Summary The inverted Bund yields continued this week with the negative 2-year/10-year yield spread at negative 42.2 basis...
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SAS Weekly Bund Yield Forecast, October 27, 2023: 48.7% Probability Inverted Yields End in April
Summary The probability of a quick end to inverted Bund yields rose slightly this week as the current negative 2-year/10-year...
SAS Weekly Bund Yield Forecast, October 20, 2023: 45.6% Chance Inverted Yields are Gone by April
Summary The probability of a quick end to inverted Bund yields bounced back up this week as the current negative 2-year/10-year...
SAS Weekly Bund Yield Forecast, October 13, 2023: Negative 2-Year/10-Year Spreads Remain Volatile
Summary The current negative 2-year/10-year yield spread widened to negative 40.9 basis points from negative 23.0 basis points...
SAS Weekly Bund Yield Forecast, October 6, 2023: End of Inverted Yields by April is a Coin Flip
Summary The probability of a quick end to inverted Bund yields jumped up as the current negative 2-year/10-year yield spread...
SAS Weekly Bund Yield Forecast, September 22, 2023: 25.9% Chance Inverted Yields are Gone by March
Summary The probability of a quick end to inverted Bund yields bounced back up this week as the current negative 2-year/10-year...
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...