Summary The probability that the 2-year/10-year Treasury spread is still negative in the 13 weeks ending May 24, 2024 is 73.6%,...
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SAS Weekly Forecast, November 17, 2023: Forward Treasury Peak Down 0.14%
Summary The probability that the 2-year/10-year Treasury spread is still negative in the 13 weeks ending May 17, 2024 is 72.6%,...
SAS Weekly Forecast, November 10, 2023: Negative Treasury Spreads for Longer
Summary The probability that the 2-year/10-year Treasury spread is still negative in the 13 weeks ending May 10, 2024 moved up...
SAS Weekly Forecast, November 3, 2023: Negative Treasury Spread Wavers
Summary The probability that the 2-year/10-year Treasury spread is still negative in the 13 weeks ending May 3, 2024 moved up to...
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 Forecast, October 27, 2023: Waiting for the End of Inverted Yields
Summary The probability that the 2-year/10-year Treasury spread is still negative in the 13 weeks ending April 26, 2024 is down...
SAS Weekly Forecast, October 20, 2023: The End of Inverted Yields is Near
Summary The probability that the 2-year/10-year Treasury spread is still negative in the 13 weeks ending April 19, 2024 is down...
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 Forecast, October 13, 2023: Waiting for the Drop
Summary The long-term peak in 1-month forward Treasuries is now 5.97%, down 0.20% from last week but well above the near-term...
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 Forecast, March 31, 2023: Long-run Peak in Treasury Forward Rates Drops 11 Basis Points
We show below that the long-run peak in U.S. 1-month forward rates dropped this week from 4.85% to 4.74%. The probability that...