US Market Projections

1/2/2024

US Market Projections
1 Month Fallback SOFR Fwd Curve 1 Month Term SOFR Forward Curve 3 Month Term SOF
US Treasury 5Y Forward Curve US Treasury 7Y Forward Curve US Treasury 10Y Fo

5.37%

4.87%

4.37%
Rate

3.87%

3.37%

2.87%
45292 45505 45717 45931 46143 46357 46569 46784 46997 47209 47423 47635 47849 48061 482
Date

For the latest rates, please visit: https://www.chathamfinancial.com/technology/us-forward-cu

ICE BENCHMARK ADMINISTRATION LIMITED MAKES NO WARRANTY, EXPRESS OR IMPLIED, EITHER AS TO THE
OBTAINED FROM THE USE OF ICE LIBOR AND/OR THE FIGURE AT WHICH ICE LIBOR STANDS AT ANY PARTICULA
PARTICULAR DAY OR OTHERWISE. ICE BENCHMARK ADMINISTRATION LIMITED MAKES NO EXPRESS OR IMPLIE
MERCHANTABILITY OR FITNESS FOR A PARTICULAR PURPOSE IN RESPECT OF ANY USE OF ICE LIBOR.
 Date
1/4/2024
2/5/2024
3/4/2024
4/4/2024
5/6/2024
6/4/2024
7/4/2024
8/5/2024
9/4/2024
10/4/2024
ctions 11/4/2024
12/4/2024
rd Curve 3 Month Term SOFR Forward Curve 1/6/2025
rve US Treasury 10Y Forward Curve 2/4/2025
3/4/2025
4/4/2025
5/5/2025
6/4/2025
7/4/2025
8/4/2025
9/4/2025
10/6/2025
11/4/2025
12/4/2025
1/5/2026
2/4/2026
3/4/2026
4/6/2026
9 47423 47635 47849 48061 48274 48488 48700 48914
5/4/2026
6/4/2026
7/6/2026
8/4/2026
com/technology/us-forward-curves 9/4/2026
10/5/2026
11/4/2026
OR IMPLIED, EITHER AS TO THE RESULTS TO BE 12/4/2026
BOR STANDS AT ANY PARTICULAR TIME ON ANY 1/4/2027
D MAKES NO EXPRESS OR IMPLIED WARRANTIES OF 2/4/2027
NY USE OF ICE LIBOR. 3/4/2027
4/5/2027
5/4/2027
6/4/2027
7/5/2027
8/4/2027
9/6/2027
10/4/2027
11/4/2027
12/6/2027
1/4/2028
2/4/2028
3/6/2028
4/4/2028
 5/4/2028
6/5/2028
7/4/2028
8/4/2028
9/4/2028
10/4/2028
11/6/2028
12/4/2028
1/4/2029
2/5/2029
3/5/2029
4/4/2029
5/4/2029
6/4/2029
7/4/2029
8/6/2029
9/4/2029
10/4/2029
11/5/2029
12/4/2029
1/4/2030
2/4/2030
3/4/2030
4/4/2030
5/6/2030
6/4/2030
7/4/2030
8/5/2030
9/4/2030
10/4/2030
11/4/2030
12/4/2030
1/6/2031
2/4/2031
3/4/2031
4/4/2031
5/5/2031
6/4/2031
7/4/2031
8/4/2031
9/4/2031
10/6/2031
11/4/2031
12/4/2031
1/5/2032
2/4/2032
3/4/2032
4/5/2032
5/4/2032
6/4/2032
7/5/2032
8/4/2032
9/6/2032
10/4/2032
11/4/2032
12/6/2032
1/4/2033
2/4/2033
3/4/2033
4/4/2033
5/4/2033
6/6/2033
7/4/2033
8/4/2033
9/5/2033
10/4/2033
11/4/2033
12/5/2033
1/4/2034
1 Month Fallback SOFR Fwd Curve 1 Month Term SOFR Forward Curve
5.46% 5.35%
5.44% 5.32%
5.39% 5.26%
5.26% 5.12%
5.02% 4.89%
4.89% 4.73%
4.65% 4.53%
4.65% 4.53%
4.50% 4.33%
4.27% 4.15%
4.27% 4.15%
4.10% 3.95%
3.91% 3.80%
3.91% 3.80%
3.82% 3.64%
3.62% 3.50%
3.62% 3.50%
3.55% 3.42%
3.44% 3.31%
3.39% 3.27%
3.34% 3.22%
3.31% 3.19%
3.28% 3.17%
3.27% 3.15%
3.26% 3.15%
3.26% 3.14%
3.25% 3.14%
3.25% 3.14%
3.25% 3.13%
3.25% 3.13%
3.24% 3.13%
3.24% 3.13%
3.24% 3.12%
3.24% 3.12%
3.24% 3.12%
3.24% 3.12%
3.23% 3.12%
3.23% 3.12%
3.24% 3.12%
3.24% 3.12%
3.24% 3.12%
3.24% 3.13%
3.24% 3.13%
3.25% 3.13%
3.25% 3.14%
3.26% 3.14%
3.26% 3.15%
3.27% 3.15%
3.27% 3.16%
3.28% 3.17%
3.29% 3.17%
3.29% 3.18%
3.30% 3.19%
3.31% 3.20%
3.32% 3.20%
3.33% 3.21%
3.33% 3.22%
3.34% 3.23%
3.35% 3.23%
3.35% 3.24%
3.36% 3.25%
3.37% 3.26%
3.38% 3.26%
3.39% 3.27%
3.39% 3.28%
3.40% 3.29%
3.41% 3.29%
3.41% 3.30%
3.42% 3.31%
3.43% 3.31%
3.43% 3.32%
3.44% 3.32%
3.44% 3.33%
3.45% 3.33%
3.45% 3.34%
3.46% 3.34%
3.46% 3.35%
3.46% 3.35%
3.47% 3.35%
3.47% 3.36%
3.47% 3.36%
3.48% 3.36%
3.48% 3.37%
3.48% 3.37%
3.49% 3.37%
3.49% 3.37%
3.49% 3.38%
3.49% 3.38%
3.50% 3.38%
3.50% 3.38%
3.50% 3.39%
3.50% 3.39%
3.51% 3.39%
3.51% 3.40%
3.51% 3.40%
3.52% 3.40%
3.52% 3.40%
3.52% 3.41%
3.52% 3.41%
3.53% 3.41%
3.53% 3.42%
3.53% 3.42%
3.54% 3.42%
3.54% 3.43%
3.55% 3.43%
3.55% 3.43%
3.55% 3.44%
3.56% 3.44%
3.56% 3.45%
3.56% 3.45%
3.57% 3.45%
3.57% 3.46%
3.57% 3.46%
3.58% 3.46%
3.58% 3.47%
3.59% 3.47%
3.59% 3.48%
3.59% 3.48%
3.60% 3.48%
3.60% 3.49%
3.61% 3.49%
3 Month Term SOFR Forward Curve US Treasury 5Y Forward Curve
5.33% 3.83%
5.25% 3.80%
5.12% 3.77%
4.94% 3.75%
4.73% 3.72%
4.62% 3.70%
4.47% 3.68%
4.35% 3.67%
4.23% 3.66%
4.10% 3.65%
3.98% 3.65%
3.87% 3.65%
3.75% 3.65%
3.65% 3.65%
3.56% 3.65%
3.48% 3.65%
3.42% 3.66%
3.35% 3.66%
3.27% 3.67%
3.24% 3.67%
3.20% 3.67%
3.18% 3.68%
3.16% 3.69%
3.16% 3.69%
3.15% 3.70%
3.15% 3.70%
3.14% 3.71%
3.14% 3.72%
3.14% 3.72%
3.14% 3.73%
3.13% 3.74%
3.13% 3.74%
3.13% 3.75%
3.13% 3.75%
3.13% 3.76%
3.13% 3.77%
3.13% 3.77%
3.13% 3.78%
3.13% 3.79%
3.13% 3.79%
3.14% 3.80%
3.14% 3.80%
3.14% 3.81%
3.15% 3.81%
3.15% 3.82%
3.16% 3.83%
3.16% 3.83%
3.17% 3.84%
3.18% 3.84%
3.18% 3.85%
3.19% 3.85%
3.20% 3.86%
3.20% 3.86%
3.21% 3.87%
3.22% 3.87%
3.23% 3.88%
3.23% 3.88%
3.24% 3.88%
3.25% 3.89%
3.26% 3.89%
3.27% 3.90%
3.27% 3.90%
3.28% 3.91%
3.29% 3.91%
3.30% 3.92%
3.30% 3.92%
3.31% 3.92%
3.31% 3.93%
3.32% 3.93%
3.33% 3.94%
3.33% 3.94%
3.34% 3.95%
3.34% 3.95%
3.35% 3.96%
3.35% 3.96%
3.36% 3.97%
3.36% 3.98%
3.36% 3.98%
3.37% 3.99%
3.37% 4.00%
3.37% 4.01%
3.38% 4.02%
3.38% 4.03%
3.38% 4.04%
3.38% 4.05%
3.39% 4.06%
3.39% 4.07%
3.39% 4.08%
3.39% 4.10%
3.40% 4.11%
3.40% 4.13%
3.40% 4.14%
3.41% 4.16%
3.41% 4.17%
3.41% 4.19%
3.41% 4.21%
3.42% 4.22%
3.42% 4.24%
3.42% 4.25%
3.43% 4.27%
3.43% 4.29%
3.43% 4.31%
3.44% 4.33%
3.44% 4.35%
3.44% 4.37%
3.45% 4.38%
3.45% 4.40%
3.46% 4.42%
3.46% 4.44%
3.46% 4.46%
3.47% 4.47%
3.47% 4.49%
3.47% 4.51%
3.48% 4.53%
3.48% 4.55%
3.49% 4.56%
3.49% 4.58%
3.50% 4.60%
3.50% 4.61%
3.50% 4.63%
3.51% 4.64%
US Treasury 7Y Forward Curve US Treasury 10Y Forward Curve
3.87% 3.86%
3.84% 3.85%
3.82% 3.83%
3.81% 3.82%
3.79% 3.81%
3.77% 3.80%
3.75% 3.79%
3.74% 3.79%
3.73% 3.78%
3.73% 3.78%
3.72% 3.78%
3.72% 3.78%
3.72% 3.79%
3.71% 3.79%
3.71% 3.79%
3.71% 3.80%
3.71% 3.80%
3.71% 3.81%
3.71% 3.81%
3.72% 3.82%
3.72% 3.83%
3.72% 3.83%
3.72% 3.84%
3.72% 3.85%
3.73% 3.86%
3.73% 3.87%
3.73% 3.87%
3.74% 3.88%
3.74% 3.89%
3.75% 3.90%
3.75% 3.91%
3.76% 3.92%
3.77% 3.93%
3.77% 3.94%
3.78% 3.95%
3.79% 3.97%
3.79% 3.98%
3.80% 3.99%
3.81% 4.00%
3.82% 4.01%
3.83% 4.02%
3.84% 4.03%
3.85% 4.04%
3.86% 4.05%
3.87% 4.07%
3.88% 4.08%
3.89% 4.09%
3.90% 4.10%
3.91% 4.11%
3.92% 4.12%
3.93% 4.13%
3.93% 4.14%
3.94% 4.15%
3.96% 4.16%
3.96% 4.17%
3.98% 4.19%
3.98% 4.19%
3.99% 4.20%
4.00% 4.21%
4.01% 4.22%
4.02% 4.23%
4.03% 4.24%
4.04% 4.25%
4.05% 4.26%
4.06% 4.27%
4.07% 4.27%
4.08% 4.28%
4.08% 4.29%
4.09% 4.30%
4.10% 4.30%
4.11% 4.31%
4.12% 4.32%
4.12% 4.33%
4.13% 4.33%
4.14% 4.34%
4.15% 4.35%
4.16% 4.36%
4.17% 4.36%
4.18% 4.37%
4.19% 4.38%
4.20% 4.38%
4.21% 4.39%
4.22% 4.40%
4.23% 4.41%
4.24% 4.41%
4.25% 4.42%
4.26% 4.43%
4.27% 4.44%
4.29% 4.45%
4.30% 4.46%
4.31% 4.46%
4.33% 4.47%
4.34% 4.48%
4.35% 4.49%
4.37% 4.50%
4.38% 4.51%
4.40% 4.52%
4.41% 4.52%
4.42% 4.53%
4.44% 4.54%
4.45% 4.55%
4.47% 4.56%
4.48% 4.57%
4.49% 4.58%
4.51% 4.58%
4.52% 4.59%
4.54% 4.60%
4.55% 4.61%
4.57% 4.61%
4.58% 4.62%
4.59% 4.63%
4.61% 4.63%
4.62% 4.64%
4.64% 4.65%
4.65% 4.65%
4.66% 4.66%
4.67% 4.66%
4.68% 4.67%
4.69% 4.67%
4.70% 4.67%
4.71% 4.68%
1 Month Fallback SOFR Fwd Curve
1/2/2024

1 Month Fallback SOFR Fwd Curve

5.48%

4.98%

4.48%
Rate

3.98%

3.48%

2.98%
45292 45505 45717 45931 46143 46357 46569 46784 46997 47209 47423 47635 47849 48061 482
Date

For the latest rates, please visit: https://www.chathamfinancial.com/technology/us-forward-cu

ICE BENCHMARK ADMINISTRATION LIMITED MAKES NO WARRANTY, EXPRESS OR IMPLIED, EITHER AS TO THE
OBTAINED FROM THE USE OF ICE LIBOR AND/OR THE FIGURE AT WHICH ICE LIBOR STANDS AT ANY PARTICULA
PARTICULAR DAY OR OTHERWISE. ICE BENCHMARK ADMINISTRATION LIMITED MAKES NO EXPRESS OR IMPLIE
MERCHANTABILITY OR FITNESS FOR A PARTICULAR PURPOSE IN RESPECT OF ANY USE OF ICE LIBOR.
 Date
1/4/2024
2/5/2024
3/4/2024
4/4/2024
5/6/2024
6/4/2024
7/4/2024
8/5/2024
9/4/2024
10/4/2024
R Fwd Curve 11/4/2024
12/4/2024
1/6/2025
2/4/2025
3/4/2025
4/4/2025
5/5/2025
6/4/2025
7/4/2025
8/4/2025
9/4/2025
10/6/2025
11/4/2025
12/4/2025
1/5/2026
2/4/2026
3/4/2026
4/6/2026
9 47423 47635 47849 48061 48274 48488 48700 48914
5/4/2026
6/4/2026
7/6/2026
8/4/2026
com/technology/us-forward-curves 9/4/2026
10/5/2026
11/4/2026
OR IMPLIED, EITHER AS TO THE RESULTS TO BE 12/4/2026
BOR STANDS AT ANY PARTICULAR TIME ON ANY 1/4/2027
D MAKES NO EXPRESS OR IMPLIED WARRANTIES OF 2/4/2027
NY USE OF ICE LIBOR. 3/4/2027
4/5/2027
5/4/2027
6/4/2027
7/5/2027
8/4/2027
9/6/2027
10/4/2027
11/4/2027
12/6/2027
1/4/2028
2/4/2028
3/6/2028
4/4/2028
 5/4/2028
6/5/2028
7/4/2028
8/4/2028
9/4/2028
10/4/2028
11/6/2028
12/4/2028
1/4/2029
2/5/2029
3/5/2029
4/4/2029
5/4/2029
6/4/2029
7/4/2029
8/6/2029
9/4/2029
10/4/2029
11/5/2029
12/4/2029
1/4/2030
2/4/2030
3/4/2030
4/4/2030
5/6/2030
6/4/2030
7/4/2030
8/5/2030
9/4/2030
10/4/2030
11/4/2030
12/4/2030
1/6/2031
2/4/2031
3/4/2031
4/4/2031
5/5/2031
6/4/2031
7/4/2031
8/4/2031
9/4/2031
10/6/2031
11/4/2031
12/4/2031
1/5/2032
2/4/2032
3/4/2032
4/5/2032
5/4/2032
6/4/2032
7/5/2032
8/4/2032
9/6/2032
10/4/2032
11/4/2032
12/6/2032
1/4/2033
2/4/2033
3/4/2033
4/4/2033
5/4/2033
6/6/2033
7/4/2033
8/4/2033
9/5/2033
10/4/2033
11/4/2033
12/5/2033
1/4/2034
1 Month Fallback SOFR Fwd Curve
5.46%
5.44%
5.39%
5.26%
5.02%
4.89%
4.65%
4.65%
4.50%
4.27%
4.27%
4.10%
3.91%
3.91%
3.82%
3.62%
3.62%
3.55%
3.44%
3.39%
3.34%
3.31%
3.28%
3.27%
3.26%
3.26%
3.25%
3.25%
3.25%
3.25%
3.24%
3.24%
3.24%
3.24%
3.24%
3.24%
3.23%
3.23%
3.24%
3.24%
3.24%
3.24%
3.24%
3.25%
3.25%
3.26%
3.26%
3.27%
3.27%
3.28%
3.29%
3.29%
3.30%
3.31%
3.32%
3.33%
3.33%
3.34%
3.35%
3.35%
3.36%
3.37%
3.38%
3.39%
3.39%
3.40%
3.41%
3.41%
3.42%
3.43%
3.43%
3.44%
3.44%
3.45%
3.45%
3.46%
3.46%
3.46%
3.47%
3.47%
3.47%
3.48%
3.48%
3.48%
3.49%
3.49%
3.49%
3.49%
3.50%
3.50%
3.50%
3.50%
3.51%
3.51%
3.51%
3.52%
3.52%
3.52%
3.52%
3.53%
3.53%
3.53%
3.54%
3.54%
3.55%
3.55%
3.55%
3.56%
3.56%
3.56%
3.57%
3.57%
3.57%
3.58%
3.58%
3.59%
3.59%
3.59%
3.60%
3.60%
3.61%
1 Month Term SOFR Forward Curve
1/2/2024

1 Month Term SOFR Forward Curve

5.37%

4.87%

4.37%
Rate

3.87%

3.37%

2.87%
45292 45505 45717 45931 46143 46357 46569 46784 46997 47209 47423 47635 47849 48061 482
Date

For the latest rates, please visit: https://www.chathamfinancial.com/technology/us-forward-cu

 Date
1/4/2024
2/5/2024
3/4/2024
4/4/2024
5/6/2024
6/4/2024
7/4/2024
8/5/2024
9/4/2024
10/4/2024
rward Curve 11/4/2024
12/4/2024
1/6/2025
2/4/2025
3/4/2025
4/4/2025
5/5/2025
6/4/2025
7/4/2025
8/4/2025
9/4/2025
10/6/2025
11/4/2025
12/4/2025
1/5/2026
2/4/2026
3/4/2026
4/6/2026
9 47423 47635 47849 48061 48274 48488 48700 48914
5/4/2026
6/4/2026
7/6/2026
8/4/2026
com/technology/us-forward-curves 9/4/2026
10/5/2026
11/4/2026
12/4/2026
1/4/2027
2/4/2027
3/4/2027
4/5/2027
5/4/2027
6/4/2027
7/5/2027
8/4/2027
9/6/2027
10/4/2027
11/4/2027
12/6/2027
1/4/2028
2/4/2028
3/6/2028
4/4/2028
 5/4/2028
6/5/2028
7/4/2028
8/4/2028
9/4/2028
10/4/2028
11/6/2028
12/4/2028
1/4/2029
2/5/2029
3/5/2029
4/4/2029
5/4/2029
6/4/2029
7/4/2029
8/6/2029
9/4/2029
10/4/2029
11/5/2029
12/4/2029
1/4/2030
2/4/2030
3/4/2030
4/4/2030
5/6/2030
6/4/2030
7/4/2030
8/5/2030
9/4/2030
10/4/2030
11/4/2030
12/4/2030
1/6/2031
2/4/2031
3/4/2031
4/4/2031
5/5/2031
6/4/2031
7/4/2031
8/4/2031
9/4/2031
10/6/2031
11/4/2031
12/4/2031
1/5/2032
2/4/2032
3/4/2032
4/5/2032
5/4/2032
6/4/2032
7/5/2032
8/4/2032
9/6/2032
10/4/2032
11/4/2032
12/6/2032
1/4/2033
2/4/2033
3/4/2033
4/4/2033
5/4/2033
6/6/2033
7/4/2033
8/4/2033
9/5/2033
10/4/2033
11/4/2033
12/5/2033
1/4/2034
1 Month Term SOFR Forward Curve
5.35%
5.32%
5.26%
5.12%
4.89%
4.73%
4.53%
4.53%
4.33%
4.15%
4.15%
3.95%
3.80%
3.80%
3.64%
3.50%
3.50%
3.42%
3.31%
3.27%
3.22%
3.19%
3.17%
3.15%
3.15%
3.14%
3.14%
3.14%
3.13%
3.13%
3.13%
3.13%
3.12%
3.12%
3.12%
3.12%
3.12%
3.12%
3.12%
3.12%
3.12%
3.13%
3.13%
3.13%
3.14%
3.14%
3.15%
3.15%
3.16%
3.17%
3.17%
3.18%
3.19%
3.20%
3.20%
3.21%
3.22%
3.23%
3.23%
3.24%
3.25%
3.26%
3.26%
3.27%
3.28%
3.29%
3.29%
3.30%
3.31%
3.31%
3.32%
3.32%
3.33%
3.33%
3.34%
3.34%
3.35%
3.35%
3.35%
3.36%
3.36%
3.36%
3.37%
3.37%
3.37%
3.37%
3.38%
3.38%
3.38%
3.38%
3.39%
3.39%
3.39%
3.40%
3.40%
3.40%
3.40%
3.41%
3.41%
3.41%
3.42%
3.42%
3.42%
3.43%
3.43%
3.43%
3.44%
3.44%
3.45%
3.45%
3.45%
3.46%
3.46%
3.46%
3.47%
3.47%
3.48%
3.48%
3.48%
3.49%
3.49%
3 Month Term SOFR Forward Curve
1/2/2024

3 Month Term SOFR Forward Curve

5.38%

4.88%

4.38%
Rate

3.88%

3.38%

2.88%
45292 45505 45717 45931 46143 46357 46569 46784 46997 47209 47423 47635 47849 48061 482
Date

For the latest rates, please visit: https://www.chathamfinancial.com/technology/us-forward-cu

 Date
1/4/2024
2/5/2024
3/4/2024
4/4/2024
5/6/2024
6/4/2024
7/4/2024
8/5/2024
9/4/2024
10/4/2024
rward Curve 11/4/2024
12/4/2024
1/6/2025
2/4/2025
3/4/2025
4/4/2025
5/5/2025
6/4/2025
7/4/2025
8/4/2025
9/4/2025
10/6/2025
11/4/2025
12/4/2025
1/5/2026
2/4/2026
3/4/2026
4/6/2026
9 47423 47635 47849 48061 48274 48488 48700 48914
5/4/2026
6/4/2026
7/6/2026
8/4/2026
com/technology/us-forward-curves 9/4/2026
10/5/2026
11/4/2026
12/4/2026
1/4/2027
2/4/2027
3/4/2027
4/5/2027
5/4/2027
6/4/2027
7/5/2027
8/4/2027
9/6/2027
10/4/2027
11/4/2027
12/6/2027
1/4/2028
2/4/2028
3/6/2028
4/4/2028
 5/4/2028
6/5/2028
7/4/2028
8/4/2028
9/4/2028
10/4/2028
11/6/2028
12/4/2028
1/4/2029
2/5/2029
3/5/2029
4/4/2029
5/4/2029
6/4/2029
7/4/2029
8/6/2029
9/4/2029
10/4/2029
11/5/2029
12/4/2029
1/4/2030
2/4/2030
3/4/2030
4/4/2030
5/6/2030
6/4/2030
7/4/2030
8/5/2030
9/4/2030
10/4/2030
11/4/2030
12/4/2030
1/6/2031
2/4/2031
3/4/2031
4/4/2031
5/5/2031
6/4/2031
7/4/2031
8/4/2031
9/4/2031
10/6/2031
11/4/2031
12/4/2031
1/5/2032
2/4/2032
3/4/2032
4/5/2032
5/4/2032
6/4/2032
7/5/2032
8/4/2032
9/6/2032
10/4/2032
11/4/2032
12/6/2032
1/4/2033
2/4/2033
3/4/2033
4/4/2033
5/4/2033
6/6/2033
7/4/2033
8/4/2033
9/5/2033
10/4/2033
11/4/2033
12/5/2033
1/4/2034
3 Month Term SOFR Forward Curve
5.33%
5.25%
5.12%
4.94%
4.73%
4.62%
4.47%
4.35%
4.23%
4.10%
3.98%
3.87%
3.75%
3.65%
3.56%
3.48%
3.42%
3.35%
3.27%
3.24%
3.20%
3.18%
3.16%
3.16%
3.15%
3.15%
3.14%
3.14%
3.14%
3.14%
3.13%
3.13%
3.13%
3.13%
3.13%
3.13%
3.13%
3.13%
3.13%
3.13%
3.14%
3.14%
3.14%
3.15%
3.15%
3.16%
3.16%
3.17%
3.18%
3.18%
3.19%
3.20%
3.20%
3.21%
3.22%
3.23%
3.23%
3.24%
3.25%
3.26%
3.27%
3.27%
3.28%
3.29%
3.30%
3.30%
3.31%
3.31%
3.32%
3.33%
3.33%
3.34%
3.34%
3.35%
3.35%
3.36%
3.36%
3.36%
3.37%
3.37%
3.37%
3.38%
3.38%
3.38%
3.38%
3.39%
3.39%
3.39%
3.39%
3.40%
3.40%
3.40%
3.41%
3.41%
3.41%
3.41%
3.42%
3.42%
3.42%
3.43%
3.43%
3.43%
3.44%
3.44%
3.44%
3.45%
3.45%
3.46%
3.46%
3.46%
3.47%
3.47%
3.47%
3.48%
3.48%
3.49%
3.49%
3.50%
3.50%
3.50%
3.51%
US Treasury 5Y Forward Curve
12/29/2023

US Treasury 5Y Forward Curve

4.80%

4.60%

4.40%

4.20%
Rate

4.00%

3.80%

3.60%

3.40%
45292 45505 45717 45931 46143 46357 46569 46784 46997 47209 47423 47635 47849 48061 482
Date

For the latest rates, please visit: https://www.chathamfinancial.com/technology/us-forward-cu

 Date US Treasury 5Y Forward Curve
1/4/2024 3.83%
2/5/2024 3.80%
3/4/2024 3.77%
4/4/2024 3.75%
5/6/2024 3.72%
6/4/2024 3.70%
7/4/2024 3.68%
8/5/2024 3.67%
9/4/2024 3.66%
10/4/2024 3.65%
ard Curve 11/4/2024 3.65%
12/4/2024 3.65%
1/6/2025 3.65%
2/4/2025 3.65%
3/4/2025 3.65%
4/4/2025 3.65%
5/5/2025 3.66%
6/4/2025 3.66%
7/4/2025 3.67%
8/4/2025 3.67%
9/4/2025 3.67%
10/6/2025 3.68%
11/4/2025 3.69%
12/4/2025 3.69%
1/5/2026 3.70%
2/4/2026 3.70%
3/4/2026 3.71%
4/6/2026 3.72%
9 47423 47635 47849 48061 48274 48488 48700 48914
5/4/2026 3.72%
6/4/2026 3.73%
7/6/2026 3.74%
8/4/2026 3.74%
com/technology/us-forward-curves 9/4/2026 3.75%
10/5/2026 3.75%
11/4/2026 3.76%
12/4/2026 3.77%
1/4/2027 3.77%
2/4/2027 3.78%
3/4/2027 3.79%
4/5/2027 3.79%
5/4/2027 3.80%
6/4/2027 3.80%
7/5/2027 3.81%
8/4/2027 3.81%
9/6/2027 3.82%
10/4/2027 3.83%
11/4/2027 3.83%
12/6/2027 3.84%
1/4/2028 3.84%
2/4/2028 3.85%
3/6/2028 3.85%
4/4/2028 3.86%
 5/4/2028 3.86%
6/5/2028 3.87%
7/4/2028 3.87%
8/4/2028 3.88%
9/4/2028 3.88%
10/4/2028 3.88%
11/6/2028 3.89%
12/4/2028 3.89%
1/4/2029 3.90%
2/5/2029 3.90%
3/5/2029 3.91%
4/4/2029 3.91%
5/4/2029 3.92%
6/4/2029 3.92%
7/4/2029 3.92%
8/6/2029 3.93%
9/4/2029 3.93%
10/4/2029 3.94%
11/5/2029 3.94%
12/4/2029 3.95%
1/4/2030 3.95%
2/4/2030 3.96%
3/4/2030 3.96%
4/4/2030 3.97%
5/6/2030 3.98%
6/4/2030 3.98%
7/4/2030 3.99%
8/5/2030 4.00%
9/4/2030 4.01%
10/4/2030 4.02%
11/4/2030 4.03%
12/4/2030 4.04%
1/6/2031 4.05%
2/4/2031 4.06%
3/4/2031 4.07%
4/4/2031 4.08%
5/5/2031 4.10%
6/4/2031 4.11%
7/4/2031 4.13%
8/4/2031 4.14%
9/4/2031 4.16%
10/6/2031 4.17%
11/4/2031 4.19%
12/4/2031 4.21%
1/5/2032 4.22%
2/4/2032 4.24%
3/4/2032 4.25%
4/5/2032 4.27%
5/4/2032 4.29%
6/4/2032 4.31%
7/5/2032 4.33%
8/4/2032 4.35%
9/6/2032 4.37%
10/4/2032 4.38%
11/4/2032 4.40%
12/6/2032 4.42%
1/4/2033 4.44%
2/4/2033 4.46%
3/4/2033 4.47%
4/4/2033 4.49%
5/4/2033 4.51%
6/6/2033 4.53%
7/4/2033 4.55%
8/4/2033 4.56%
9/5/2033 4.58%
10/4/2033 4.60%
11/4/2033 4.61%
12/5/2033 4.63%
1/4/2034 4.64%
US Treasury 7Y Forward Curve
12/29/2023

US Treasury 7Y Forward Curve

4.86%

4.66%

4.46%

4.26%
Rate

4.06%

3.86%

3.66%

3.46%
45292 45505 45717 45931 46143 46357 46569 46784 46997 47209 47423 47635 47849 48061 482
Date

For the latest rates, please visit: https://www.chathamfinancial.com/technology/us-forward-cu

 Date US Treasury 7Y Forward Curve
1/4/2024 3.87%
2/5/2024 3.84%
3/4/2024 3.82%
4/4/2024 3.81%
5/6/2024 3.79%
6/4/2024 3.77%
7/4/2024 3.75%
8/5/2024 3.74%
9/4/2024 3.73%
10/4/2024 3.73%
ard Curve 11/4/2024 3.72%
12/4/2024 3.72%
1/6/2025 3.72%
2/4/2025 3.71%
3/4/2025 3.71%
4/4/2025 3.71%
5/5/2025 3.71%
6/4/2025 3.71%
7/4/2025 3.71%
8/4/2025 3.72%
9/4/2025 3.72%
10/6/2025 3.72%
11/4/2025 3.72%
12/4/2025 3.72%
1/5/2026 3.73%
2/4/2026 3.73%
3/4/2026 3.73%
4/6/2026 3.74%
9 47423 47635 47849 48061 48274 48488 48700 48914
5/4/2026 3.74%
6/4/2026 3.75%
7/6/2026 3.75%
8/4/2026 3.76%
com/technology/us-forward-curves 9/4/2026 3.77%
10/5/2026 3.77%
11/4/2026 3.78%
12/4/2026 3.79%
1/4/2027 3.79%
2/4/2027 3.80%
3/4/2027 3.81%
4/5/2027 3.82%
5/4/2027 3.83%
6/4/2027 3.84%
7/5/2027 3.85%
8/4/2027 3.86%
9/6/2027 3.87%
10/4/2027 3.88%
11/4/2027 3.89%
12/6/2027 3.90%
1/4/2028 3.91%
2/4/2028 3.92%
3/6/2028 3.93%
4/4/2028 3.93%
 5/4/2028 3.94%
6/5/2028 3.96%
7/4/2028 3.96%
8/4/2028 3.98%
9/4/2028 3.98%
10/4/2028 3.99%
11/6/2028 4.00%
12/4/2028 4.01%
1/4/2029 4.02%
2/5/2029 4.03%
3/5/2029 4.04%
4/4/2029 4.05%
5/4/2029 4.06%
6/4/2029 4.07%
7/4/2029 4.08%
8/6/2029 4.08%
9/4/2029 4.09%
10/4/2029 4.10%
11/5/2029 4.11%
12/4/2029 4.12%
1/4/2030 4.12%
2/4/2030 4.13%
3/4/2030 4.14%
4/4/2030 4.15%
5/6/2030 4.16%
6/4/2030 4.17%
7/4/2030 4.18%
8/5/2030 4.19%
9/4/2030 4.20%
10/4/2030 4.21%
11/4/2030 4.22%
12/4/2030 4.23%
1/6/2031 4.24%
2/4/2031 4.25%
3/4/2031 4.26%
4/4/2031 4.27%
5/5/2031 4.29%
6/4/2031 4.30%
7/4/2031 4.31%
8/4/2031 4.33%
9/4/2031 4.34%
10/6/2031 4.35%
11/4/2031 4.37%
12/4/2031 4.38%
1/5/2032 4.40%
2/4/2032 4.41%
3/4/2032 4.42%
4/5/2032 4.44%
5/4/2032 4.45%
6/4/2032 4.47%
7/5/2032 4.48%
8/4/2032 4.49%
9/6/2032 4.51%
10/4/2032 4.52%
11/4/2032 4.54%
12/6/2032 4.55%
1/4/2033 4.57%
2/4/2033 4.58%
3/4/2033 4.59%
4/4/2033 4.61%
5/4/2033 4.62%
6/6/2033 4.64%
7/4/2033 4.65%
8/4/2033 4.66%
9/5/2033 4.67%
10/4/2033 4.68%
11/4/2033 4.69%
12/5/2033 4.70%
1/4/2034 4.71%
US Treasury 10Y Forward Curve
12/29/2023

US Treasury 10Y Forward Curve

4.73%

4.53%

4.33%
Rate

4.13%

3.93%

3.73%

3.53%
45292 45505 45717 45931 46143 46357 46569 46784 46997 47209 47423 47635 47849 48061 482
Date

For the latest rates, please visit: https://www.chathamfinancial.com/technology/us-forward-cu

 Date US Treasury 10Y Forward Curve
1/4/2024 3.86%
2/5/2024 3.85%
3/4/2024 3.83%
4/4/2024 3.82%
5/6/2024 3.81%
6/4/2024 3.80%
7/4/2024 3.79%
8/5/2024 3.79%
9/4/2024 3.78%
10/4/2024 3.78%
ward Curve 11/4/2024 3.78%
12/4/2024 3.78%
1/6/2025 3.79%
2/4/2025 3.79%
3/4/2025 3.79%
4/4/2025 3.80%
5/5/2025 3.80%
6/4/2025 3.81%
7/4/2025 3.81%
8/4/2025 3.82%
9/4/2025 3.83%
10/6/2025 3.83%
11/4/2025 3.84%
12/4/2025 3.85%
1/5/2026 3.86%
2/4/2026 3.87%
3/4/2026 3.87%
4/6/2026 3.88%
9 47423 47635 47849 48061 48274 48488 48700 48914
5/4/2026 3.89%
6/4/2026 3.90%
7/6/2026 3.91%
8/4/2026 3.92%
com/technology/us-forward-curves 9/4/2026 3.93%
10/5/2026 3.94%
11/4/2026 3.95%
12/4/2026 3.97%
1/4/2027 3.98%
2/4/2027 3.99%
3/4/2027 4.00%
4/5/2027 4.01%
5/4/2027 4.02%
6/4/2027 4.03%
7/5/2027 4.04%
8/4/2027 4.05%
9/6/2027 4.07%
10/4/2027 4.08%
11/4/2027 4.09%
12/6/2027 4.10%
1/4/2028 4.11%
2/4/2028 4.12%
3/6/2028 4.13%
4/4/2028 4.14%
 5/4/2028 4.15%
6/5/2028 4.16%
7/4/2028 4.17%
8/4/2028 4.19%
9/4/2028 4.19%
10/4/2028 4.20%
11/6/2028 4.21%
12/4/2028 4.22%
1/4/2029 4.23%
2/5/2029 4.24%
3/5/2029 4.25%
4/4/2029 4.26%
5/4/2029 4.27%
6/4/2029 4.27%
7/4/2029 4.28%
8/6/2029 4.29%
9/4/2029 4.30%
10/4/2029 4.30%
11/5/2029 4.31%
12/4/2029 4.32%
1/4/2030 4.33%
2/4/2030 4.33%
3/4/2030 4.34%
4/4/2030 4.35%
5/6/2030 4.36%
6/4/2030 4.36%
7/4/2030 4.37%
8/5/2030 4.38%
9/4/2030 4.38%
10/4/2030 4.39%
11/4/2030 4.40%
12/4/2030 4.41%
1/6/2031 4.41%
2/4/2031 4.42%
3/4/2031 4.43%
4/4/2031 4.44%
5/5/2031 4.45%
6/4/2031 4.46%
7/4/2031 4.46%
8/4/2031 4.47%
9/4/2031 4.48%
10/6/2031 4.49%
11/4/2031 4.50%
12/4/2031 4.51%
1/5/2032 4.52%
2/4/2032 4.52%
3/4/2032 4.53%
4/5/2032 4.54%
5/4/2032 4.55%
6/4/2032 4.56%
7/5/2032 4.57%
8/4/2032 4.58%
9/6/2032 4.58%
10/4/2032 4.59%
11/4/2032 4.60%
12/6/2032 4.61%
1/4/2033 4.61%
2/4/2033 4.62%
3/4/2033 4.63%
4/4/2033 4.63%
5/4/2033 4.64%
6/6/2033 4.65%
7/4/2033 4.65%
8/4/2033 4.66%
9/5/2033 4.66%
10/4/2033 4.67%
11/4/2033 4.67%
12/5/2033 4.67%
1/4/2034 4.68%
Fed Projections
12/13/2023

Rates 2023 2024 2025 2026 2027

Median 5.375% 4.625% 3.625% 2.875% 2.500%
2.375% 1 3 3
2.500% 1 8
2.625% 4 1
2.750% 1
2.875% 1 4 1
3.000% 1
3.125% 2 4
3.375% 5 1
3.500% 2
3.625% 3 1
3.750% 1
3.875% 1 4
4.125% 1
4.375% 4 1
4.625% 6
4.875% 5 1
5.125% 1
5.375% 19 2 1

For the latest rates, please visit: https://www.chathamfinancial.com/technology/us-forward-cu

com/technology/us-forward-curves