The forward 1-month U.S. Treasury yield now peaks at 4.98%, up 3 basis points from last week. As explained in Prof. Robert...
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Kamakura Weekly Forecast, September 2, 2022: Peak in 1-month Forward Treasury Rates Climbs to 4.95%
Treasury yields moved surprisingly little on the day of Chairman Powell’s Jackson Hole comments, but on reflection early last...
Kamakura Weekly Forecast, August 26, 2022: Lawyer Jerome Powell versus 15,154 Days of Treasury Yields
Reformed lawyer Jerome Powell argued in Jackson Hole that market participants are underestimating the Fed’s determination to...
Kamakura Weekly Forecast, August 19, 2022: Negative 2-year/10-year Spread, Trading Day 33
Inverted Yields, Negative Rates, and U.S. Treasury Probabilities 10 Years Forward The negative 2-year/10-year Treasury spread...
Kamakura Weekly Forecast, August 12, 2022: Negative 2-year/10-year Spread, Trading Day 28
Inverted Yields, Negative Rates, and U.S. Treasury Probabilities 10 Years Forward The market has now had a month to adjust to...
Kamakura Weekly Forecast, August 5, 2022: 2-year 10-year Spread Negative for 23rd Trading Day in a Row
Inverted Yields, Negative Rates, and U.S. Treasury Probabilities 10 Years Forward The market has now had more than three weeks...
Kamakura Weekly Forecast, July 29, 2022: 2-year 10-year Spread Negative for 18th Trading Day in a Row
Inverted Yields, Negative Rates, and U.S. Treasury Probabilities 10 Years Forward The market has now had more than two weeks to...
Kamakura Weekly Forecast, July 15, 2022: 2-year 10-year Treasury Spread Negative 20 Basis Points
Inverted Yields, Negative Rates, and U.S. Treasury Probabilities 10 Years Forward Friday was the eighth day of inverted Treasury...
Kamakura Weekly Forecast, July 8, 2022: Inverted Treasuries NOW!
Inverted Yields, Negative Rates, and U.S. Treasury Probabilities 10 Years Forward The flirtation with an inverted 2-year/10-year...
Kamakura Weekly Forecast, July 1, 2022: Long-Run Treasury Outlook Stabilizes
Inverted Yields, Negative Rates, and U.S. Treasury Probabilities 10 Years Forward The outlook for long-run Treasury yields...
Kamakura Weekly Forecast, June 24, 2022: Peak in 1-Month Forward Treasury Yields Drops 0.11%
Inverted Yields, Negative Rates, and U.S. Treasury Probabilities 10 Years Forward In the aftermath of the Fed’s rate hike last...
Kamakura Weekly Forecast, June 17, 2022: Not Exactly Shock and Awe as 10-Year Outlook Barely Budges
Inverted Yields, Negative Rates, and U.S. Treasury Probabilities 10 Years Forward The Fed’s 75 basis point rate hike last week...