Summary The probability of a quick end to inverted Bund yields jumped up as the current negative 2-year/10-year yield spread...
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SAS Weekly Forecast, October 6, 2023: This Inverted Yield Streak is Nearly Over
Summary The long-term peak in 1-month forward Treasuries is now 6.17%, well above the near-term peak at 5.61%. The simulated...
SAS Weekly Forecast, September 29, 2023: 1-Month Forward Treasuries Peak at 5.95%, Up 0.37%
Summary The long-term peak in 1-month forward Treasuries is now 5.95%, well above the near-term peak at 5.54%. That is an...
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 Forecast, September 22, 2023: 1-Month Forward Treasuries Peak at 5.58% in 2039
Summary The long-term peak in 1-month forward Treasuries is now 5.58%, just above the near-term peak at 5.54%. The simulated...
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 Forecast, September 15, 2023: 1-Month Forward Treasuries Range from 4% to 6% for 20 Years
Summary The level of 1-month forward rates implied by the current Treasury yield curve ranges from 4% to 6% for 20 years. The...
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 Forecast, September 1, 2023: Long-term U.S.Treasury Forward Rate Peak Exceeds Near-term Peak
This week’s twist in the U.S. Treasury 1-month forward rate curve reveals an important stepping stone toward normal yields. The...
SAS Weekly Forecast, July 21, 2023: Inverted Yield Streak 16 Days from Second Longest Since 1976
The streak of negative 2-year/10-year Treasury spreads has now reached 262 trading days, 16 trading days from the second longest...
SAS Weekly Forecast, April 28, 2023: Treasury Debt Cap Distortion Moderates
Both implied forward Treasury 1-month bill rates and simulated 3-month bill rates show high volatility and a sharp downshift,...
SAS Weekly Forecast, April 14, 2023: Two Years of Short-term Treasury Volatility
Both implied forward Treasury 1-month bill rates and simulated 3-month bill rates show high volatility and a sharp downshift,...