Summary Over the last week, Treasury yields were up 0.05% at 2 years and down 0.07% at 10 years over the last week. As a result,...
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SAS Weekly U.K. Gilt Yield and Pound Sterling Forecast, November 8, 2024: On the Verge of an Inversion
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...
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 Japanese Government Bond and Yen Simulation, October 25, 2024: Median Scenario 158 Yen Per Dollar in One Year
Summary The term premium in the Japanese Government Bond yield curve continues to be close to zero for the first 10 years, but...
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...