Summary One-month forward Gilt rates peaked at 6.38% this week, compared to 6.48% the previous week. The 2-year/10-year United...
CONNECT ME
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 Japanese Government Bond and Yen Simulation, March 21, 2025: Term Premium for 10 Years and Under Approaching Normal Levels
Summary The median level for the yen-U.S. dollar exchange rate is 150.31 one year from now, compared to 149.80 last week,...
SAS Weekly U.K. Gilt Yield and Pound Sterling Simulation, March 14, 2025: One-Month Forward Rate Peak Up to 6.48%
Summary One-month forward Gilt rates peaked at 6.48% this week, compared to 6.21% the previous week. The 2-year/10-year United...
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 Japanese Government Bond and Yen Simulation, March 14, 2025: Measuring the Implications of a Steeper Yield Curve
Summary The median level for the yen-U.S. dollar exchange rate is 149.80 one year from now, compared to 150.35 last week,...
SAS Weekly U.K. Gilt Yield and Pound Sterling Simulation, March 7, 2025: One-Month Forward Rates Peak at 6.21%
Summary One-month forward Gilt rates peaked at 6.21% this week, compared to 6.11% the previous week. The 2-year/10-year United...
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 Japanese Government Bond and Yen Simulation, March 7, 2025: Median Scenario for the Yen 1 Year Forward is 150.35
Summary The median level for the yen-U.S. dollar exchange rate is 150.35 one year from now, compared to 154.14 last week,...
SAS Weekly Treasury Simulation, March 7, 2025: Long-run 1-Month Forward Rates Up 0.22%
Summary Treasury 2-year yields moved to 3.99% this week from 3.99% last week. At 10 years, this week’s yield is 4.32%, compared...
SAS Weekly Japanese Government Bond and Yen Simulation, February 14, 2025: Measuring the Default Risk of Interest Rate Mismatches
Summary The median level for the yen-U.S. dollar exchange rate is 155.88 one year from now, compared to 160.71 last week,...
SAS Weekly Treasury Simulation, February 14, 2024: Most Likely Range for 10-Year Yield is 2% to 3% in 2035
Summary Treasury 2-year yields moved to 4.26% this week from 4.31% last week. At 10 years, this week’s yield is 4.47%, compared...