MRPNL

Term Premium

The extra yield investors demand to hold longer-term bonds instead of rolling short-term bills — compensation for duration, inflation uncertainty, and supply risk.

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The term premium is the additional compensation required by investors for taking on the interest rate risk of holding a long-maturity bond rather than continuously rolling short-term instruments. It reflects uncertainty about future rates, inflation, and the supply/demand balance for duration.

Term premium is not directly observable — it is extracted from yield curve models (such as the NY Fed's ACM model). A positive term premium is normal; a negative term premium (as occurred in 2010s QE era) means investors accept less yield than expected short rates — a sign of intense demand for duration safe assets.

Rising term premium — from a low or negative base — can be more disruptive to markets than Fed hike cycles, because it tightens financial conditions without a compensating signal of economic strength. The 2023 bond sell-off that pushed the 10-year to 5% was driven largely by term premium normalization.

#yield-curve#fixed-income#macro

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