As of October 16, 2026 yieldcurve.pro

2 Yr Term Premium (ACM)

Name: U.S. Treasury 2 Yr Term Premium (ACM Model)
Creator: Federal Reserve Bank of New York
License: https://www.usa.gov/government-works

38 bps

+2 bps

ΔD(bps)	ΔW(bps)	ΔM(bps)	ΔQ(bps)	ΔY(bps)
+2	-8	+12	+12	-12

20 bps

56 bps

Current term premium is at the 53rd percentile of its 52-week range.