- Using a 500,000 scenario simulation of US Treasury yield curves, we show there is a 31.4% probability of inverted yields by year-end 2022.
- The peak probability of negative 3-month Treasury bills is 14.2% in May 2026.
- 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 30.38% probability that the 3-month yield falls in this range, a change from 30.45% last week.
For further details see:
Weekly Forecast, March 11, 2022: Inverted Yields, Negative Rates, And U.S. Treasury Probabilities 10 Years Forward