Instantaneous Forward Term Premium 3 Years Hence

THREEFFTP3 • Economic Data from Federal Reserve Economic Data (FRED)

Latest Value

0.08

Year-over-Year Change

-53.08%

Date Range

10/4/2021 - 8/1/2025

Summary

The Instantaneous Forward Term Premium 3 Years Hence measures the compensation investors demand for holding long-term bonds. It is an important indicator of future interest rate expectations and market risk sentiment.

Analysis & Context

This economic indicator provides valuable insights into current market conditions and economic trends. The data is updated regularly by the Federal Reserve and represents one of the most reliable sources for economic analysis.

Understanding this metric helps economists, policymakers, and investors make informed decisions about economic conditions and future trends. The interactive chart above allows you to explore historical patterns and identify key trends over time.

About This Dataset

This trend represents the premium that investors require to hold a 3-year forward contract on long-term bonds, rather than shorter-term bonds. It provides insights into the market's assessment of future interest rate movements and inflation risks.

Methodology

The data is calculated based on U.S. Treasury yield curve dynamics.

Historical Context

The term premium is closely watched by policymakers and analysts for its implications on the economic outlook and monetary policy decisions.

Key Facts

  • The term premium has been negative for much of the past decade, indicating low perceived risks.
  • Higher term premiums are typically associated with increased economic uncertainty.
  • The trend is closely monitored by the Federal Reserve and other central banks.

FAQs

Q: What does this economic trend measure?

A: The Instantaneous Forward Term Premium 3 Years Hence measures the compensation investors demand for holding long-term bonds rather than shorter-term bonds.

Q: Why is this trend relevant for users or analysts?

A: This trend provides insights into the market's assessment of future interest rate movements and inflation risks, which is valuable information for policymakers, investors, and economic analysts.

Q: How is this data collected or calculated?

A: The data is calculated based on U.S. Treasury yield curve dynamics.

Q: How is this trend used in economic policy?

A: The term premium is closely watched by policymakers and analysts for its implications on the economic outlook and monetary policy decisions.

Q: Are there update delays or limitations?

A: The data is updated regularly by the Federal Reserve and is generally considered a reliable indicator of market expectations and risk sentiment.

Similar THREEFFTP Trends

Citation

U.S. Federal Reserve, Instantaneous Forward Term Premium 3 Years Hence (THREEFFTP3), retrieved from FRED.