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...
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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...
How Well Do U.S. Treasury Yields Forecast Inflation? An Update Through September 30, 2024
October 7, 2024 Abstract The size of the term premium embedded in the current U.S. Treasury yield curve has been a major focus...
SAS Weekly Forecast, October 4, 2024: 2-Year/10-Year Treasury Spread Narrows to 5 Basis Points
Summary Treasury yields were up 0.38% at 2 years and were up 0.23% at 10 years over the last week. As a result, the current...
The Abrupt End of an Era
NEW YORK: October 1, 2024: September 2024 was a month for the history books. The Fed started its long-anticipated easing cycle...
SAS Weekly Forecast, September 27, 2024: Moving Slowly Toward a Normal Yield Curve
Summary Treasury yields were unchanged at 2 years and were up 2 basis points at 10 years over the last week. As a result, the...
SAS Weekly Forecast, September 20, 2024: Long-term Treasury Forward Rates Up 0.28%
Treasury yields were down 2 basis points at 2 years and were up 7 basis points at 10 years over the last week. As a result, the...
SAS Weekly Forecast, September 13, 2024: Treasury Yield Declines Continue
Summary Treasury yields were down 9 basis points at 2 years and were down 6 basis points at 10 years over the last week. As a...
SAS Weekly Forecast, September 6, 2024: 2-Year/10-Year Negative Treasury Streak is so Yesterday
Summary Treasury yields were down 25 basis points at 2 years and were down 19 basis points at 10 years over the last week. As a...
SAS Weekly Forecast, August 30, 2024: 2-Year/10-Year Negative Treasury Streak Ended August 26. What Now?
Summary The Treasury curve was up 1 basis point at 2 years and was up 10 basis points at 10 years over the last week. As a...
Reflections on Jackson Hole
NEW YORK: Sept. 3, 2024: Jackson Hole, Wyoming is a place of great beauty, as well as the site of the annual policy symposium...
SAS Weekly Forecast, August 23, 2024: Powell Catches Up to This Simulation
Summary The Treasury curve was down 16 basis points at 2 years and was down 8 basis points at 10 years over the last week. As a...