Summary The probability of a quick end to inverted Bund yields bounced back up this week as the current negative 2-year/10-year...
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SAS Weekly Bund Yield Forecast, September 15, 2023: Delayed Gratification
Summary The probability of a quick end to inverted Bund yields dropped substantially this week as the current negative...
SAS Weekly Euro Zone Forecast, September 8, 2023: Short-term and Long-term Forward Rate Peaks 2 Basis Points Apart
Summary 28-day Bund forward rate peaks in the short-term (3.63%) and long-term (3.61%) moved closer together this week. This...
SAS Weekly Euro Zone Forecast, September 1, 2023: Short-term and Long-term Forward Rate Peaks Converging
Summary 28-day Bund forward rate peaks in the short-term (3.67%) and long-term (3.59%) moved closer together this week. This...
SAS Weekly Euro Zone Forecast, August 25, 2023: End of Inverted Bund Yields Delayed
Summary The Bund 2-year/10-year spread widened to a negative 47.8 basis points from negative 42.2 basis points last week As a...
SAS Weekly Euro Zone Forecast, August 18, 2023: Peak in Bund 1-Month Forward Rates Drops to 3.52%
Author’s Note This simulation has been done jointly with a U.S. Treasury yield simulation in a way that reflects the correlation...
SAS Weekly Euro Zone Forecast, August 11, 2023: 32.8% Probability that Negative 2-year/10-year Bund Spread Ends by February
Author’s Note This simulation has been done jointly with a U.S. Treasury yield simulation in a way that reflects the correlation...
SAS Weekly Euro Zone Forecast, August 4, 2023: 20.4% Probability that Negative 2-year/10-year Bund Spread Ends by February
Author’s Note This simulation has been done jointly with a U.S. Treasury yield simulation in a way that reflects the correlation...
SAS Weekly Euro Zone Forecast, July 28, 2023: Declining Bund Short Rates to Follow a Near-Term Peak
Author’s Note This simulation has been done jointly with a U.S. Treasury yield simulation in a way that reflects the correlation...
SAS Weekly Euro Zone Forecast, July 7, 2023: Higher Bund Yields and a Narrowing 2-year/10-year Bund Yield Spread
This week’s 2-year/10-year Bund yield spread is a negative 66.5 basis points, compared to a negative 86.2 basis points last...
SAS Weekly Euro Zone Forecast, June 30, 2023: Inverted Bund Yields Very Likely to Continue Well Into 2024
This week’s simulation shows that the current negative 2-year/10-year Bund yield spread currently a negative 86.2 bsis points,...
SAS Weekly Euro Zone Forecast, June 23, 2023: Inverted Bund Yields Likely to Persist into 2024
This week’s simulation shows that the current negative 2-year/10-year Bund yield spread is very likely to persist at least...