Graph and download economic data for Term Premium on a 10 Year Zero Coupon Bond (THREEFYTP10) from 1990-01-02 to 2025-06-20 about term premium, 10-year, bonds, and USA.

Graph and download economic data for Instantaneous Forward Term Premium 10 Years Hence (THREEFFTP10) from 1990-01-02 to 2025-06-20 about term premium, 10-year, and USA.

Graph and download economic data for Term Premium on a 5 Year Zero Coupon Bond (THREEFYTP5) from 1990-01-02 to 2025-06-20 about term premium, bonds, 5-year, and USA.

Graph and download economic data for Term Premium on a 1 Year Zero Coupon Bond (THREEFYTP1) from 1990-01-02 to 2025-06-20 about 1 year +, term premium, bonds, and USA.

Graph and download economic data for Term Premium on a 2 Year Zero Coupon Bond (THREEFYTP2) from 1990-01-02 to 2025-06-20 about term premium, 2-year, bonds, and USA.

United States - Term Premium on a 10 Year Zero Coupon Bond was 0.54% in June of 2025, according to the United States Federal Reserve. Historically, United States - Term Premium on a 10 Year Zero Coupon Bond reached a record high of 2.52 in April of 1992 and a record low of -0.66 in August of 2020. Trading Economics provides the current actual value, an historical data chart and related indicators for United States - Term Premium on a 10 Year Zero Coupon Bond - last updated from the United States Federal Reserve on June of 2025.

Graph and download economic data for Instantaneous Forward Term Premium 5 Years Hence (THREEFFTP5) from 1990-01-02 to 2025-06-20 about term premium, 5-year, and USA.

Content

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

Context

This is a dataset from the Federal Reserve hosted by the Federal Reserve Economic Database (FRED). FRED has a data platform found here and they update their information according to the frequency that the data updates. Explore the Federal Reserve using Kaggle and all of the data sources available through the Federal Reserve organization page!

• Update Frequency: This dataset is updated daily.

• Observation Start: 1990-01-02

• Observation End : 2019-09-30

Acknowledgements

This dataset is maintained using FRED's API and Kaggle's API.

Cover photo by Ian Schneider on Unsplash
Unsplash Images are distributed under a unique Unsplash License.

Graph and download economic data for Term Premium on a 7 Year Zero Coupon Bond (THREEFYTP7) from 1990-01-02 to 2025-06-20 about term premium, 7-year, and USA.

United States - Term Premium on a 5 Year Zero Coupon Bond was 0.18% in June of 2025, according to the United States Federal Reserve. Historically, United States - Term Premium on a 5 Year Zero Coupon Bond reached a record high of 1.74 in March of 1992 and a record low of -0.54 in August of 2020. Trading Economics provides the current actual value, an historical data chart and related indicators for United States - Term Premium on a 5 Year Zero Coupon Bond - last updated from the United States Federal Reserve on July of 2025.

Graph and download economic data for Term Premium on a 3 Year Zero Coupon Bond (THREEFYTP3) from 1990-01-02 to 2025-06-13 about term premium, 3-year, bonds, and USA.

United States - Term Premium on a 2 Year Zero Coupon Bond was 0.13% in June of 2025, according to the United States Federal Reserve. Historically, United States - Term Premium on a 2 Year Zero Coupon Bond reached a record high of 1.24 in January of 1995 and a record low of -0.36 in March of 2008. Trading Economics provides the current actual value, an historical data chart and related indicators for United States - Term Premium on a 2 Year Zero Coupon Bond - last updated from the United States Federal Reserve on June of 2025.

Graph and download economic data for Instantaneous Forward Term Premium 1 Year Hence (THREEFFTP1) from 1990-01-02 to 2025-06-27 about term premium, 1-year, and USA.

United States - Instantaneous Forward Term Premium 7 Years Hence was 0.80% in June of 2025, according to the United States Federal Reserve. Historically, United States - Instantaneous Forward Term Premium 7 Years Hence reached a record high of 3.19 in April of 1992 and a record low of -0.81 in August of 2020. Trading Economics provides the current actual value, an historical data chart and related indicators for United States - Instantaneous Forward Term Premium 7 Years Hence - last updated from the United States Federal Reserve on July of 2025.

United States - Term Premium on a 3 Year Zero Coupon Bond was 0.11% in June of 2025, according to the United States Federal Reserve. Historically, United States - Term Premium on a 3 Year Zero Coupon Bond reached a record high of 1.48 in January of 1995 and a record low of -0.42 in March of 2008. Trading Economics provides the current actual value, an historical data chart and related indicators for United States - Term Premium on a 3 Year Zero Coupon Bond - last updated from the United States Federal Reserve on June of 2025.

Graph and download economic data for Term Premium on a 6 Year Zero Coupon Bond (THREEFYTP6) from 1990-01-02 to 2025-06-20 about 6-year, term premium, and USA.

United States - Term Premium on a 1 Year Zero Coupon Bond was 0.09% in June of 2025, according to the United States Federal Reserve. Historically, United States - Term Premium on a 1 Year Zero Coupon Bond reached a record high of 0.82 in January of 1995 and a record low of -0.20 in March of 2008. Trading Economics provides the current actual value, an historical data chart and related indicators for United States - Term Premium on a 1 Year Zero Coupon Bond - last updated from the United States Federal Reserve on June of 2025.

United States - Instantaneous Forward Term Premium 3 Years Hence was 0.17% in June of 2025, according to the United States Federal Reserve. Historically, United States - Instantaneous Forward Term Premium 3 Years Hence reached a record high of 2.01 in January of 1995 and a record low of -0.66 in August of 2020. Trading Economics provides the current actual value, an historical data chart and related indicators for United States - Instantaneous Forward Term Premium 3 Years Hence - last updated from the United States Federal Reserve on June of 2025.

United States - Instantaneous Forward Term Premium 10 Years Hence was 1.39% in May of 2025, according to the United States Federal Reserve. Historically, United States - Instantaneous Forward Term Premium 10 Years Hence reached a record high of 4.03 in May of 1992 and a record low of -0.69 in August of 2020. Trading Economics provides the current actual value, an historical data chart and related indicators for United States - Instantaneous Forward Term Premium 10 Years Hence - last updated from the United States Federal Reserve on June of 2025.

Graph and download economic data for Term Premium on a 4 Year Zero Coupon Bond (THREEFYTP4) from 1990-01-02 to 2025-06-20 about 4-years, term premium, bonds, and USA.