Page 2 - Robert Jarrow News Today

A rational extraction of market expectations from the US Treasury yield history since 1962 shows an upward shift this week. Read more here.

The negative 2-year/10-year Treasury spread has now persisted for 53 trading days, widening significantly this week to a negative 45 basis points from negative 23 basis points last week.

The forward 1-month U.S. Treasury yield now peaks at 4.98%, up 3 basis points from last week. Click here to read more about the weekly forecast.

The peak In 1-month forward Treasury rates climbed to 4.95% by Friday in a delayed reaction to Chairman Powell's comments of the week before.

We present the SAS Weekly Forecast as of August 5, 2022. Inverted Treasury Yields: Inverted now, 87.5% probability by February 3, 2023.

The focus is on the future probability of the recession-predicting inverted yield curve, probability of negative rates, and probability distribution of Treasury yields over the next decade.

Friday was the eighth day of inverted Treasury yields and it is highly likely yields stay inverted even in January 2023. Read more here.

The outlook for long-run Treasury yields stabilized this week, despite some movement in short-term 1-month forward rates. Click here to read the weekly forecast.

Data analytics and AI technology giant SAS has acquired Honolulu-based Kamakura Corp. in a move that will expand its reach within the financial services...

Big data company SAS acquires Kamakura to expand financial risk analysis offerings.