Market Commentary  8750
December, 2011 Data:

12 MONTH FORECAST
The 12 month forecast for the 5 Year Treasury Rate is in the table at the top of
this page. Forecast-Chart.com is forecasting that 5 Year Treasury Rates will be
roughly 0.93% in one year. The table shows a HDTFA of 0.15% which suggests
that the January, 2013 rate could easily fall between 1.09% and 0.78%. Links to
Forecasts for many other interest rates may be found on the left side of this
page.




5 YEAR FORECAST
Will the 5 Year Treasury Rate be higher or lower 5 years from now?

Look at the table immediately below this paragraph. Forecast-Chart.com is
forecasting a probability of 17.2% that the 5 Year Treasury Rate will be higher
in 5 years. The table shows a probability of 82.8% that the rate will be lower in 5
years. (December, 2016 rate compared to the December, 2011 rate). 49
YEARS of historical data were use to calculate probabilities for
Forecast-Chart.com's 5 Year Forecast.   Check this page each month for
updates to the 5 Year Forecast for the 5 Year Treasury Rate. The forecast may
change substantially as a result of movement in the indicators used in the
forecasting model.

Forecast          Probability
Up                      17.2%
Down                  82.8%
Unchanged              0%




5 YEAR FORECAST:  Various Rates
In 5 years, how high or how low is the 5 Year Treasury Rate likely to be?

The first line of the table below indicates that the probability of 5 Year Treasury
Rates being ABOVE .98% in December, 2016 is 6%. The probability of 5 Year
Treasury Rates being BELOW .98% in December, 2016 is 94%. Probabilities
for various other rates are shown as well.

Rate           Above  Below
.98%            6%    94%
.93%            11%    89%
.89%            17%    83%
.85%            24%    76%
.80%            32%    68%
.76%            38%    62%
.71%            44%    56%
.67%            49%    51%
.62%            60%    40%
              
              
              
              



HISTORICAL 5 YEAR TREASURY RATE
Average (Last 12 Months)        1.52%.
Average (Last 10 Years)          3.19%
High (Last 12 Months)             2.26% (February, 2011)
Low (Last 12 Months)              0.89% (December, 2011)
High (Since April, 1953)    15.93% (September, 1981)
Low (Since April, 1953)      0.89% (December, 2011)

MONTHLY 5 YEAR TREASURY RATE
Jan,  2011     2.0%
Feb, 2011     2.3%
Mar, 2011     2.1%
Apr,  2011     2.2%
May, 2011     1.8%
Jun,  2011     1.6%
Jul,   2011     1.5%
Aug, 2011     1.0%
Sep, 2011     0.9%
Oct, 2011     1.1%
Nov, 2011     0.9%
Dec, 2011     0.9%
























HIGHLIGHTS
The 5 Year Treasury Rate for December, 2011 averaged 0.89%. That's 2 basis
points lower than the November, 2011 rate of 0.91%, and 104 basis points
lower than the December, 2010 rate of 1.93%.  The fall in rates from November
to December indicates that the short term rate trend has been down. If that
market trend continues, we should see an average daily rate in January, 2012
that is close to 0.87%.

The average 5 Year Treasury Rate for the last 12 months was 1.52%. The
average rate over the last 10 years was 3.19%.  Lower rates over the last 12
months compared to the average rates over the last 10 years serve as an
indicator that the long term rate trend in 5 Year Treasury Rates is down.

The highest annual rate over the last 12 months was 2.26%. The lowest was
0.89%. The high annual rate was attained in February, 2011. The market low
was achieved in December, 2011.

Forecast-Chart.com's historical research covers 5 Year Treasury Rate data
back to April, 1953. The average annual rate during that period of history was
5.98%. The highest rate was 15.93%. The lowest rate was 0.89%.  The market
high was attained in September of 1981. The market low was achieved in
December of 2011. Recent rates experienced in December of 2011 are low
relative to the historical 5.98% average.

This page provides a five year chart and a forecast for 5 Year Treasury Rates.
For links to longer term charts, look at the links under the five year chart
(above). One link opens a ten year chart. Another opens our longest term
graph on 5 Year Treasury Rates. Just one glance at our long term charts can
provide tremendous insight into the historical trends of the financial markets.
The data table above presents the history of the 5 Year Treasury Rate in
numerical format.



























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Average daily rate per month for 5 year treasury rates is shown in gray.  The forecast for the  target
month is shown in green.
5 Year Treasury Rate - 5 Year History
5 Year Treasury Rate Forecast
Target Month
Forecast
HDTFA
Forecast for the average daily interest rate for
5 year treasury notes during the target month
shown at the left.
January 2013
.93%
.15%
Updated Wednesday, January 11, 2012.
5 Year Treasury Forecast
5 Year Treasury Rate Forecast
Compare US Interest Rates
Historical 5 Year Treasury Rates
Year
Percent
Year
Percent
Year
Percent
Year
Percent
1954
1955
1956
1957
1958
1959
1960
1961
1962
1963
1964
1965
1966
1967
1968
1969
1970
1971
 1.99
2.65
3.20
3.69
3.06
4.46
4.09
3.75
3.70
3.83
4.07
4.25
5.10
5.11
5.70
6.93
7.38
5.99
1972
1973
1974
1975
1976
1977
1978
1979
1980
1981
1982
1983
1984
1985
1986
1987
1988
1989
 5.98
6.87
7.80
7.77
7.18
6.99
8.32
9.52
11.48
14.24
13.01
10.80
12.24
10.13
7.31
7.94
8.47
8.50
1990
1991
1992
1993
1994
1995
1996
1997
1998
1999
2000
2001
2002
2003
2004
2005
2006
2007
 8.37
7.37
6.19
5.15
6.68
6.39
6.18
6.22
5.15
5.54
6.15
4.55
3.82
2.97
3.43
4.05
4.75
4.43
2008
2009
2010
2011
 2.8
2.19
1.93
1.52
Average annual rates for the 5 Year Treasury are shown in this table: 1954 to present
Current Analysis & Forecast: 5 Year Treasury Rate
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