The most likely range for 3-month bill yields is again the 1% to 2% range, just 20 basis points more likely than the 0% to 1% range. Treasury 2-year yields moved to 4% this week from 3.98% last week.

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 ...

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 ...

Optimization of forward points (the difference between the spot and the forward rate for a currency pair) enables companies to take advantage of these differences, which are driven by the interaction ...