Summary The Treasury curve moved up 12 basis points at 2 years and moved up 14 basis points at 10 years over the last week. As a...
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SAS Weekly Bund Yield Forecast, February 2, 2024: Median Simulated Value of the Euro Under 1.07 1 Year Forward
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 Forecast, February 2, 2024: Long-term Peak in 1-Month Forward Treasuries Drops 0.21%
Summary The Treasury curve moved up 2 basis points at 2 years and was down 12 basis points at 10 years over the last week. As a...
SAS Weekly Bund Yield Forecast, January 26, 2024: Negative 2-Year/10-Year Spread Narrows 0.10%
Summary The inverted Bund yields continued this week with the negative 2-year/10-year yield spread at negative 32.6 basis points...
SAS Weekly Forecast, January 26, 2024: 2-Year/10-year Treasury Spread Narrows to Negative 0.19%
Summary The Treasury curve moved down 5 basis points at 2 years and was unchanged at 10 years over the last week. As a result,...
SAS Weekly Bund Yield Forecast, January 19, 2024: 35.0% Probability Inverted Yields End by July 19
Summary The inverted Bund yields continued this week with the negative 2-year/10-year yield spread at negative 42.2 basis...
SAS Weekly Forecast, January 19, 2024: End of Negative Yield Spread within 6 Months is a Coin-Flip
Summary The Treasury curve moved up 25 basis points at 2 years and up 19 basis points at 10 years over the last week. As a...
SAS Weekly Forecast, January 12, 2024: End of Negative Treasury Spread within 6 Months is 59.5% Probability
Summary The Treasury curve moved down 26 basis points at 2 years and down 9 basis points at 10 years over the last week. As a...
SAS Weekly Forecast, January 5, 2024: Treasury Curve Up 17 to 18 Basis Points for 2-year and Longer Maturities
Summary The Treasury curve moved up 17 basis points at 2 years and up 17 basis points at 10 years over the last week. As a...
How Well Do U.S. Treasury Yields Forecast Inflation? An Update Through December 29, 2023
Donald R. van Deventer SAS Institute Inc. January 2, 2024 Abstract The size of the term premium embedded in the current U.S....
SAS Weekly Forecast, December 29, 2023: 2-Year/10-Year Treasury Spread Narrows to Negative 35 Basis Points
Summary The Treasury curve moved down 8 basis points at 2 years and down 2 basis points at 10 years over the last week. As a...
SAS Weekly Forecast, December 22, 2023: 54 Trading Days from a Record Inverted Yield Streak
Summary The Treasury curve moved down 13 basis points at 2 years and down 1 basis point at 10 years over the last week. As a...