Summary One month forward Gilt rates peak at 5.75% this week, compared to 5.66% the previous week. The 2-year/10-year United...
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SAS Weekly Bund Yield and Euro Forecast, November 8, 2024: 19.7% Maximum Probability of Inverted Yields
Summary The 2-year/10-year Bund spread closed the week at a positive 18.3 basis points, a change from 13.3 basis points last...
SAS Weekly Japanese Government Bond and Yen Simulation, November 8, 2024: 1-Month Forward Rate is 3.47% at 30 Years
Summary The median level for the yen-U.S. dollar exchange rate is above 160 one year from now, compared to 158 last week,...
SAS Weekly Bund Yield and Euro Forecast, November 1, 2024: Most Likely Range for 10-year Bund Yields in 2034? 2% to 3%
Summary The 2-year/10-year Bund spread closed the week at a positive 13.3 basis points, down from 15.1 basis points last week....
SAS Weekly Treasury Forecast, November 1, 2024: Implications of a Flat Yield Curve
Summary Over the last week, Treasury yields were up 0.10% at 2 years and up 0.12% at 10 years. As a result, the current...
SAS Weekly Japanese Government Bond and Yen Simulation, November 1, 2024: Tracking the 10-year Yield to the 2% to 3% Range in 2034
Summary The median level for the yen-U.S. dollar exchange rate is above 160 one year from now, up from 158 last week, according...
SAS Weekly U.K. Gilt Yield and Pound Sterling Forecast, October 25, 2024: Peak in One Month Forward Rates Jumps 0.23%
Summary One-month forward Gilt rates peak at 5.60% this week, up 0.23% from the previous week. The 2-year/10-year United Kingdom...
SAS Weekly Treasury Forecast, October 25, 2024: “Higher for Longer” is Back
Summary Over the last week, Treasury yields were up 0.16% at 2 years and up 0.17% at 10 years over the last week. As a result,...
SAS Weekly Bund Yield and Euro Forecast, October 25, 2024: Median Outlook for the Euro One Year Forward is 1.0466
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...
SAS Weekly U.K. Gilt Yield and Pound Sterling Forecast, October 18, 2024: A Major Twist in Forward Rates
Summary One month forward Gilt rates showed a major twist this week with intermediate maturities down 0.40% and the longest term...
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...