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home / news releases / UST - Mind The Rise In The Term Premium


UST - Mind The Rise In The Term Premium

Introducing The Term Premium

Through the use of economic models, academic research has decomposed the observable long-term bond yields (i.e. US 10Y Treasury bond yield) into the expected path of the real interest rate (r*) and the additional term premium, which is thought as the extra return that investors demand to compensate them for the risk associated with a long-term bond. Using the dominant measure developed by the NY Fed (Adrian et al., 2013), we overlay it with a set of macro and financial variables and look at the pros and cons of a rise

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Stock Information

Company Name: ProShares Ultra 7-10 Year Treasury
Stock Symbol: UST
Market: NYSE

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