Federal Reserve Economic Data

Fitted Yield on a 10 Year Zero Coupon Bond (THREEFY10)

2025-02-14: 4.5432
Updated: Feb 18, 2025 2:02 PM CST
Next Release Date: Not Available
2025-02-14:  4.5432  
2025-02-13:  4.6001  
2025-02-12:  4.6574  
2025-02-11:  4.5684  
2025-02-10:  4.5463  
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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 Yield on a 10 Year Zero Coupon Bond [THREEFY10], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/THREEFY10, .

RELEASE TABLES

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

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