Summary The Treasury curve was up 3 basis points at 2 years and was up 5 basis points at 10 years over the last week. As a...
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SAS Weekly Bund Yield and FX Forecast, June 21, 2024: Short End Down, Long End Up
Summary The inverted Bund yields continued this week with the negative 2-year/10-year yield spread at negative 37.4 basis points...
SAS Weekly Treasury Forecast, June 14, 2024: Waiting for the Fed
Summary The Treasury curve was down 20 basis points at 2 years and was down 23 basis points at 10 years over the last week. As a...
SAS Weekly Bund Yield and FX Forecast, June 14, 2024: End of Negative Bund Spreads by December is 36% Probability
Summary The inverted Bund yields continued this week with the negative 2-year/10-year yield spread at negative 39.2 basis points...
SAS Weekly Bund Yield and FX Forecast, June 7, 2024: Negativity Breeds Discontent
Summary The inverted Bund yields continued this week with the negative 2-year/10-year yield spread at negative 45.9 basis points...
SAS Weekly Forecast, June 7, 2024: Probability of Negative Treasury Spreads Looking Forward Up to 74.2%
Summary The Treasury curve was down 2 basis points at 2 years and was down 8 basis points at 10 years over the last week. As a...
SAS Weekly Bund Yield and FX Forecast, May 31, 2024: Most Likely 10-Year Bund Range in 10 Years is 1% to 2%
Summary The inverted Bund yields continued this week with the negative 2-year/10-year yield spread at negative 43.5 basis points...
SAS Weekly Forecast, May 31, 2024: Most Likely Range for 3-Month Treasury in 10 Years is 0% to 1%
Summary The Treasury curve was down 4 basis points at 2 years and was up 5 basis points at 10 years over the last week. As a...
SAS Weekly Forecast, May 24, 2024: 2-Year/10-Year Treasury Spread Widens and Treasury Forwards Flatten
Summary The Treasury curve was up 10 basis points at 2 years and was up 4 basis points at 10 years over the last week. As a...
SAS Weekly Bund Yield and FX Forecast, May 24, 2024: Forward Negative Spread Probability Up to 74.6%
Summary The inverted Bund yields continued this week with the negative 2-year/10-year yield spread at negative 50.5 basis points...
SAS Weekly Bund Yield Forecast, May 17, 2024, with FX Rates and Options Prices out to 30 Years
Summary The inverted Bund yields continued this week with the negative 2-year/10-year yield spread at negative 46.9 basis...
SAS Weekly Forecast, May 17, 2024: 2-Year/10-Year Treasury Spread Widens to Negative 0.41%
Summary The Treasury curve was down 4 basis points at 2 years and was down 8 basis points at 10 years over the last week. As a...