US Model-Based Treasury Yield
US Model-Based Treasury Yield belongs to the Daily Treasury term premium (ACM) table (Value · Daily), in %/year. This United States macroeconomic series is updated regularly and provided free on MacroDataHub, with an interactive chart. The complete series with an interactive chart, free to download.
This indicator in the Daily Treasury term premium (ACM) table
| Indicator | 15-10-2026 | 14-10-2026 | 13-10-2026 | 09-10-2026 | 08-10-2026 | 07-10-2026 | 06-10-2026 | 05-10-2026 | 02-10-2026 | 01-10-2026 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Model-Based Treasury Yield1 | |||||||||||
| 10-Year Maturity | 5.07 | 5.17 | 5.19 | 5.23 | 5.22 | 5.27 | 5.25 | 5.29 | 5.25 | 5.22 |
Understanding US Model-Based Treasury Yield
The US Model-Based Treasury Yield aggregates the fitted structural components of government borrowing costs derived from term structure frameworks across all maturities. It incorporates both the expected path of monetary policy and the estimated price of duration risk generated by quantitative models, providing a smoothed representation of the yield curve. This differs from raw market yields by filtering out transient market noise and liquidity anomalies through a structured analytical lens.
Released daily, the series is unadjusted for seasonality and reflects fixed historical model outputs without retroactive revisions. Analysts evaluate the metric by examining its spread against observed market yields and tracking sequential daily movements, avoiding traditional calendar comparisons to maintain analytical accuracy.