Daily
Index (no units)
1990 - 2026
Jan 2, 1990 to Feb 20, 2026
FRED
3 months ago
StaleFeb 24, 2026
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
As of February 20, 2026 • Daily data • Source: FRED
This dataset contains 9,019 daily observations, over 36 years, 1 months, updated daily from FRED. View Methodology
Data Points
9,019
Coverage
36 years, 1 months
Updates
daily