Currently I hold the ETF JPST with steadily declining yield. For example, the last published YTM was .81 on 6/30/20, and the most recent SEC daily yield was .57 on 8/7/20. My question, with JPST as a case study, is whether an investor can reasonably estimate upcoming YTM changes (or yield to some future date).
Much information is available at https://am.jpmorgan.com/us/en/asset-management/liq/. Investors can download the current portfolio of JPST, which helps but has gaps. For example, the portfolio includes two Tbond futures contracts that don't indicate unrealized gain or loss. One of them is the 5 year Tbond future for 9/20. The given details are contract size 100,000, par/shares -4911, and market value -USQ 2,655,481.04.
Is it possible to extract meaningful information from those details? JPMorgan couldn't explain it and said that's all the information they could offer.