Summary The inverted Bund yields continued this week with the negative 2-year/10-year yield spread at negative 32.6 basis points...
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SAS Weekly Forecast, January 26, 2024: 2-Year/10-year Treasury Spread Narrows to Negative 0.19%
Summary The Treasury curve moved down 5 basis points at 2 years and was unchanged at 10 years over the last week. As a result,...
SAS Weekly Bund Yield Forecast, January 19, 2024: 35.0% Probability Inverted Yields End by July 19
Summary The inverted Bund yields continued this week with the negative 2-year/10-year yield spread at negative 42.2 basis...
SAS Weekly Forecast, January 19, 2024: End of Negative Yield Spread within 6 Months is a Coin-Flip
Summary The Treasury curve moved up 25 basis points at 2 years and up 19 basis points at 10 years over the last week. As a...
SAS Weekly Forecast, January 12, 2024: End of Negative Treasury Spread within 6 Months is 59.5% Probability
Summary The Treasury curve moved down 26 basis points at 2 years and down 9 basis points at 10 years over the last week. As a...
SAS Weekly Forecast, January 5, 2024: Treasury Curve Up 17 to 18 Basis Points for 2-year and Longer Maturities
Summary The Treasury curve moved up 17 basis points at 2 years and up 17 basis points at 10 years over the last week. As a...
Risks and Opportunities In The Year Ahead
NEW YORK, January 2, 2024: During the holidays, as I was going through old boxes in my garage, I discovered a treasure trove of...
How Well Do U.S. Treasury Yields Forecast Inflation? An Update Through December 29, 2023
Donald R. van Deventer SAS Institute Inc. January 2, 2024 Abstract The size of the term premium embedded in the current U.S....
SAS Weekly Forecast, December 29, 2023: 2-Year/10-Year Treasury Spread Narrows to Negative 35 Basis Points
Summary The Treasury curve moved down 8 basis points at 2 years and down 2 basis points at 10 years over the last week. As a...
Market Pricing Anticipates a Global Soft Landing
NEW YORK, December 4, 2023: Global stock markets recorded their best month in three years on hopes for interest rate cuts. ...
Expected Cumulative Defaults Up Sharply
NEW YORK, November 2, 2023: Markets continued to retreat in October, with a focus on the Federal Reserve and global geopolitical...
Year-to-Date Update: Where Are We Heading Now?
NEW YORK, October 3, 2023: Markets continued to back off in September, with all three major U.S. indexes logging declines....