | 4.81% | −0.06 pp |
| Sep 24, 2026 | 4.87% | +0.02 pp |
| Sep 23, 2026 | 4.85% | +0.14 pp |
| Sep 22, 2026 | 4.71% | −0.05 pp |
| Sep 21, 2026 | 4.76% | 0.00 pp |
| Sep 18, 2026 | 4.76% | +0.09 pp |
| Sep 17, 2026 | 4.67% | −0.07 pp |
| Sep 16, 2026 | 4.74% | +0.07 pp |
| Sep 15, 2026 | 4.67% | +0.02 pp |
| Sep 14, 2026 | 4.65% | +0.02 pp |
About this forecast
- Source
- FRED, Federal Reserve Bank of St. Louis · series DGS2
- Data through
- Sep 25, 2026 · 6,687 observations
- Forecast updated
- Sep 28, 2026
- Model
- TimesFM 2.5 (Google Research, Apache-2.0), zero-shot
Other interest rate forecasts
All 3Statistical model, not financial advice. This forecast is generated automatically from public data; the 80% range means outcomes are expected outside it about one time in five. Don't make financial decisions based only on it.
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