Observation:
2024-08-23: -0.2836 (+ more) Updated: Aug 27, 2024 2:03 PM CDT2024-08-23: | -0.2836 | |
2024-08-22: | -0.2637 | |
2024-08-21: | -0.2879 | |
2024-08-20: | -0.2687 | |
2024-08-19: | -0.2518 | |
View All |
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), Instantaneous Forward Term Premium 2 Years Hence [THREEFFTP2], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/THREEFFTP2, .