Term premium estimates
The following dataset presents a daily yield decomposition of Australian Treasury Bond term structure and term premium estimates as described in The AOFM Working Paper: Estimation of the Term Premium Within Australian Treasury Bonds.
Term premium estimates data will be updated within the first week of each month.
Note: A new beta spreadsheet format is now available for term premium estimates. Feedback can be provided on this new format by contacting firstname.lastname@example.org. The existing format will be discontinued in May 2019.
Last updated: 3 May 2019