This week’s 2-year/10-year Bund yield spread is a negative 66.5 basis points, compared to a negative 86.2 basis points last...
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SAS Weekly Forecast, July 7, 2023: Long-term Peak in 1-Month Treasury Forwards Up 0.19%
This week’s shift in the U.S. Treasury yield curve moved the long-term peak in 1-month Treasury forward rates up 0.19% to 5.10%....
SAS Weekly Euro Zone Forecast, June 30, 2023: Inverted Bund Yields Very Likely to Continue Well Into 2024
This week’s simulation shows that the current negative 2-year/10-year Bund yield spread currently a negative 86.2 bsis points,...
SAS Weekly Forecast, June 30, 2023: Negative 2-Year/10-Year Treasury Spread At 106 Basis Points
This week’s shift in the U.S. Treasury yield drove the negative 2-year/10-year Treasury spread to a negative 106 basis points....
SAS Weekly Euro Zone Forecast, June 23, 2023: Inverted Bund Yields Likely to Persist into 2024
This week’s simulation shows that the current negative 2-year/10-year Bund yield spread is very likely to persist at least...
SAS Weekly Forecast, June 23, 2023: Inverted Treasury Yields Near Certainty Through Year-End
This week’s simulation shows that the current negative 2-year/10-year Treasury yield spread is a near certainty to persist at...
SAS Weekly Forecast, June 16, 2023: A Pause After the Pause
This week’s simulation shows an interest rate outlook very similar to last week, a pause after the Fed’s pause in rate hikes....
SAS Weekly Forecast, June 9, 2023: A 14-Country Perspective on U.S. Treasury Yields
Beginning with this forecast, we benchmark the U.S. Treasury simulation on a database with seven times more data than U.S....
SAS Weekly Forecast, June 2, 2023: Treasury Forward Rates Shift Down in Short-term Maturities
The resolution of the Treasury debt cap crisis has resulted in a significant downward shift in the U.S. Treasury forward rate...
SAS Weekly Forecast, May 26, 2023: Inverted Yield Streak Now Third Longest Since 1976
As of Friday, the current streak of trading days with a negative 2-year/10-year Treasury spread has reached 225 days, the third...
SAS Weekly Forecast, May 19, 2023: Inverted Yield Streak Tied for Third Longest Since 1976
As of Friday, the current streak of trading days with a negative 2-year/10-year Treasury spread has reached 220 days, tied with...
SAS Weekly Forecast, May 12, 2023: Steep Decline In 1-Month Forward Treasury Rates Imminent
Both implied forward Treasury 1-month bill rates and simulated 3-month bill rates show a sharp drop in the near term, especially...