The 1-month forward U.S. Treasury yield now peaks at 5.16%, down 35 basis points from last week. As explained in Prof. Robert...
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SAS Weekly Forecast, November 10, 2022: Treasury Yields Plunge But Peak in Forward Rates Drops Just 0.09% to 5.51%
The 1-month forward U.S. Treasury yield now peaks at 5.51%, down 9 basis points from last week. As explained in Prof. Robert...
SAS Weekly Forecast, November 4, 2022: Most Likely 3-Month Treasury Yields in 10 Years within 1% to 2% Range
The 1-month forward U.S. Treasury yield now peaks at 5.60%, up 14 basis points from last week. As explained in Prof. Robert...
SAS Weekly Forecast, October 28, 2022: Treasury 1-Month Forward Rate Peak Slides 0.20% to 5.46%
The 1-month forward U.S. Treasury yield now peaks at 5.46%, down 20 basis points from last week. As explained in Prof. Robert...
SAS Weekly Forecast, October 21, 2022: Treasury 1-Month Forward Rate Peak Jumps 0.41% to 5.66%
The 1-month forward U.S. Treasury yield now peaks at 5.66%, up 41 basis points from last week. As explained in Prof. Robert...
SAS Weekly Forecast, October 14, 2022: Treasury 1-Month Forward Rate Peak Up 0.32% to 5.25%
The 1-month forward U.S. Treasury yield now peaks at 5.25%, up 32 basis points from last week. As explained in Prof. Robert...
SAS Weekly Forecast, September 30, 2022: Market Rate Expectations Step Up
Using daily Treasury data from 1962, this week’s simulation shows a step up in market expectations gleaned from a rational...
SAS Weekly Forecast, September 23, 2022: Peak in 1-month Forward Treasury Rates Falls 0.21% to 4.68% on Yield Curve Twist
The Federal Reserve’s 75 basis point increase resulted in a yield curve twist, with shorter term Treasury yields shifting up and...
SAS Weekly Forecast, September 16, 2022: Peak in 1-month Forward Treasury Rates Falls 0.09% to 4.89%
The forward 1-month U.S. Treasury yield now peaks at 4.89%, down 9 basis points from last week. As explained in Prof. Robert...
SAS Weekly Forecast, September 9, 2022: Peak in 1-month Forward Treasury Rates Steadies at 4.98%
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...
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 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...