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 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