Skip to main content

Tools

Filter Series by Tags




Need Help?

An Arbitrage-Free Three-Factor Term Structure Model and the Recent Behavior of Long-Term Yields and Distant-Horizon Forward Rates, Release Date: 2024-01-09


Name  
   
 
Link    
   
 
Source    
   
 
Notes    
   

40 Series Revisions

Daily, Not Seasonally Adjusted, THREEFYTP10
Units # of New/Revised Obs. Last Observation
Percent 46 2024-01-05 -0.1540
 
Daily, Not Seasonally Adjusted, THREEFY10
Units # of New/Revised Obs. Last Observation
Percent 69 2024-01-05 4.0957
 
Daily, Not Seasonally Adjusted, THREEFF10
Units # of New/Revised Obs. Last Observation
Percent 126 2024-01-05 4.8126
 
Daily, Not Seasonally Adjusted, THREEFF2
Units # of New/Revised Obs. Last Observation
Percent 83 2024-01-05 3.7062
 
Daily, Not Seasonally Adjusted, THREEFF1
Units # of New/Revised Obs. Last Observation
Percent 79 2024-01-05 4.2558
 
Daily, Not Seasonally Adjusted, THREEFY1
Units # of New/Revised Obs. Last Observation
Percent 49 2024-01-05 4.8232
 
Daily, Not Seasonally Adjusted, THREEFY5
Units # of New/Revised Obs. Last Observation
Percent 47 2024-01-05 3.9180
 
Daily, Not Seasonally Adjusted, THREEFFTP10
Units # of New/Revised Obs. Last Observation
Percent 75 2024-01-05 0.5454
 
Daily, Not Seasonally Adjusted, THREEFY2
Units # of New/Revised Obs. Last Observation
Percent 53 2024-01-05 4.3800
 
Daily, Not Seasonally Adjusted, THREEFYTP5
Units # of New/Revised Obs. Last Observation
Percent 42 2024-01-05 -0.3549
 
Daily, Not Seasonally Adjusted, THREEFYTP2
Units # of New/Revised Obs. Last Observation
Percent 35 2024-01-05 -0.1454
 
Daily, Not Seasonally Adjusted, THREEFY3
Units # of New/Revised Obs. Last Observation
Percent 60 2024-01-05 4.1216
 
Daily, Not Seasonally Adjusted, THREEFFTP5
Units # of New/Revised Obs. Last Observation
Percent 60 2024-01-05 -0.4167
 
Daily, Not Seasonally Adjusted, THREEFF3
Units # of New/Revised Obs. Last Observation
Percent 57 2024-01-05 3.5494
 
Daily, Not Seasonally Adjusted, THREEFF5
Units # of New/Revised Obs. Last Observation
Percent 94 2024-01-05 3.7451
 
Daily, Not Seasonally Adjusted, THREEFY4
Units # of New/Revised Obs. Last Observation
Percent 56 2024-01-05 3.9814
 
Daily, Not Seasonally Adjusted, THREEFYTP1
Units # of New/Revised Obs. Last Observation
Percent 27 2024-01-05 -0.0253
 
Daily, Not Seasonally Adjusted, THREEFFTP1
Units # of New/Revised Obs. Last Observation
Percent 40 2024-01-05 -0.1266
 
Daily, Not Seasonally Adjusted, THREEFF4
Units # of New/Revised Obs. Last Observation
Percent 68 2024-01-05 3.5958
 
Daily, Not Seasonally Adjusted, THREEFY7
Units # of New/Revised Obs. Last Observation
Percent 68 2024-01-05 3.9262
 
Daily, Not Seasonally Adjusted, THREEFY9
Units # of New/Revised Obs. Last Observation
Percent 72 2024-01-05 4.0277
 
Daily, Not Seasonally Adjusted, THREEFY6
Units # of New/Revised Obs. Last Observation
Percent 54 2024-01-05 3.9053
 
Daily, Not Seasonally Adjusted, THREEFY8
Units # of New/Revised Obs. Last Observation
Percent 72 2024-01-05 3.9694
 
Daily, Not Seasonally Adjusted, THREEFYTP3
Units # of New/Revised Obs. Last Observation
Percent 40 2024-01-05 -0.2546
 
Daily, Not Seasonally Adjusted, THREEFFTP2
Units # of New/Revised Obs. Last Observation
Percent 68 2024-01-05 -0.3920
 
Daily, Not Seasonally Adjusted, THREEFYTP9
Units # of New/Revised Obs. Last Observation
Percent 54 2024-01-05 -0.2208
 
Daily, Not Seasonally Adjusted, THREEFYTP7
Units # of New/Revised Obs. Last Observation
Percent 56 2024-01-05 -0.3245
 
Daily, Not Seasonally Adjusted, THREEFFTP8
Units # of New/Revised Obs. Last Observation
Percent 72 2024-01-05 0.1424
 
Daily, Not Seasonally Adjusted, THREEFFTP3
Units # of New/Revised Obs. Last Observation
Percent 51 2024-01-05 -0.5278
 
Daily, Not Seasonally Adjusted, THREEFF6
Units # of New/Revised Obs. Last Observation
Percent 96 2024-01-05 3.9432
 
Daily, Not Seasonally Adjusted, THREEFFTP6
Units # of New/Revised Obs. Last Observation
Percent 49 2024-01-05 -0.2534
 
Daily, Not Seasonally Adjusted, THREEFYTP6
Units # of New/Revised Obs. Last Observation
Percent 45 2024-01-05 -0.3522
 
Daily, Not Seasonally Adjusted, THREEFF7
Units # of New/Revised Obs. Last Observation
Percent 104 2024-01-05 4.1612
 
Daily, Not Seasonally Adjusted, THREEFYTP4
Units # of New/Revised Obs. Last Observation
Percent 40 2024-01-05 -0.3247
 
Daily, Not Seasonally Adjusted, THREEFF8
Units # of New/Revised Obs. Last Observation
Percent 108 2024-01-05 4.3836
 
Daily, Not Seasonally Adjusted, THREEFFTP7
Units # of New/Revised Obs. Last Observation
Percent 61 2024-01-05 -0.0611
 
Daily, Not Seasonally Adjusted, THREEFYTP8
Units # of New/Revised Obs. Last Observation
Percent 54 2024-01-05 -0.2789
 
Daily, Not Seasonally Adjusted, THREEFF9
Units # of New/Revised Obs. Last Observation
Percent 105 2024-01-05 4.6021
 
Daily, Not Seasonally Adjusted, THREEFFTP4
Units # of New/Revised Obs. Last Observation
Percent 58 2024-01-05 -0.5219
 
Daily, Not Seasonally Adjusted, THREEFFTP9
Units # of New/Revised Obs. Last Observation
Percent 76 2024-01-05 0.3464