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: 2024-01-23


Name  
   
 
Link    
   
 
Source    
   
 
Notes    
   

40 Series Revisions

Daily, Not Seasonally Adjusted, THREEFYTP10
Units # of New/Revised Obs. Last Observation
Percent 44 2024-01-19 -0.0679
 
Daily, Not Seasonally Adjusted, THREEFY10
Units # of New/Revised Obs. Last Observation
Percent 60 2024-01-19 4.2296
 
Daily, Not Seasonally Adjusted, THREEFF10
Units # of New/Revised Obs. Last Observation
Percent 115 2024-01-19 5.0328
 
Daily, Not Seasonally Adjusted, THREEFF2
Units # of New/Revised Obs. Last Observation
Percent 70 2024-01-19 3.7228
 
Daily, Not Seasonally Adjusted, THREEFF1
Units # of New/Revised Obs. Last Observation
Percent 83 2024-01-19 4.2124
 
Daily, Not Seasonally Adjusted, THREEFY1
Units # of New/Revised Obs. Last Observation
Percent 48 2024-01-19 4.7841
 
Daily, Not Seasonally Adjusted, THREEFY5
Units # of New/Revised Obs. Last Observation
Percent 39 2024-01-19 3.9733
 
Daily, Not Seasonally Adjusted, THREEFFTP10
Units # of New/Revised Obs. Last Observation
Percent 64 2024-01-19 0.6966
 
Daily, Not Seasonally Adjusted, THREEFY2
Units # of New/Revised Obs. Last Observation
Percent 54 2024-01-19 4.3521
 
Daily, Not Seasonally Adjusted, THREEFYTP5
Units # of New/Revised Obs. Last Observation
Percent 34 2024-01-19 -0.3138
 
Daily, Not Seasonally Adjusted, THREEFYTP2
Units # of New/Revised Obs. Last Observation
Percent 33 2024-01-19 -0.1338
 
Daily, Not Seasonally Adjusted, THREEFY3
Units # of New/Revised Obs. Last Observation
Percent 57 2024-01-19 4.1206
 
Daily, Not Seasonally Adjusted, THREEFFTP5
Units # of New/Revised Obs. Last Observation
Percent 54 2024-01-19 -0.3197
 
Daily, Not Seasonally Adjusted, THREEFF3
Units # of New/Revised Obs. Last Observation
Percent 53 2024-01-19 3.6366
 
Daily, Not Seasonally Adjusted, THREEFF5
Units # of New/Revised Obs. Last Observation
Percent 90 2024-01-19 3.9252
 
Daily, Not Seasonally Adjusted, THREEFY4
Units # of New/Revised Obs. Last Observation
Percent 50 2024-01-19 4.0098
 
Daily, Not Seasonally Adjusted, THREEFYTP1
Units # of New/Revised Obs. Last Observation
Percent 28 2024-01-19 -0.0186
 
Daily, Not Seasonally Adjusted, THREEFFTP1
Units # of New/Revised Obs. Last Observation
Percent 31 2024-01-19 -0.1158
 
Daily, Not Seasonally Adjusted, THREEFF4
Units # of New/Revised Obs. Last Observation
Percent 78 2024-01-19 3.7386
 
Daily, Not Seasonally Adjusted, THREEFY7
Units # of New/Revised Obs. Last Observation
Percent 56 2024-01-19 4.0231
 
Daily, Not Seasonally Adjusted, THREEFY9
Units # of New/Revised Obs. Last Observation
Percent 59 2024-01-19 4.1518
 
Daily, Not Seasonally Adjusted, THREEFY6
Units # of New/Revised Obs. Last Observation
Percent 49 2024-01-19 3.9834
 
Daily, Not Seasonally Adjusted, THREEFY8
Units # of New/Revised Obs. Last Observation
Percent 59 2024-01-19 4.0815
 
Daily, Not Seasonally Adjusted, THREEFYTP3
Units # of New/Revised Obs. Last Observation
Percent 38 2024-01-19 -0.2349
 
Daily, Not Seasonally Adjusted, THREEFFTP2
Units # of New/Revised Obs. Last Observation
Percent 56 2024-01-19 -0.3675
 
Daily, Not Seasonally Adjusted, THREEFYTP9
Units # of New/Revised Obs. Last Observation
Percent 46 2024-01-19 -0.1416
 
Daily, Not Seasonally Adjusted, THREEFYTP7
Units # of New/Revised Obs. Last Observation
Percent 49 2024-01-19 -0.2624
 
Daily, Not Seasonally Adjusted, THREEFFTP8
Units # of New/Revised Obs. Last Observation
Percent 67 2024-01-19 0.2816
 
Daily, Not Seasonally Adjusted, THREEFFTP3
Units # of New/Revised Obs. Last Observation
Percent 44 2024-01-19 -0.4799
 
Daily, Not Seasonally Adjusted, THREEFF6
Units # of New/Revised Obs. Last Observation
Percent 90 2024-01-19 4.1459
 
Daily, Not Seasonally Adjusted, THREEFFTP6
Units # of New/Revised Obs. Last Observation
Percent 41 2024-01-19 -0.1379
 
Daily, Not Seasonally Adjusted, THREEFYTP6
Units # of New/Revised Obs. Last Observation
Percent 36 2024-01-19 -0.3001
 
Daily, Not Seasonally Adjusted, THREEFF7
Units # of New/Revised Obs. Last Observation
Percent 97 2024-01-19 4.3761
 
Daily, Not Seasonally Adjusted, THREEFYTP4
Units # of New/Revised Obs. Last Observation
Percent 40 2024-01-19 -0.2947
 
Daily, Not Seasonally Adjusted, THREEFF8
Units # of New/Revised Obs. Last Observation
Percent 92 2024-01-19 4.6039
 
Daily, Not Seasonally Adjusted, THREEFFTP7
Units # of New/Revised Obs. Last Observation
Percent 57 2024-01-19 0.0682
 
Daily, Not Seasonally Adjusted, THREEFYTP8
Units # of New/Revised Obs. Last Observation
Percent 41 2024-01-19 -0.2077
 
Daily, Not Seasonally Adjusted, THREEFF9
Units # of New/Revised Obs. Last Observation
Percent 87 2024-01-19 4.8236
 
Daily, Not Seasonally Adjusted, THREEFFTP4
Units # of New/Revised Obs. Last Observation
Percent 47 2024-01-19 -0.4481
 
Daily, Not Seasonally Adjusted, THREEFFTP9
Units # of New/Revised Obs. Last Observation
Percent 66 2024-01-19 0.4927