The Treasury curve moved down 6 basis points at 2 years and was down 10 basis points at 10 years over the last week. As a result, the current negative 2-year/10-year Treasury spread widened to ...

The Forecast is back, baby! A 5-3 record last week snaps a three week losing streak, and the overall record stands at 36-36-3 after 10 weeks of picking games. I know that isn’t a winning record, but I ...

As explained in Prof. Robert Jarrow’s book cited below, forward rates contain a risk premium above and beyond the market’s expectations for the 3-month forward rate. We document the size of that risk ...

There’s elevated risk of fire spreading in the Lower Hudson Valley on Thursday, April 17, due to predicted 20- to 25-mph wind gusts and low humidity, the National Weather Service said. Be cautious ...

The US Energy Information Administration (EIA) adjusted its forecast for the Brent and WTI crude oil price spread in its August issue Short-Term Energy Outlook (STEO). Changes to sources of Europe’s ...