- The peak in forward rates underlying the U.S. Treasury yield curve closed the week at 4.24%, up 0.10% from last week.
- This week’s simulation shows that the most likely range for the 3-month U.S. Treasury bill yield in ten years is from 0% to 1%.
- There is a 28.90% probability that the 3-month yield falls in this range, a change from 28.67% last week.
- For the 10-year Treasury yield, the most likely range is from 2% to 3%. The probability of being in this range is 25.63%, compared to 25.76% last week.
For further details see:
Kamakura Weekly Forecast, May 27, 2022: Peak In Treasury Forward Rates Rises To 4.24%