Weekly Treasury Simulation, January 30, 2026: Long-Term Peak In 1-Month Forward Rates Up 0.12% To 6.03%

Our weekly simulation for U.S. Treasury yields and spreads. Read the latest update in the article series, as of January 30, ...
Reuters

RBI rate cut, FX swap knock forwards lower; weak rupee outlook caps fall

MUMBAI, Dec 5 (Reuters) - The Indian rupee forward premiums dropped on Friday following the central bank's rate cut and forex swap, though currency traders say a softer spot trajectory should cap the ...
Seeking Alpha

Weekly Treasury Simulation, September 19: Fed Rate Changes Are The Tail, Not The Dog

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 ...
CoinDesk

The Rate Renaissance: How Benchmark Rates Unlock DeFi’s Potential

Benchmark rates have long been a cornerstone of traditional finance (TradFi), underpinning trillions in financial instruments. Benchmarks like LIBOR and SOFR play a crucial role in determining lending ...