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Fitted Yield on a 4 Year Zero Coupon Bond (THREEFY4)

Observations

2025-03-28: 3.9108
Updated: Apr 1, 2025 2:02 PM CDT
2025-03-28:  3.9108  
2025-03-27:  3.9942  
2025-03-26:  3.9848  
2025-03-25:  3.9656  
2025-03-24:  3.9733  

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Bar 1 - Fitted Yield on a 4 Year Zero Coupon Bond Vintage: 2025-03-25
Bar 1
(a) Fitted Yield on a 4 Year Zero Coupon Bond, Percent, Not Seasonally Adjusted (THREEFY4)
Kim and Wright (2005) produced this data by fitting a simple three-factor arbitrage-free term structure model to U.S. Treasury yields since 1990, in order to evaluate the behavior of long-term yields, distant-horizon forward rates, and term premiums. For the full paper, please go to http://www.federalreserve.gov/pubs/feds/2005/200533/200533abs.html

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    Bar 1 - Fitted Yield on a 4 Year Zero Coupon Bond Vintage: 2025-03-25
    Bar 2
    (a) Fitted Yield on a 4 Year Zero Coupon Bond, Percent, Not Seasonally Adjusted (THREEFY4)
    Kim and Wright (2005) produced this data by fitting a simple three-factor arbitrage-free term structure model to U.S. Treasury yields since 1990, in order to evaluate the behavior of long-term yields, distant-horizon forward rates, and term premiums. For the full paper, please go to http://www.federalreserve.gov/pubs/feds/2005/200533/200533abs.html

    Select a date that will equal 100 for your custom index:
      Enter date as YYYY-MM-DD
    to

    Write a custom formula to transform one or more series or combine two or more series.

    You can begin by adding a series to combine with your existing series.

    Type keywords to search for data

      Now create a custom formula to combine or transform the series.

      For example, invert an exchange rate by using formula 1/a, where “a” refers to the first FRED data series added to this line. Or calculate the spread between 2 interest rates, a and b, by using the formula a - b.

      Use the assigned data series variables (a, b, c, etc.) together with operators (+, -, *, /, ^, etc.), parentheses and constants (1, 1.5, 2, etc.) to create your own formula (e.g., 1/a, a-b, (a+b)/2, (a/(a+b+c))*100). As noted above, you may add other data series to this line before entering a formula.

      Finally, you can change the units of your new series.

      Select a date that will equal 100 for your custom index:
          Enter date as YYYY-MM-DD

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      Bar 1
      Fitted Yield on a 4 Year Zero Coupon Bond Vintage: 2025-03-25
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      Bar 2
      Fitted Yield on a 4 Year Zero Coupon Bond Vintage: 2025-04-01
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      Notes

      Title Release Dates
      Fitted Yield on a 4 Year Zero Coupon Bond 2016-05-27 2025-04-01
       
      Source    
      Board of Governors of the Federal Reserve System (US) 2016-05-27 2025-04-01
       
      Release    
      An Arbitrage-Free Three-Factor Term Structure Model and the Recent Behavior of Long-Term Yields and Distant-Horizon Forward Rates 2016-05-27 2025-04-01
       
      Units    
      Percent 2016-05-27 2025-04-01
       
      Frequency    
      Daily 2016-05-27 2025-04-01
       
      Seasonal Adjustment    
      Not Seasonally Adjusted 2016-05-27 2025-04-01
       
      Notes    
      Kim and Wright (2005) produced this data by fitting a simple three-factor arbitrage-free term structure model to U.S. Treasury yields since 1990, in order to evaluate the behavior of long-term yields, distant-horizon forward rates, and term premiums. For the full paper, please go to http://www.federalreserve.gov/pubs/feds/2005/200533/200533abs.html

      		2016-05-27 2025-04-01

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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

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      4-Years Bonds Yield Daily Interest Rate Interest Board of Governors Rate Nation Public Domain: Citation Requested Not Seasonally Adjusted United States of America

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