| Italy | Spain | Germany |
|---|---|---|
| France | UK | USA |
Term Premium Trackers
Based on a five-factor, no-arbitrage term structure model, our Term Premium Tracker aims to provide quarterly updates of the Treasury term premia estimates for the UK, the US and some selected European countries.
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Publications - all Term Premium Trackers filters
publication
UK Term Premium Remains Stable Following Autumn Statement
14 Dec 2023
Term Premium Trackers
publication
High Interest Rate Expectations Drove Gilt Trend in Q2
03 Jul 2023
Term Premium Trackers
publication
Will UK Markets See Turbulence Once the Bank Rate Peaks?
03 Mar 2023
Term Premium Trackers
publication
Bond Market Investors Regain Confidence in Q4 as Central Banks Begin to Steady the Pace of Policy Normalisation
22 Dec 2022
Term Premium Trackers
publication
Investors’ Confidence Narrows as Markets Adjust to Last Week’s Monetary and Fiscal Events
28 Sep 2022
Term Premium Trackers
publication
UK short-term interest rate expectations highlight upside inflation risks
16 Mar 2022
Term Premium Trackers
publication
UK Short-Term Interest Rate Expectations Retreat from Highest Level Since January 2020
13 Dec 2021
Term Premium Trackers
publication
UK Treasury Yields Rise Due to an Increase in the Term Premium
04 Jun 2021
Term Premium Trackers