Market Premium For 10-Year Yield Holding Near 2-1/2 Year Low
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James Picerno6.87K FollowersFollow5ShareSavePlay(2min)CommentsSummaryThe market premium for the 10-year Treasury yield (US10Y) continues to trade at a narrow gap over a “fair value” estimate.The updated estimate indicates that the 10-year yield traded roughly 18 basis points above fair value in November, based on analytics using monthly data.The current estimate is close to the lowest market premium since April 2023. Vladimir Zakharov/iStock via Getty Images The market premium for the 10-year Treasury yield (US10Y) continues to trade at a narrow gap over a “fair value” estimate, based on the average estimate for three models run by CapitalSpectator.com. The updatedThis article was written byJames Picerno6.87K FollowersFollowJames Picerno is the director of analytics at The Milwaukee Co., a wealth manager that is the adviser to The Brinsmere Funds, a pair of global asset allocation ETFs. He also edits CapitalSpectator.com and The US Business Cycle Research Report (CapitalSpectator.com/premium-research). He is the author of three books, including "Quantitative Investment Portfolio Analytics In R: An Introduction To R For Modeling Portfolio Risk and Return." Previously he was a financial journalist at Bloomberg and before that at Dow Jones.