As of August 31, 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

36 bps

+2 bps

ΔD(bps)	ΔW(bps)	ΔM(bps)	ΔQ(bps)	ΔY(bps)
+2	-3	-2	+4	-26

24 bps

64 bps

Current term premium is at the 23rd percentile of its 52-week range.