interest rate swaps.
| April 19th, 2011 | Kamakura Releases 10 Year Monthly Forecast of U.S. Treasury Yields and Swap Spreads for April 2011
Honolulu-based Kamakura Corporation on Tuesday released its forecast for U.S. Treasury yields and interest rate swap spreads monthly for the next 10 years. The forecast this week is up substantially from last month in the intermediate maturities. There is a significant steepening of the curve through 2018 compared to last month. U.S. dollar Libor-swap spreads to the U.S. Treasury curve also continue to imply short term Libor rates below the matched maturity U.S. |
