Instantaneous Forward Term Premium 5 Years Hence

THREEFFTP5other indicatorsFree tier

Series IDTHREEFFTP5
UnitsPercent
FrequencyDaily
Categoryother indicators
Latest observation2026-10-16
HistoryPoint-in-time: every value as first published plus each revision, so backtests see only what was known on the day

Latest reading

The latest Instantaneous Forward Term Premium 5 Years Hence observation, for 2026-10-16, is 0.9295 Percent, down from 0.949 for 2026-10-15. It has not been revised since it was first published. 94.9% of observations in this history were revised after first release.

Latest observation2026-10-16
Latest value0.9295 Percent
Previous0.949 (2026-10-15)
Change-0.0195 (-2.1%)
First published value0.9295
Last release2026-10-20
Vintages stored363
Observations9,185
Largest revision (5 years)2023-06-28: -0.6807 → -0.1057

Get it in Python

import finzdata as yf
df = yf.Client().macro("THREEFFTP5")
df.tail()

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