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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publication

UK Term Premium Remains Stable Following Autumn Statement

14 Dec 2023

Term Premium Trackers

publication

UK Gilt Yields One Year on from the Mini-Budget

28 Sep 2023

Term Premium Trackers

Chart showing UK 10-year government bond yield and decomposition by average current and expected future short-term interest rates and risk premium (per cent)
publication

High Interest Rate Expectations Drove Gilt Trend in Q2

03 Jul 2023

Term Premium Trackers

Will UK Markets See Turbulence Once the Bank Rate Peaks
publication

Will UK Markets See Turbulence Once the Bank Rate Peaks?

03 Mar 2023

Term Premium Trackers

Market Expecting Interest Rates to Rise Further
publication

Market Expecting Interest Rates to Rise Further

21 Jun 2022

Term Premium Trackers

publication

UK Term Premium Drops to Four Month Low Over Summer

09 Sep 2021

Term Premium Trackers

publication

UK Treasury Yields Rise Due to an Increase in the Term Premium

04 Jun 2021

Term Premium Trackers