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An Arbitrage-Free Three-Factor Term Structure Model and the Recent Behavior of Long-Term Yields and Distant-Horizon Forward Rates, Release Date: 2021-05-04


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40 Series Revisions

Daily, Not Seasonally Adjusted, THREEFYTP10
Units # of New/Revised Obs. Last Observation
Percent 10 2021-04-30 -0.2106
 
Daily, Not Seasonally Adjusted, THREEFF10
Units # of New/Revised Obs. Last Observation
Percent 17 2021-04-30 3.4114
 
Daily, Not Seasonally Adjusted, THREEFY10
Units # of New/Revised Obs. Last Observation
Percent 13 2021-04-30 1.7752
 
Daily, Not Seasonally Adjusted, THREEFY1
Units # of New/Revised Obs. Last Observation
Percent 7 2021-04-30 0.0602
 
Daily, Not Seasonally Adjusted, THREEFFTP10
Units # of New/Revised Obs. Last Observation
Percent 11 2021-04-30 0.2516
 
Daily, Not Seasonally Adjusted, THREEFY2
Units # of New/Revised Obs. Last Observation
Percent 10 2021-04-30 0.2144
 
Daily, Not Seasonally Adjusted, THREEFY5
Units # of New/Revised Obs. Last Observation
Percent 13 2021-04-30 0.8443
 
Daily, Not Seasonally Adjusted, THREEFY4
Units # of New/Revised Obs. Last Observation
Percent 7 2021-04-30 0.6312
 
Daily, Not Seasonally Adjusted, THREEFF1
Units # of New/Revised Obs. Last Observation
Percent 13 2021-04-30 0.1706
 
Daily, Not Seasonally Adjusted, THREEFF5
Units # of New/Revised Obs. Last Observation
Percent 15 2021-04-30 1.8934
 
Daily, Not Seasonally Adjusted, THREEFF2
Units # of New/Revised Obs. Last Observation
Percent 12 2021-04-30 0.5868
 
Daily, Not Seasonally Adjusted, THREEFY3
Units # of New/Revised Obs. Last Observation
Percent 8 2021-04-30 0.4162
 
Daily, Not Seasonally Adjusted, THREEFYTP1
Units # of New/Revised Obs. Last Observation
Percent 9 2021-04-30 -0.1300
 
Daily, Not Seasonally Adjusted, THREEFYTP5
Units # of New/Revised Obs. Last Observation
Percent 9 2021-04-30 -0.3636
 
Daily, Not Seasonally Adjusted, THREEFY6
Units # of New/Revised Obs. Last Observation
Percent 10 2021-04-30 1.0497
 
Daily, Not Seasonally Adjusted, THREEFY8
Units # of New/Revised Obs. Last Observation
Percent 7 2021-04-30 1.4311
 
Daily, Not Seasonally Adjusted, THREEFF4
Units # of New/Revised Obs. Last Observation
Percent 19 2021-04-30 1.4934
 
Daily, Not Seasonally Adjusted, THREEFY7
Units # of New/Revised Obs. Last Observation
Percent 12 2021-04-30 1.2454
 
Daily, Not Seasonally Adjusted, THREEFFTP5
Units # of New/Revised Obs. Last Observation
Percent 8 2021-04-30 -0.3540
 
Daily, Not Seasonally Adjusted, THREEFYTP2
Units # of New/Revised Obs. Last Observation
Percent 9 2021-04-30 -0.2437
 
Daily, Not Seasonally Adjusted, THREEFF3
Units # of New/Revised Obs. Last Observation
Percent 12 2021-04-30 1.0522
 
Daily, Not Seasonally Adjusted, THREEFY9
Units # of New/Revised Obs. Last Observation
Percent 14 2021-04-30 1.6075
 
Daily, Not Seasonally Adjusted, THREEFFTP9
Units # of New/Revised Obs. Last Observation
Percent 11 2021-04-30 0.1278
 
Daily, Not Seasonally Adjusted, THREEFYTP3
Units # of New/Revised Obs. Last Observation
Percent 6 2021-04-30 -0.3174
 
Daily, Not Seasonally Adjusted, THREEFYTP9
Units # of New/Revised Obs. Last Observation
Percent 9 2021-04-30 -0.2551
 
Daily, Not Seasonally Adjusted, THREEFFTP1
Units # of New/Revised Obs. Last Observation
Percent 10 2021-04-30 -0.2601
 
Daily, Not Seasonally Adjusted, THREEFYTP4
Units # of New/Revised Obs. Last Observation
Percent 10 2021-04-30 -0.3544
 
Daily, Not Seasonally Adjusted, THREEFYTP6
Units # of New/Revised Obs. Last Observation
Percent 8 2021-04-30 -0.3530
 
Daily, Not Seasonally Adjusted, THREEFYTP7
Units # of New/Revised Obs. Last Observation
Percent 9 2021-04-30 -0.3288
 
Daily, Not Seasonally Adjusted, THREEFYTP8
Units # of New/Revised Obs. Last Observation
Percent 9 2021-04-30 -0.2951
 
Daily, Not Seasonally Adjusted, THREEFFTP3
Units # of New/Revised Obs. Last Observation
Percent 10 2021-04-30 -0.4795
 
Daily, Not Seasonally Adjusted, THREEFF9
Units # of New/Revised Obs. Last Observation
Percent 21 2021-04-30 3.1548
 
Daily, Not Seasonally Adjusted, THREEFF6
Units # of New/Revised Obs. Last Observation
Percent 15 2021-04-30 2.2535
 
Daily, Not Seasonally Adjusted, THREEFF7
Units # of New/Revised Obs. Last Observation
Percent 10 2021-04-30 2.5800
 
Daily, Not Seasonally Adjusted, THREEFFTP2
Units # of New/Revised Obs. Last Observation
Percent 8 2021-04-30 -0.4322
 
Daily, Not Seasonally Adjusted, THREEFFTP6
Units # of New/Revised Obs. Last Observation
Percent 6 2021-04-30 -0.2434
 
Daily, Not Seasonally Adjusted, THREEFFTP4
Units # of New/Revised Obs. Last Observation
Percent 7 2021-04-30 -0.4408
 
Daily, Not Seasonally Adjusted, THREEFFTP8
Units # of New/Revised Obs. Last Observation
Percent 14 2021-04-30 0.0026
 
Daily, Not Seasonally Adjusted, THREEFF8
Units # of New/Revised Obs. Last Observation
Percent 15 2021-04-30 2.8789
 
Daily, Not Seasonally Adjusted, THREEFFTP7
Units # of New/Revised Obs. Last Observation
Percent 17 2021-04-30 -0.1222
 

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