Three-Factor Nominal Term Structure Model
| Date | THREEFF0100.B | THREEFF0200.B | THREEFF0300.B | THREEFF0400.B | THREEFF0500.B | THREEFF0600.B | THREEFF0700.B | THREEFF0800.B | THREEFF0900.B | THREEFF1000.B | THREEFFTP0100.B | THREEFFTP0200.B | THREEFFTP0300.B | THREEFFTP0400.B | THREEFFTP0500.B | THREEFFTP0600.B | THREEFFTP0700.B | THREEFFTP0800.B | THREEFFTP0900.B | THREEFFTP1000.B | THREEFY0100.B | THREEFY0200.B | THREEFY0300.B | THREEFY0400.B | THREEFY0500.B | THREEFY0600.B | THREEFY0700.B | THREEFY0800.B | THREEFY0900.B | THREEFY1000.B | THREEFYTP0100.B | THREEFYTP0200.B | THREEFYTP0300.B | THREEFYTP0400.B | THREEFYTP0500.B | THREEFYTP0600.B | THREEFYTP0700.B | THREEFYTP0800.B | THREEFYTP0900.B | THREEFYTP1000.B |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 08-01-1990 | 7.88030004501343 | 7.87360000610352 | 7.84280014038086 | 7.85830020904541 | 7.92379999160767 | 8.02530002593994 | 8.14780044555664 | 8.27970027923584 | 8.41320037841797 | 8.54329967498779 | 0.889699995517731 | 1.18519997596741 | 1.36670005321503 | 1.56910002231598 | 1.81180000305176 | 2.08240008354187 | 2.3643000125885 | 2.64439988136292 | 2.91449999809265 | 3.16980004310608 | 7.78289985656738 | 7.83419990539551 | 7.84130001068115 | 7.84250020980835 | 7.85150003433228 | 7.87160015106201 | 7.90210008621216 | 7.94099998474121 | 7.98610019683838 | 8.035400390625 | 0.532000005245209 | 0.795400023460388 | 0.955900013446808 | 1.08309996128082 | 1.20389997959137 | 1.32749998569489 | 1.45550000667572 | 1.58659994602203 | 1.71930003166199 | 1.85169994831085 |
| 05-01-1990 | 7.875 | 7.85780000686646 | 7.8221001625061 | 7.83549976348877 | 7.90010023117065 | 8.00129985809326 | 8.12380027770996 | 8.25590038299561 | 8.38969993591309 | 8.52009963989258 | 0.882300019264221 | 1.17480003833771 | 1.35479998588562 | 1.55620002746582 | 1.79820001125336 | 2.06809997558594 | 2.34940004348755 | 2.62899994850159 | 2.89869999885559 | 3.15350008010864 | 7.78760004043579 | 7.83090019226074 | 7.83300018310547 | 7.83080005645752 | 7.83739995956421 | 7.85589981079102 | 7.88520002365112 | 7.92329978942871 | 7.96770000457764 | 8.01640033721924 | 0.527700006961823 | 0.788699984550476 | 0.947700023651123 | 1.07379996776581 | 1.19389998912811 | 1.31679999828339 | 1.44420003890991 | 1.57490003108978 | 1.70710003376007 | 1.83920001983643 |
| 04-01-1990 | 7.88219976425171 | 7.85290002822876 | 7.81279993057251 | 7.82460021972656 | 7.88880014419556 | 7.99009990692139 | 8.11279964447021 | 8.2451000213623 | 8.37899971008301 | 8.50969982147217 | 0.875100016593933 | 1.16489994525909 | 1.34399998188019 | 1.54519999027252 | 1.78729999065399 | 2.05739998817444 | 2.33879995346069 | 2.6185998916626 | 2.88840007781982 | 3.14350008964539 | 7.80789995193481 | 7.84119987487793 | 7.83729982376099 | 7.83139991760254 | 7.83570003509521 | 7.85260009765625 | 7.88089990615845 | 7.91809988021851 | 7.96190023422241 | 8.01010036468506 | 0.523699998855591 | 0.782299995422363 | 0.939999997615814 | 1.06529998779297 | 1.1849000453949 | 1.30750000476837 | 1.43470001220703 | 1.56529998779297 | 1.69739997386932 | 1.82939994335175 |
| 03-01-1990 | 7.89279985427856 | 7.85869979858398 | 7.81640005111694 | 7.82719993591309 | 7.89099979400635 | 7.99209976196289 | 8.11460018157959 | 8.24680042266846 | 8.38070011138916 | 8.5113000869751 | 0.873700022697449 | 1.1628999710083 | 1.34189999103546 | 1.54320001602173 | 1.78550004959106 | 2.05579996109009 | 2.33739995956421 | 2.6175000667572 | 2.88759994506836 | 3.14280009269714 | 7.82329988479614 | 7.85279989242554 | 7.84660005569458 | 7.83920001983643 | 7.84240007400513 | 7.8585000038147 | 7.88619995117188 | 7.92290019989014 | 7.96640014648438 | 8.01439952850342 | 0.522899985313416 | 0.781000018119812 | 0.938399970531464 | 1.06359994411469 | 1.18309998512268 | 1.30579996109009 | 1.43299996852875 | 1.56359994411469 | 1.69579994678497 | 1.82790005207062 |
| 02-01-1990 | 7.84490013122559 | 7.80340003967285 | 7.76230001449585 | 7.77619981765747 | 7.84299993515015 | 7.94649982452393 | 8.07100009918213 | 8.20460033416748 | 8.339599609375 | 8.47119998931885 | 0.859200000762939 | 1.14289999008179 | 1.31990003585815 | 1.52049994468689 | 1.76230001449585 | 2.03220009803772 | 2.31329989433289 | 2.59270000457764 | 2.86209988594055 | 3.11680006980896 | 7.78889989852905 | 7.80919981002808 | 7.7992000579834 | 7.79050016403198 | 7.79360008239746 | 7.80999994277954 | 7.8383002281189 | 7.87559986114502 | 7.91970014572144 | 7.96829986572266 | 0.514500021934509 | 0.76800000667572 | 0.922699987888336 | 1.04620003700256 | 1.16460001468658 | 1.28639996051788 | 1.41299998760223 | 1.5430999994278 | 1.67480003833771 | 1.8063999414444 |
Last Update: July 07, 2026