Summary The inverted Bund yields continued this week with the negative 2-year/10-year yield spread at negative 32.4 basis points...
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SAS Weekly Forecast, July 12, 2024: End of Negative Treasury Spread in January is a Toss-Up
Summary The Treasury curve was down 15 basis points at 2 years and was down 10 basis points at 10 years over the last week. As a...
SAS Weekly Bund Yield and FX Forecast, July 5, 2024: Pricing Currency Options to Maturities of 30 Years
Summary The inverted Bund yields continued this week with the negative 2-year/10-year yield spread at negative 36.2 basis points...
SAS Weekly Forecast, July 5, 2024: Most Likely 10-Year Treasury Yield Range in 2034 is 2% to 3%
Summary The Treasury curve was down 11 basis points at 2 years and was down 8 basis points at 10 years over the last week. As a...
SAS Weekly Forecast, June 28, 2024: Treasury 2-Year/10-Year Spread Narrows to Negative 0.35%
Summary The Treasury curve was up 1 basis point at 2 years and was up 11 basis points at 10 years over the last week. As a...
SAS Weekly Bund Yield and FX Forecast, June 28, 2024: One More Step Toward a Flat Yield Curve
Summary The inverted Bund yields continued this week with the negative 2-year/10-year yield spread at negative 32.3 basis points...
SAS Weekly Forecast, June 21, 2024: Negative Treasury 2-Year/10-Year Spread Streak Now 492 Days
Summary The Treasury curve was up 3 basis points at 2 years and was up 5 basis points at 10 years over the last week. As a...
SAS Weekly Bund Yield and FX Forecast, June 21, 2024: Short End Down, Long End Up
Summary The inverted Bund yields continued this week with the negative 2-year/10-year yield spread at negative 37.4 basis points...
SAS Weekly Treasury Forecast, June 14, 2024: Waiting for the Fed
Summary The Treasury curve was down 20 basis points at 2 years and was down 23 basis points at 10 years over the last week. As a...
SAS Weekly Bund Yield and FX Forecast, June 14, 2024: End of Negative Bund Spreads by December is 36% Probability
Summary The inverted Bund yields continued this week with the negative 2-year/10-year yield spread at negative 39.2 basis points...
SAS Weekly Bund Yield and FX Forecast, June 7, 2024: Negativity Breeds Discontent
Summary The inverted Bund yields continued this week with the negative 2-year/10-year yield spread at negative 45.9 basis points...
SAS Weekly Forecast, June 7, 2024: Probability of Negative Treasury Spreads Looking Forward Up to 74.2%
Summary The Treasury curve was down 2 basis points at 2 years and was down 8 basis points at 10 years over the last week. As a...