Summary The 2-year/10-year Bund spread closed the week at a positive 15.1 basis points, up from 7.1 basis points last week. As...
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SAS Weekly Bund Yield and Euro Forecast, October 18, 2024: Peak Forward Rates Up 0.29%
Summary The 2-year/10-year Bund spread closed the week at a positive 8.0 basis points, up from 2.7 basis points last week. As a...
SAS Weekly Treasury Forecast, October 18, 2024: Introducing HJM++ Multinational Yield and FX Simulations
Summary During a rare quiet period, Treasury yields were unchanged at 2 years and 10 years over the last week. As a result, the...
SAS Weekly Bund Yield and Euro Forecast, October 11, 2024: 22% Probability of a Return to Inverted Yields
Summary The 2-year/10-year Bund spread closed the week at a positive 2.7 basis points. As a result, today’s simulation shows...
SAS Weekly Bund Yield and FX Forecast, August 2, 2024: Lower More Quickly
Summary The inverted Bund yields continued this week with the negative 2-year/10-year yield spread at negative 17.4 basis points...
SAS Weekly Bund Yield and FX Forecast, July 26, 2024: Predicting the End of Negative 2/10 Bund Spreads
Summary The inverted Bund yields continued this week with the negative 2-year/10-year yield spread at negative 27.3 basis points...
SAS Weekly Bund Yield and FX Forecast, July 19, 2024: Predicting Most Likely 10-Year Bund Yield Range In 2034
Summary The inverted Bund yields continued this week with the negative 2-year/10-year yield spread at negative 31.4 basis points...
SAS Weekly Bund Yield and FX Forecast, July 12, 2024: Long-term Yields Shift Down
Summary The inverted Bund yields continued this week with the negative 2-year/10-year yield spread at negative 32.4 basis points...
SAS Weekly Bund Yield and FX Forecast, July 5, 2024: Pricing Currency Options to Maturities of 30 Years
Summary The inverted Bund yields continued this week with the negative 2-year/10-year yield spread at negative 36.2 basis points...
SAS Weekly Bund Yield and FX Forecast, June 28, 2024: One More Step Toward a Flat Yield Curve
Summary The inverted Bund yields continued this week with the negative 2-year/10-year yield spread at negative 32.3 basis points...
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 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...