Summary One-month forward Gilt rates peak at 5.60% this week, up 0.23% from the previous week. The 2-year/10-year United Kingdom...
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SAS Weekly Treasury Forecast, October 25, 2024: “Higher for Longer” is Back
Summary Over the last week, Treasury yields were up 0.16% at 2 years and up 0.17% at 10 years over the last week. As a result,...
SAS Weekly Bund Yield and Euro Forecast, October 25, 2024: Median Outlook for the Euro One Year Forward is 1.0466
Summary The 2-year/10-year Bund spread closed the week at a positive 15.1 basis points, up from 7.1 basis points last week. As...
SAS Weekly Japanese Government Bond and Yen Simulation, October 25, 2024: Median Scenario 158 Yen Per Dollar in One Year
Summary The term premium in the Japanese Government Bond yield curve continues to be close to zero for the first 10 years, but...
SAS Weekly U.K. Gilt Yield and Pound Sterling Forecast, October 18, 2024: A Major Twist in Forward Rates
Summary One month forward Gilt rates showed a major twist this week with intermediate maturities down 0.40% and the longest term...
SAS Weekly Bund Yield and Euro Forecast, October 18, 2024: Peak Forward Rates Up 0.29%
Summary The 2-year/10-year Bund spread closed the week at a positive 8.0 basis points, up from 2.7 basis points last week. As a...
SAS Weekly Treasury Forecast, October 18, 2024: Introducing HJM++ Multinational Yield and FX Simulations
Summary During a rare quiet period, Treasury yields were unchanged at 2 years and 10 years over the last week. As a result, the...
SAS Weekly Japanese Government Bond and Yen Simulation, October 18, 2024: Near Zero Term Premium Out to 10 Years
Summary The term premium in the Japanese Government Bond yield curve continues to be close to zero for the first 10 years, but...
SAS Weekly U.K. Gilt Yield and Pound Sterling Forecast, October 11, 2024: Probability of Inverted Yields at 26.4%
Summary The 2-year/10-year United Kingdom Gilt spread closed the week at a positive 4.3 basis points. As a result, today’s...
SAS Weekly Bund Yield and Euro Forecast, October 11, 2024: 22% Probability of a Return to Inverted Yields
Summary The 2-year/10-year Bund spread closed the week at a positive 2.7 basis points. As a result, today’s simulation shows...
SAS Weekly Treasury Forecast, October 11, 2024: Long-term Forward Rates Jump 0.25%
Summary Treasury yields were up 0.02% at 2 years and were up 0.10% at 10 years over the last week. As a result, the current...
SAS Weekly Japanese Government Bond and Yen Simulation, October 11, 2024: A Return to Normal?
Summary The term premium in the Japanese Government Bond yield curve is close to zero for the first 10 years, but it increases...