Settings updated US TREASURY ACTIVES CURV Actions 90 Table Export Settings Y X-Axis Tenor- Y-Axis Mid YTM Currency None PCS BGN Specific MM/DD/YY Relative Last 10 1W 1M Modify | | 3.00- 125 US TREASURY ACTIVES CURVE Last Mid YTH 16:51:52 2.50- 2.00- 1.50- 1.00- 0.50- 0.00- SV 6 7 8 9 S 14SH GHIY 2431 Graph Curves 41 Lower Chart Table Plot Curves US TREASURY ACTIVES CURVE @Mid YTM Base Curve 125 Mid YTM Show Constituents on Base Curve -Recent Curves > Curves related to US Treasury Active.. Bond Spread to Curve > Plot New Issues / Points Interpolate Curves STV 15V Tenor All Tenors Key Tenors 30Y Curve Id 10-125 1M 2M 0.207 0.457 3M 6M 0.752 1.173 1Y 2Y 3Y SY 7Y 10Y 201 1.677 2.358 2.577 2.661 2.717 2.703 2.991 2.816 Australia 61 2 9777 8500 Brazil 5511 2395 9000 Europe 44 20 7330 7500 Germany 49 69 9204 1210 Hong Kong 852 2977 6000 Japan 81 3 4565 8900 Singapore 65 6212 1000 U.S. 1 212 318 2000 Copyright 2022 Bloomberg Finance L.P. SN 503989 EDT GMT-4:00 H605-5345-173 13-Apr-2022 16:51:52 On this screen, we can add the yield curve at a different time to compare it with the current yield curve. For example, the yield curve on 7/31/2019 was downward-sloping (inverted), which means that investors were expecting that the interest rates would decrease, so they were expecting a recession. (The Fed did cut the interest rate in March 2020 at the onset of the covid pandemic.) Curves & Relative Value Browse CRVF >> Given these rates, and assuming that the Expectations Theory holds, what is the expected one-year rate next year? What is the expected one-year rate in two years? What is the expected two-year rate next year? Settings updated US TREASURY ACTIVES CURV Actions 90 Table Export Settings Y X-Axis Tenor- Y-Axis Mid YTM Currency None PCS BGN Specific MM/DD/YY Relative Last 10 1W 1M Modify | | 3.00- 125 US TREASURY ACTIVES CURVE Last Mid YTH 16:51:52 2.50- 2.00- 1.50- 1.00- 0.50- 0.00- SV 6 7 8 9 S 14SH GHIY 2431 Graph Curves 41 Lower Chart Table Plot Curves US TREASURY ACTIVES CURVE @Mid YTM Base Curve 125 Mid YTM Show Constituents on Base Curve -Recent Curves > Curves related to US Treasury Active.. Bond Spread to Curve > Plot New Issues / Points Interpolate Curves STV 15V Tenor All Tenors Key Tenors 30Y Curve Id 10-125 1M 2M 0.207 0.457 3M 6M 0.752 1.173 1Y 2Y 3Y SY 7Y 10Y 201 1.677 2.358 2.577 2.661 2.717 2.703 2.991 2.816 Australia 61 2 9777 8500 Brazil 5511 2395 9000 Europe 44 20 7330 7500 Germany 49 69 9204 1210 Hong Kong 852 2977 6000 Japan 81 3 4565 8900 Singapore 65 6212 1000 U.S. 1 212 318 2000 Copyright 2022 Bloomberg Finance L.P. SN 503989 EDT GMT-4:00 H605-5345-173 13-Apr-2022 16:51:52 On this screen, we can add the yield curve at a different time to compare it with the current yield curve. For example, the yield curve on 7/31/2019 was downward-sloping (inverted), which means that investors were expecting that the interest rates would decrease, so they were expecting a recession. (The Fed did cut the interest rate in March 2020 at the onset of the covid pandemic.) Curves & Relative Value Browse CRVF >> Given these rates, and assuming that the Expectations Theory holds, what is the expected one-year rate next year? What is the expected one-year rate in two years? What is the expected two-year rate next year