International ten-year nominal government bond yields(a)
Sources: Bloomberg and Bank calculations.
Zero-coupon rates derived from government bonds. The contribution of real rates and implied inflation to the change in nominal rates is calculated using index-linked gilts (which reference UK RPI) for the United Kingdom and Treasury inflation-protected securities (which reference US CPI) for the United States.
Contributions to the increase in nominal ten-year interest rates since the July Report(a)
Estimates of term premia in ten-year nominal government bond yields(a)(b)
Sources: Bank of America Merrill Lynch Global Research and Thomson Reuters Datastream.
The durations — the weighted average time until bond payments are due — for the investment-grade and high-yield corporate bond indices, are 5.13 years and 4.18 years, respectively.
Yields on sterling corporate bonds and five-year gilts(a)
Deviations of estimated corporate bond liquidity risk premia from historical averages(a)(b)
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