Summary The most likely range for 3-month bill yields falls to the 1% to 2% range within 30 months according to this week’s...
CONNECT ME
SAS Weekly Treasury Simulation, August 8, 2025: Measuring the Default Risk of Going Long and Borrowing Short
Summary The most likely range for 3-month bill yields is the 1% to 2% range, unchanged from last week. The probability of being...
SAS Weekly Treasury Simulation, August 1, 2025: Peak in One-Month Forward Treasuries Drops 0.06% to 5.91%
Summary The most likely range for 3-month bill yields is the 1% to 2% range, unchanged from last week. The probability of being...
SAS Weekly Treasury Simulation, July 25, 2025: Peak in One-Month Forward Treasuries Drops 0.24% to 5.97%
Summary The most likely range for 3-month bill yields is the 1% to 2% range, unchanged from last week. The probability of being...
SAS Weekly Treasury Simulation, July 18, 2025: Peak in One-Month Forward Treasuries Up 0.10% to 6.21%
Summary The most likely range for 3-month bill yields is the 1% to 2% range, unchanged from last week. The probability of being...
SAS Weekly Treasury Simulation, July 11, 2025: Peak in One-Month Forward Treasuries Jumps 0.18% to 6.11%
Summary The most likely range for 3-month bill yields is the 1% to 2% range, unchanged from last week. The probability of being...
SAS Weekly Treasury Simulation, July 3, 2025: Most Likely Level for 3-Month Bill Rate in Ten Years Steady at the 1% to 2% Range
Summary The most likely range for 3-month bill yields is the 1% to 2% range, unchanged from last week. The probability of being...
SAS Weekly Treasury Simulation, June 20, 2025: Peak in One-Month Forward Rates Up 0.14% to 6.16%
Summary The most likely range for 3-month bill yields is the 0% to 1% range, unchanged from last week. Treasury 2-year yields...
SAS Weekly Treasury Simulation, June 13, 2025: Most Likely Range for Three-Month Bill Rate in 10 Years Drops One Percent
Summary The most likely range for 3-month bill yields is the 0% to 1% range, down from the 1% to 2% range last week. Treasury...
SAS Weekly Treasury Simulation, June 6, 2025: Peak in One-Month Forward Rates Drops 0.29%
Summary The most likely range for 3-month bill yields is again the 1% to 2% range, now 45 basis points more likely than the 0%...
SAS Weekly Treasury Simulation, May 30, 2025: Most Likely Range for 10-Year Yield in 2035 Is 2% to 3%
Summary The most likely range for 3-month bill yields is again the 1% to 2% range, just 22 basis points more likely than the 0%...
SAS Weekly Bund Yield and Euro Simulation, May 23, 2025: Median Scenario for the Euro at 1.1121 One Year Forward
Summary The 2-year/10-year Bund spread closed the week at a positive 0.802%, a change from 0.7385% last week. As a result,...