Observation:
2024-05-03: 0.1265 (+ more) Updated: May 7, 2024 2:02 PM CDT2024-05-03: | 0.1265 | |
2024-05-02: | 0.1698 | |
2024-05-01: | 0.2005 | |
2024-04-30: | 0.2300 | |
2024-04-29: | 0.2094 | |
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Units:
Percent,Frequency:
DailyData in this graph are copyrighted. Please review the copyright information in the series notes before sharing.
Source: Board of Governors of the Federal Reserve System (US)
Units: Percent, Not Seasonally Adjusted
Frequency: Daily
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
Board of Governors of the Federal Reserve System (US), Term Premium on a 10 Year Zero Coupon Bond [THREEFYTP10], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/THREEFYTP10, May 12, 2024.