Summary The 2-year/10-year Bund spread closed the week at a positive 0.786%, a change from 0.778% last week. As a result,...
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SAS Weekly Bund Yield and Euro Simulation, April 11, 2025: Median Scenario for the Euro at 1.1159 One Year Forward
Summary The 2-year/10-year Bund spread closed the week at a positive 0.778%, a change from 0.743% last week. As a result,...
SAS Weekly Bund Yield and Euro Simulation, April 4, 2025: Median Scenario for the Euro at 1.0918 One Year Forward
Summary The 2-year/10-year Bund spread closed the week at a positive 0.743%, a change from 0.713% last week. As a result,...
SAS Weekly Bund Yield and Euro Simulation, March 28, 2025: Correlation of 10-Year Bunds and Treasuries 1 Year Forward is 43.93%
Summary The 2-year/10-year Bund spread closed the week at a positive 0.713%, a change from 0.631% last week. As a result,...
SAS Weekly Bund Yield and Euro Simulation, March 21, 2025: Median Scenario One Year Forward for the Euro is 1.0855
Summary The 2-year/10-year Bund spread closed the week at a positive 0.631%, a change from 0.692% last week. As a result,...
SAS Weekly Bund Yield and Euro Simulation, March 14, 2025: Median Euro Exchange Rate 1.0894 One Year Forward
Summary The 2-year/10-year Bund spread closed the week at a positive 0.692%, a change from 0.585% last week. As a result,...
SAS Weekly Bund Yield and Euro Simulation, March 7, 2025: Median Euro Exchange Rate 1.0599 One Year Forward
Summary The 2-year/10-year Bund spread closed the week at a positive 0.585%, a change from 0.378% last week. As a result,...
SAS Weekly Bund Yield and Euro Forecast, January 31, 2025: Term Premium Well Below US Treasury Levels
Summary The 2-year/10-year Bund spread closed the week at a positive 0.339%, a change from 0.254% last week. As a result,...
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 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...