Fitted Instantaneous Forward Rate 9 Years Hence (THREEFF9)

Observations

2026-07-17: 5.2309
Updated: Jul 21, 2026 2:04 PM CDT
Next Release Date: Not Available
2026-07-17:  5.2309  
2026-07-16:  5.2351  
2026-07-15:  5.2159  
2026-07-14:  5.2379  
2026-07-13:  5.2547  
View All

Units:

Percent,
Not Seasonally Adjusted

Frequency:

Daily

Fullscreen

Notes

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), Fitted Instantaneous Forward Rate 9 Years Hence [THREEFF9], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/THREEFF9, .

Release Tables

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

Related Data and Content

Data Suggestions Based On Your Search

Content Suggestions

Related Categories

Data on the nominal term structure model from Kim and Wright Academic Data

Releases

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

9-Year Daily Board of Governors Rate Nation Public Domain: Citation Requested Not Seasonally Adjusted United States of America

Back to Top

Subscribe to the FRED newsletter

Follow us

 

Need Help?

Questions or Comments
FRED Help
Legal
Privacy Notice & Policy