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Data on the nominal term structure model from Kim and Wright

40 Series Revisions

Term Premium on a 10 Year Zero Coupon Bond Daily, Not Seasonally Adjusted, THREEFYTP10
Units Release Dates Observation Period Percent 2016-05-27 to 2021-09-14 1990-01-02 to 2021-09-10

Fitted Instantaneous Forward Rate 10 Years Hence Daily, Not Seasonally Adjusted, THREEFF10
Units Release Dates Observation Period Percent 2016-05-27 to 2021-09-14 1990-01-02 to 2021-09-10

Fitted Yield on a 10 Year Zero Coupon Bond Daily, Not Seasonally Adjusted, THREEFY10
Units Release Dates Observation Period Percent 2016-05-27 to 2021-09-14 1990-01-02 to 2021-09-10

Instantaneous Forward Term Premium 10 Years Hence Daily, Not Seasonally Adjusted, THREEFFTP10
Units Release Dates Observation Period Percent 2016-05-27 to 2021-09-14 1990-01-02 to 2021-09-10

Fitted Yield on a 1 Year Zero Coupon Bond Daily, Not Seasonally Adjusted, THREEFY1
Units Release Dates Observation Period Percent 2016-05-27 to 2021-09-14 1990-01-02 to 2021-09-10

Fitted Yield on a 5 Year Zero Coupon Bond Daily, Not Seasonally Adjusted, THREEFY5
Units Release Dates Observation Period Percent 2016-05-27 to 2021-09-14 1990-01-02 to 2021-09-10

Fitted Yield on a 2 Year Zero Coupon Bond Daily, Not Seasonally Adjusted, THREEFY2
Units Release Dates Observation Period Percent 2016-05-27 to 2021-09-14 1990-01-02 to 2021-09-10

Fitted Instantaneous Forward Rate 1 Year Hence Daily, Not Seasonally Adjusted, THREEFF1
Units Release Dates Observation Period Percent 2016-05-27 to 2021-09-14 1990-01-02 to 2021-09-10

Fitted Yield on a 4 Year Zero Coupon Bond Daily, Not Seasonally Adjusted, THREEFY4
Units Release Dates Observation Period Percent 2016-05-27 to 2021-09-14 1990-01-02 to 2021-09-10

Term Premium on a 5 Year Zero Coupon Bond Daily, Not Seasonally Adjusted, THREEFYTP5
Units Release Dates Observation Period Percent 2016-05-27 to 2021-09-14 1990-01-02 to 2021-09-10

Fitted Yield on a 3 Year Zero Coupon Bond Daily, Not Seasonally Adjusted, THREEFY3
Units Release Dates Observation Period Percent 2016-05-27 to 2021-09-14 1990-01-02 to 2021-09-10

Fitted Instantaneous Forward Rate 5 Years Hence Daily, Not Seasonally Adjusted, THREEFF5
Units Release Dates Observation Period Percent 2016-05-27 to 2021-09-14 1990-01-02 to 2021-09-10

Fitted Instantaneous Forward Rate 2 Years Hence Daily, Not Seasonally Adjusted, THREEFF2
Units Release Dates Observation Period Percent 2016-05-27 to 2021-09-14 1990-01-02 to 2021-09-10

Instantaneous Forward Term Premium 5 Years Hence Daily, Not Seasonally Adjusted, THREEFFTP5
Units Release Dates Observation Period Percent 2016-05-27 to 2021-09-14 1990-01-02 to 2021-09-10

Term Premium on a 1 Year Zero Coupon Bond Daily, Not Seasonally Adjusted, THREEFYTP1
Units Release Dates Observation Period Percent 2016-05-27 to 2021-09-14 1990-01-02 to 2021-09-10

Fitted Instantaneous Forward Rate 4 Years Hence Daily, Not Seasonally Adjusted, THREEFF4
Units Release Dates Observation Period Percent 2016-05-27 to 2021-09-14 1990-01-02 to 2021-09-10

Term Premium on a 2 Year Zero Coupon Bond Daily, Not Seasonally Adjusted, THREEFYTP2
Units Release Dates Observation Period Percent 2016-05-27 to 2021-09-14 1990-01-02 to 2021-09-10

Fitted Yield on a 6 Year Zero Coupon Bond Daily, Not Seasonally Adjusted, THREEFY6
Units Release Dates Observation Period Percent 2016-05-27 to 2021-09-14 1990-01-02 to 2021-09-10

Fitted Yield on a 7 Year Zero Coupon Bond Daily, Not Seasonally Adjusted, THREEFY7
Units Release Dates Observation Period Percent 2016-05-27 to 2021-09-14 1990-01-02 to 2021-09-10

Fitted Yield on a 9 Year Zero Coupon Bond Daily, Not Seasonally Adjusted, THREEFY9
Units Release Dates Observation Period Percent 2016-05-27 to 2021-09-14 1990-01-02 to 2021-09-10

Fitted Instantaneous Forward Rate 3 Years Hence Daily, Not Seasonally Adjusted, THREEFF3
Units Release Dates Observation Period Percent 2016-05-27 to 2021-09-14 1990-01-02 to 2021-09-10

Fitted Yield on a 8 Year Zero Coupon Bond Daily, Not Seasonally Adjusted, THREEFY8
Units Release Dates Observation Period Percent 2016-05-27 to 2021-09-14 1990-01-02 to 2021-09-10

Fitted Instantaneous Forward Rate 9 Years Hence Daily, Not Seasonally Adjusted, THREEFF9
Units Release Dates Observation Period Percent 2016-05-27 to 2021-09-14 1990-01-02 to 2021-09-10

Term Premium on a 3 Year Zero Coupon Bond Daily, Not Seasonally Adjusted, THREEFYTP3
Units Release Dates Observation Period Percent 2016-05-27 to 2021-09-14 1990-01-02 to 2021-09-10

Term Premium on a 7 Year Zero Coupon Bond Daily, Not Seasonally Adjusted, THREEFYTP7
Units Release Dates Observation Period Percent 2016-05-27 to 2021-09-14 1990-01-02 to 2021-09-10

Instantaneous Forward Term Premium 1 Year Hence Daily, Not Seasonally Adjusted, THREEFFTP1
Units Release Dates Observation Period Percent 2016-05-27 to 2021-09-14 1990-01-02 to 2021-09-10

Instantaneous Forward Term Premium 2 Years Hence Daily, Not Seasonally Adjusted, THREEFFTP2
Units Release Dates Observation Period Percent 2016-05-27 to 2021-09-14 1990-01-02 to 2021-09-10

Instantaneous Forward Term Premium 8 Years Hence Daily, Not Seasonally Adjusted, THREEFFTP8
Units Release Dates Observation Period Percent 2016-05-27 to 2021-09-14 1990-01-02 to 2021-09-10

Fitted Instantaneous Forward Rate 6 Years Hence Daily, Not Seasonally Adjusted, THREEFF6
Units Release Dates Observation Period Percent 2016-05-27 to 2021-09-14 1990-01-02 to 2021-09-10

Term Premium on a 9 Year Zero Coupon Bond Daily, Not Seasonally Adjusted, THREEFYTP9
Units Release Dates Observation Period Percent 2016-05-27 to 2021-09-14 1990-01-02 to 2021-09-10

Fitted Instantaneous Forward Rate 7 Years Hence Daily, Not Seasonally Adjusted, THREEFF7
Units Release Dates Observation Period Percent 2016-05-27 to 2021-09-14 1990-01-02 to 2021-09-10

Instantaneous Forward Term Premium 3 Years Hence Daily, Not Seasonally Adjusted, THREEFFTP3
Units Release Dates Observation Period Percent 2016-05-27 to 2021-09-14 1990-01-02 to 2021-09-10

Term Premium on a 6 Year Zero Coupon Bond Daily, Not Seasonally Adjusted, THREEFYTP6
Units Release Dates Observation Period Percent 2016-05-27 to 2021-09-14 1990-01-02 to 2021-09-10

Instantaneous Forward Term Premium 7 Years Hence Daily, Not Seasonally Adjusted, THREEFFTP7
Units Release Dates Observation Period Percent 2016-05-27 to 2021-09-14 1990-01-02 to 2021-09-10

Term Premium on a 4 Year Zero Coupon Bond Daily, Not Seasonally Adjusted, THREEFYTP4
Units Release Dates Observation Period Percent 2016-05-27 to 2021-09-14 1990-01-02 to 2021-09-10

Term Premium on a 8 Year Zero Coupon Bond Daily, Not Seasonally Adjusted, THREEFYTP8
Units Release Dates Observation Period Percent 2016-05-27 to 2021-09-14 1990-01-02 to 2021-09-10

Instantaneous Forward Term Premium 6 Years Hence Daily, Not Seasonally Adjusted, THREEFFTP6
Units Release Dates Observation Period Percent 2016-05-27 to 2021-09-14 1990-01-02 to 2021-09-10

Instantaneous Forward Term Premium 9 Years Hence Daily, Not Seasonally Adjusted, THREEFFTP9
Units Release Dates Observation Period Percent 2016-05-27 to 2021-09-14 1990-01-02 to 2021-09-10

Fitted Instantaneous Forward Rate 8 Years Hence Daily, Not Seasonally Adjusted, THREEFF8
Units Release Dates Observation Period Percent 2016-05-27 to 2021-09-14 1990-01-02 to 2021-09-10

Instantaneous Forward Term Premium 4 Years Hence Daily, Not Seasonally Adjusted, THREEFFTP4
Units Release Dates Observation Period Percent 2016-05-27 to 2021-09-14 1990-01-02 to 2021-09-10

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Data on the nominal term structure model from Kim and Wright

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