← All instruments: the full set 1961
high 5.24 · low -1.25 · now 0.55 · 8 recessions shaded 2026
F6 · COMPENSATION TO HOLD DURATION
10-year term premium (Adrian–Crump–Moench)
0.55
STALE ROBUST DRS 95 daily as of 2026-06-23
This tile is stale: the value shown is the last one the source published, never a fabricated current number.
The full history
How it is read
- What it measures
- compensation to hold duration
- Confidence
- ROBUST : a primary official series, mechanically reported.
- Reliability (DRS)
- DRS 95: Model-based estimate (ACM), not a market quote; disclosed on Methodology.
Where it comes from
NYFED ↗ Every number on this site is reproducible from this primary source.
What it read at past stress points
| Lehman, Sep 2008 | 1.64 | · CALM |
|---|---|---|
| Q4-2018 selloff | -0.55 | · CALM |
| Curve inversion, Aug 2019 | -1.30 | · CALM |
| COVID crash, Mar 2020 | -1.18 | · CALM |
Questions it helps answer
- The Debt : Can the debt be carried, and who is carrying it?