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Our Market Consensus Treasury Forecast is a model that calculates the average market expectated forecast of U.S. Treasury yield rates.

It is derived using current Treasury bond market data as well as futures market data. For each point in the yield term structure, our model derives the mean market-expected yield rate. The term structure is then interpolated and smoothed using a three-factor parametrization model, generating the final forecast.

This model is updated daily around 10:30 ET (14:30/15:30 UTC) on market days. The last update occured on .

The below graph shows the generated forecasts by month. Click any date in the legend to hide/show the Treasury yield curve at each respective date.