October 7, 2024 Abstract The size of the term premium embedded in the current U.S. Treasury yield curve has been a major focus...
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SAS Weekly Forecast, October 4, 2024: 2-Year/10-Year Treasury Spread Narrows to 5 Basis Points
Summary Treasury yields were up 0.38% at 2 years and were up 0.23% at 10 years over the last week. As a result, the current...
SAS Weekly Forecast, September 27, 2024: Moving Slowly Toward a Normal Yield Curve
Summary Treasury yields were unchanged at 2 years and were up 2 basis points at 10 years over the last week. As a result, the...
SAS Weekly Forecast, September 20, 2024: Long-term Treasury Forward Rates Up 0.28%
Treasury yields were down 2 basis points at 2 years and were up 7 basis points at 10 years over the last week. As a result, the...
SAS Weekly Forecast, September 6, 2024: 2-Year/10-Year Negative Treasury Streak is so Yesterday
Summary Treasury yields were down 25 basis points at 2 years and were down 19 basis points at 10 years over the last week. As a...
SAS Weekly Forecast, August 30, 2024: 2-Year/10-Year Negative Treasury Streak Ended August 26. What Now?
Summary The Treasury curve was up 1 basis point at 2 years and was up 10 basis points at 10 years over the last week. As a...
SAS Weekly Forecast, August 23, 2024: Powell Catches Up to This Simulation
Summary The Treasury curve was down 16 basis points at 2 years and was down 8 basis points at 10 years over the last week. As a...
SAS Weekly Japanese Government Bond and Yen Outlook: August 16, 2024: A Striking Contrast to Treasuries and Bunds
Summary The term premium in the Japanese Government Bond yield curve is close to zero for the first 10 years, but it increases...
SAS Weekly Forecast, August 16, 2024: Most Likely Range for 10-Year Treasury 10 Years Forward
Summary The Treasury curve was up 1 basis point at 2 years and was down 5 basis points at 10 years over the last week. The most...
SAS Weekly Forecast, August 9, 2024: Treasury 2-Year/10-Year Spread Wavering Just Under Water
Summary The Treasury curve was up 17 basis points at 2 years and was up 14 basis points at 10 years over the last week. As a...
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 Forecast, August 2, 2024: The End of Inverted Treasury Yields is Near. Again.
Summary The Treasury curve was down 48 basis points at 2 years and was down 40 basis points at 10 years over the last week. As a...