Observations
2025-02-21: 0.6665 | Percent | Daily
Updated: Feb 25, 2025 2:03 PM CST
Next Release Date: Not Available
Observations
2025-02-21: | 0.6665 | |
2025-02-20: | 0.7001 | |
2025-02-19: | 0.7111 | |
2025-02-18: | 0.7161 | |
2025-02-17: | . | |
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Data in this graph are copyrighted. Please review the copyright information in the series notes before sharing.
Notes
Source: Board of Governors of the Federal Reserve System (US)
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), Instantaneous Forward Term Premium 6 Years Hence [THREEFFTP6], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/THREEFFTP6, March 3, 2025.
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