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Line 1 - Assets: Total Assets: Total Assets: Wednesday Level
Line 1
(a) Assets: Total Assets: Total Assets: Wednesday Level, Millions of U.S. Dollars, Not Seasonally Adjusted (RESPPANWW)

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    For example, invert an exchange rate by using formula 1/a, where “a” refers to the first FRED data series added to this line. Or calculate the spread between 2 interest rates, a and b, by using the formula a - b.

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    Line 1 - Assets: Total Assets: Total Assets: Wednesday Level
    Line 2
    (a) Term Premium on a 10 Year Zero Coupon Bond, Percent, Not Seasonally Adjusted (THREEFYTP10)
    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

    Select a date that will equal 100 for your custom index:
      Enter date as YYYY-MM-DD
    to

    Write a custom formula to transform one or more series or combine two or more series.

    You can begin by adding a series to combine with your existing series.

    Type keywords to search for data

      Now create a custom formula to combine or transform the series.

      For example, invert an exchange rate by using formula 1/a, where “a” refers to the first FRED data series added to this line. Or calculate the spread between 2 interest rates, a and b, by using the formula a - b.

      Use the assigned data series variables (a, b, c, etc.) together with operators (+, -, *, /, ^, etc.), parentheses and constants (1, 1.5, 2, etc.) to create your own formula (e.g., 1/a, a-b, (a+b)/2, (a/(a+b+c))*100). As noted above, you may add other data series to this line before entering a formula.

      Finally, you can change the units of your new series.

      Select a date that will equal 100 for your custom index:
          Enter date as YYYY-MM-DD

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      Line 1
      Assets: Total Assets: Total Assets: Wednesday Level
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      Line 2
      Term Premium on a 10 Year Zero Coupon Bond
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      Notes

      Assets: Total Assets: Total Assets: Wednesday Level  (RESPPANWW)

      Source: Board of Governors of the Federal Reserve System (US)  

      Release: H.4.1 Factors Affecting Reserve Balances  

      Units:  Millions of U.S. Dollars, Not Seasonally Adjusted

      Frequency:  Weekly, As of Wednesday

      Suggested Citation:

      Board of Governors of the Federal Reserve System (US), Assets: Total Assets: Total Assets: Wednesday Level [RESPPANWW], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/RESPPANWW, April 5, 2025.

      Term Premium on a 10 Year Zero Coupon Bond  (THREEFYTP10)

      Source: Board of Governors of the Federal Reserve System (US)  

      Release: An Arbitrage-Free Three-Factor Term Structure Model and the Recent Behavior of Long-Term Yields and Distant-Horizon Forward Rates  

      Units:  Percent, Not Seasonally Adjusted

      Frequency:  Daily

      Notes:

      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

      Suggested Citation:

      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, April 5, 2025.

      Release Tables

      An Arbitrage-Free Three-Factor Term Structure Model and the Recent Behavior of Long-Term Yields and Distant-Horizon Forward Rates
      H.4.1 Factors Affecting Reserve Balances

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      Factors Affecting Reserve Balances Monetary Data Money, Banking, & Finance Data on the nominal term structure model from Kim and Wright Academic Data

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      More Series from H.4.1 Factors Affecting Reserve Balances More Series from An Arbitrage-Free Three-Factor Term Structure Model and the Recent Behavior of Long-Term Yields and Distant-Horizon Forward Rates

      Tags

      H.4.1 Factors Affecting Reserve Balances Assets Weekly Board of Governors Nation Public Domain: Citation Requested Not Seasonally Adjusted United States of America Term Premium 10-Year Bonds Daily

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