Wednesday, July 14, 2010

Interpolated Yield curve forecast

Each month Bloomberg surveys 60 to 70 economists to get their estimates of where Fed Funds, the 2-year Treasury, and the 10-year Treasury will be over the next several quarters. I take this data and interpolate for the points in between the survey data to create the attached report. This allows us to get a broad view of where various economists see interest rates going over the coming quarters.



You’ll notice from the report below that the average forecasts are down for every time period in this month’s survey. If you have any questions or if there is anything I can be doing for you just let me know.


Steve Scaramastro, SVP

800-311-0707