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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: 2025-02-04


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40 Series Revisions

Daily, Not Seasonally Adjusted, THREEFYTP10
Units # of New/Revised Obs. Last Observation
Percent 7 2025-01-31 0.6835
 
Daily, Not Seasonally Adjusted, THREEFY10
Units # of New/Revised Obs. Last Observation
Percent 14 2025-01-31 4.6298
 
Daily, Not Seasonally Adjusted, THREEFF10
Units # of New/Revised Obs. Last Observation
Percent 18 2025-01-31 5.4488
 
Daily, Not Seasonally Adjusted, THREEFF2
Units # of New/Revised Obs. Last Observation
Percent 12 2025-01-31 4.2043
 
Daily, Not Seasonally Adjusted, THREEFF1
Units # of New/Revised Obs. Last Observation
Percent 6 2025-01-31 4.2216
 
Daily, Not Seasonally Adjusted, THREEFY1
Units # of New/Revised Obs. Last Observation
Percent 11 2025-01-31 4.2376
 
Daily, Not Seasonally Adjusted, THREEFY5
Units # of New/Revised Obs. Last Observation
Percent 16 2025-01-31 4.2807
 
Daily, Not Seasonally Adjusted, THREEFFTP10
Units # of New/Revised Obs. Last Observation
Percent 9 2025-01-31 1.4356
 
Daily, Not Seasonally Adjusted, THREEFY2
Units # of New/Revised Obs. Last Observation
Percent 14 2025-01-31 4.2231
 
Daily, Not Seasonally Adjusted, THREEFYTP5
Units # of New/Revised Obs. Last Observation
Percent 12 2025-01-31 0.3587
 
Daily, Not Seasonally Adjusted, THREEFYTP2
Units # of New/Revised Obs. Last Observation
Percent 10 2025-01-31 0.2438
 
Daily, Not Seasonally Adjusted, THREEFY3
Units # of New/Revised Obs. Last Observation
Percent 12 2025-01-31 4.2228
 
Daily, Not Seasonally Adjusted, THREEFFTP5
Units # of New/Revised Obs. Last Observation
Percent 12 2025-01-31 0.5951
 
Daily, Not Seasonally Adjusted, THREEFF3
Units # of New/Revised Obs. Last Observation
Percent 8 2025-01-31 4.2513
 
Daily, Not Seasonally Adjusted, THREEFF5
Units # of New/Revised Obs. Last Observation
Percent 10 2025-01-31 4.5131
 
Daily, Not Seasonally Adjusted, THREEFY4
Units # of New/Revised Obs. Last Observation
Percent 11 2025-01-31 4.2424
 
Daily, Not Seasonally Adjusted, THREEFYTP1
Units # of New/Revised Obs. Last Observation
Percent 9 2025-01-31 0.1747
 
Daily, Not Seasonally Adjusted, THREEFFTP1
Units # of New/Revised Obs. Last Observation
Percent 8 2025-01-31 0.2785
 
Daily, Not Seasonally Adjusted, THREEFF4
Units # of New/Revised Obs. Last Observation
Percent 10 2025-01-31 4.3602
 
Daily, Not Seasonally Adjusted, THREEFY7
Units # of New/Revised Obs. Last Observation
Percent 10 2025-01-31 4.3987
 
Daily, Not Seasonally Adjusted, THREEFY9
Units # of New/Revised Obs. Last Observation
Percent 8 2025-01-31 4.5489
 
Daily, Not Seasonally Adjusted, THREEFY6
Units # of New/Revised Obs. Last Observation
Percent 10 2025-01-31 4.3340
 
Daily, Not Seasonally Adjusted, THREEFY8
Units # of New/Revised Obs. Last Observation
Percent 15 2025-01-31 4.4712
 
Daily, Not Seasonally Adjusted, THREEFYTP3
Units # of New/Revised Obs. Last Observation
Percent 9 2025-01-31 0.2812
 
Daily, Not Seasonally Adjusted, THREEFFTP2
Units # of New/Revised Obs. Last Observation
Percent 8 2025-01-31 0.3356
 
Daily, Not Seasonally Adjusted, THREEFYTP9
Units # of New/Revised Obs. Last Observation
Percent 9 2025-01-31 0.6093
 
Daily, Not Seasonally Adjusted, THREEFYTP7
Units # of New/Revised Obs. Last Observation
Percent 8 2025-01-31 0.4711
 
Daily, Not Seasonally Adjusted, THREEFFTP8
Units # of New/Revised Obs. Last Observation
Percent 9 2025-01-31 1.0932
 
Daily, Not Seasonally Adjusted, THREEFFTP3
Units # of New/Revised Obs. Last Observation
Percent 11 2025-01-31 0.3817
 
Daily, Not Seasonally Adjusted, THREEFF6
Units # of New/Revised Obs. Last Observation
Percent 13 2025-01-31 4.6916
 
Daily, Not Seasonally Adjusted, THREEFFTP6
Units # of New/Revised Obs. Last Observation
Percent 8 2025-01-31 0.7495
 
Daily, Not Seasonally Adjusted, THREEFYTP6
Units # of New/Revised Obs. Last Observation
Percent 10 2025-01-31 0.4107
 
Daily, Not Seasonally Adjusted, THREEFF7
Units # of New/Revised Obs. Last Observation
Percent 18 2025-01-31 4.8822
 
Daily, Not Seasonally Adjusted, THREEFYTP4
Units # of New/Revised Obs. Last Observation
Percent 11 2025-01-31 0.3162
 
Daily, Not Seasonally Adjusted, THREEFF8
Units # of New/Revised Obs. Last Observation
Percent 17 2025-01-31 5.0754
 
Daily, Not Seasonally Adjusted, THREEFFTP7
Units # of New/Revised Obs. Last Observation
Percent 10 2025-01-31 0.9187
 
Daily, Not Seasonally Adjusted, THREEFYTP8
Units # of New/Revised Obs. Last Observation
Percent 9 2025-01-31 0.5379
 
Daily, Not Seasonally Adjusted, THREEFF9
Units # of New/Revised Obs. Last Observation
Percent 14 2025-01-31 5.2654
 
Daily, Not Seasonally Adjusted, THREEFFTP4
Units # of New/Revised Obs. Last Observation
Percent 10 2025-01-31 0.4682
 
Daily, Not Seasonally Adjusted, THREEFFTP9
Units # of New/Revised Obs. Last Observation
Percent 13 2025-01-31 1.2668