Blogs
Dealing with Structural Evolution
Dealing with Structural Evolution NEW YORK: December 2, 2024: Equity markets have been behaving as if U.S. economic growth is...
SAS Weekly U.K. Gilt Yield and Pound Sterling Simulation, November 29, 2024: 1.7 Basis Points from Inverted Yields
Summary One month forward Gilt rates peak at 67% this week, compared to 5.72% the previous week. The 2-year/10-year United...
SAS Weekly Bund Yield and Euro Forecast, November 29, 2024: Median Scenario for the Euro 1 Year Forward 1.0288
Summary The 2-year/10-year Bund spread closed the week at a positive 149%, a change from 0.224% last week. As a result, today’s...
SAS Weekly Japanese Government Bond and Yen Simulation, November 29, 2024: 1-Month Forward Rates 3.58% at 30 Years Forward
Summary The median level for the yen-U.S. dollar exchange rate is 36 one year from now, compared to 163.28 last week, according...
SAS Weekly Treasury Forecast, November 29, 2024: Simulated Yields Reflect Large Decline in Current Yields
Summary Over the last week, Treasury 2 year yields moved to 4.13% this week from 4.37% last week. At 10 years, this week’s yield...
SAS Weekly Bund Yield and Euro Forecast, November 22, 2024: Upward Sloping Yield Curve Stabilizes
Summary The 2-year/10-year Bund spread closed the week at a positive 0.227%, a change from 0.224% last week. As a result,...
SAS Weekly U.K. Gilt Yield and Pound Sterling Forecast, November 22, 2024: 29.8% Probability of Inverted Yields in May
Summary One month forward Gilt rates peak at 5.72% this week, compared to 5.60% the previous week. The 2-year/10-year United...
SAS Weekly Treasury Forecast, November 22, 2024: 4 Basis Points from Inversion Again
Summary Over the last week, Treasury yields were up 0.06% at 2 years and down 0.02% at 10 years over the last week. As a result,...
SAS Weekly Japanese Government Bond and Yen Simulation, November 22, 2024: Median Yen-Dollar Exchange Rate 1 Year Forward 163.28
Summary The median level for the yen-U.S. dollar exchange rate is 163.28 one year from now, compared to 161.65 last week,...
SAS Weekly Bund Yield and Euro Forecast, November 15, 2024: Median Euro/U.S. Dollar Spot Exchange Rate 1.03 One Year Forward
Summary The 2-year/10-year Bund spread closed the week at a positive 22.4 basis points, a change from 18.3 basis points last...
SAS Weekly U.K. Gilt Yield and Pound Sterling Forecast, November 15, 2024: Flirtation with Inverted Yields Continues
Summary One month forward Gilt rates peak at 60% this week, compared to 5.75% the previous week. The 2-year/10-year United...
SAS Weekly Treasury Forecast, November 15, 2024: Long-run 1-Month Forward Rates Jump 0.20%
Summary Over the last week, Treasury yields were up 0.05% at 2 years and up 0.13% at 10 years over the last week. As a result,...