Treasury Return and Bond Risk Premia Charts
Release Date: Today
Average Bank Income Gap and one-yr ahead average Excess Return on 2-to-5-yr Treasuries
One-yr Treasury Returns
One-yr Treasury Excess Returns
Level of Treasury Yields and Fundamental De-trenders (Part 1)
Level of Treasury Yields and Fundamental De-trenders (Part 2)
Average Expected and Realized Treasury Return (Part 1)
Average Expected and Realized Treasury Return (Part 2)
Regression Based Expected Excess Treasury Returns (Part 1)
Regression Based Expected Excess Treasury Returns (Part 2)
10-yr Treasury Yield Decomposition
2-yr Treasury Yield Decomposition
5-yr Treasury Yield Decomposition
Return on Break-even Inflation: Actual vs. Expected
Return on Real yields: Actual vs. Expected
ISM and Treasury 10-yr Risk Premium
New Issue - Seasoned Spreads
New Issue - Seasoned Spreads and De-trended Short-term Inflation Expectations
Primary Dealer Net Positions in MBS adjusted for Mortgage Duration and Treasury 10-yr Risk Premium
Agency MBS Issuance and Primary Dealer Dur-adjusted Positions
Mortgage Refinance Index and 10-yr Risk Premium
1. Sources: Capital Markets Data