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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: 2024-07-23


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40 Series Revisions

Daily, Not Seasonally Adjusted, THREEFYTP10
Units # of New/Revised Obs. Last Observation
Percent 11 2024-07-19 -0.0316
 
Daily, Not Seasonally Adjusted, THREEFY10
Units # of New/Revised Obs. Last Observation
Percent 12 2024-07-19 4.2583
 
Daily, Not Seasonally Adjusted, THREEFF10
Units # of New/Revised Obs. Last Observation
Percent 13 2024-07-19 4.9775
 
Daily, Not Seasonally Adjusted, THREEFF2
Units # of New/Revised Obs. Last Observation
Percent 12 2024-07-19 3.8806
 
Daily, Not Seasonally Adjusted, THREEFF1
Units # of New/Revised Obs. Last Observation
Percent 14 2024-07-19 4.3552
 
Daily, Not Seasonally Adjusted, THREEFY1
Units # of New/Revised Obs. Last Observation
Percent 10 2024-07-19 4.8355
 
Daily, Not Seasonally Adjusted, THREEFY5
Units # of New/Revised Obs. Last Observation
Percent 8 2024-07-19 4.0654
 
Daily, Not Seasonally Adjusted, THREEFFTP10
Units # of New/Revised Obs. Last Observation
Percent 12 2024-07-19 0.6804
 
Daily, Not Seasonally Adjusted, THREEFY2
Units # of New/Revised Obs. Last Observation
Percent 15 2024-07-19 4.4579
 
Daily, Not Seasonally Adjusted, THREEFYTP5
Units # of New/Revised Obs. Last Observation
Percent 7 2024-07-19 -0.2478
 
Daily, Not Seasonally Adjusted, THREEFYTP2
Units # of New/Revised Obs. Last Observation
Percent 7 2024-07-19 -0.0773
 
Daily, Not Seasonally Adjusted, THREEFY3
Units # of New/Revised Obs. Last Observation
Percent 9 2024-07-19 4.2361
 
Daily, Not Seasonally Adjusted, THREEFFTP5
Units # of New/Revised Obs. Last Observation
Percent 10 2024-07-19 -0.2768
 
Daily, Not Seasonally Adjusted, THREEFF3
Units # of New/Revised Obs. Last Observation
Percent 13 2024-07-19 3.7454
 
Daily, Not Seasonally Adjusted, THREEFF5
Units # of New/Revised Obs. Last Observation
Percent 18 2024-07-19 3.9378
 
Daily, Not Seasonally Adjusted, THREEFY4
Units # of New/Revised Obs. Last Observation
Percent 13 2024-07-19 4.1168
 
Daily, Not Seasonally Adjusted, THREEFYTP1
Units # of New/Revised Obs. Last Observation
Percent 6 2024-07-19 0.0147
 
Daily, Not Seasonally Adjusted, THREEFFTP1
Units # of New/Revised Obs. Last Observation
Percent 6 2024-07-19 -0.0528
 
Daily, Not Seasonally Adjusted, THREEFF4
Units # of New/Revised Obs. Last Observation
Percent 16 2024-07-19 3.7935
 
Daily, Not Seasonally Adjusted, THREEFY7
Units # of New/Revised Obs. Last Observation
Percent 11 2024-07-19 4.0846
 
Daily, Not Seasonally Adjusted, THREEFY9
Units # of New/Revised Obs. Last Observation
Percent 10 2024-07-19 4.1897
 
Daily, Not Seasonally Adjusted, THREEFY6
Units # of New/Revised Obs. Last Observation
Percent 11 2024-07-19 4.0597
 
Daily, Not Seasonally Adjusted, THREEFY8
Units # of New/Revised Obs. Last Observation
Percent 10 2024-07-19 4.1303
 
Daily, Not Seasonally Adjusted, THREEFYTP3
Units # of New/Revised Obs. Last Observation
Percent 9 2024-07-19 -0.1678
 
Daily, Not Seasonally Adjusted, THREEFFTP2
Units # of New/Revised Obs. Last Observation
Percent 12 2024-07-19 -0.2781
 
Daily, Not Seasonally Adjusted, THREEFYTP9
Units # of New/Revised Obs. Last Observation
Percent 6 2024-07-19 -0.0998
 
Daily, Not Seasonally Adjusted, THREEFYTP7
Units # of New/Revised Obs. Last Observation
Percent 12 2024-07-19 -0.2082
 
Daily, Not Seasonally Adjusted, THREEFFTP8
Units # of New/Revised Obs. Last Observation
Percent 12 2024-07-19 0.2796
 
Daily, Not Seasonally Adjusted, THREEFFTP3
Units # of New/Revised Obs. Last Observation
Percent 14 2024-07-19 -0.3960
 
Daily, Not Seasonally Adjusted, THREEFF6
Units # of New/Revised Obs. Last Observation
Percent 14 2024-07-19 4.1294
 
Daily, Not Seasonally Adjusted, THREEFFTP6
Units # of New/Revised Obs. Last Observation
Percent 7 2024-07-19 -0.1140
 
Daily, Not Seasonally Adjusted, THREEFYTP6
Units # of New/Revised Obs. Last Observation
Percent 7 2024-07-19 -0.2396
 
Daily, Not Seasonally Adjusted, THREEFF7
Units # of New/Revised Obs. Last Observation
Percent 18 2024-07-19 4.3412
 
Daily, Not Seasonally Adjusted, THREEFYTP4
Units # of New/Revised Obs. Last Observation
Percent 10 2024-07-19 -0.2257
 
Daily, Not Seasonally Adjusted, THREEFF8
Units # of New/Revised Obs. Last Observation
Percent 18 2024-07-19 4.5580
 
Daily, Not Seasonally Adjusted, THREEFFTP7
Units # of New/Revised Obs. Last Observation
Percent 8 2024-07-19 0.0773
 
Daily, Not Seasonally Adjusted, THREEFYTP8
Units # of New/Revised Obs. Last Observation
Percent 7 2024-07-19 -0.1599
 
Daily, Not Seasonally Adjusted, THREEFF9
Units # of New/Revised Obs. Last Observation
Percent 18 2024-07-19 4.7715
 
Daily, Not Seasonally Adjusted, THREEFFTP4
Units # of New/Revised Obs. Last Observation
Percent 7 2024-07-19 -0.3835
 
Daily, Not Seasonally Adjusted, THREEFFTP9
Units # of New/Revised Obs. Last Observation
Percent 13 2024-07-19 0.4825