Summary The Treasury curve moved down 8 basis points at 2 years and down 2 basis points at 10 years over the last week. As a...
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SAS Weekly Forecast, December 22, 2023: 54 Trading Days from a Record Inverted Yield Streak
Summary The Treasury curve moved down 13 basis points at 2 years and down 1 basis point at 10 years over the last week. As a...
SAS Weekly Forecast, December 15, 2023: Now Nearing the Longest Inverted Yield Streak
Summary The Treasury curve moved down 27 basis points at 2 years and down 32 basis points at 10 years over the last week. As a...
SAS Weekly Forecast, December 8, 2023: Treasuries Twist and Shout
Summary The Treasury curve moved up in the medium term and down on the long end this week. The probability that the...
SAS Weekly Forecast, December 1, 2023: Forward Treasury Peak Down 0.10%
Summary The probability that the 2-year/10-year Treasury spread is still negative in the 13 weeks ending May 31, 2024 is 61.5%,...
SAS Weekly Forecast, November 24, 2023: 10-year Treasury Most Likely Range in 10 years is 2% to 3%
Summary The probability that the 2-year/10-year Treasury spread is still negative in the 13 weeks ending May 24, 2024 is 73.6%,...
SAS Weekly Forecast, November 17, 2023: Forward Treasury Peak Down 0.14%
Summary The probability that the 2-year/10-year Treasury spread is still negative in the 13 weeks ending May 17, 2024 is 72.6%,...
SAS Weekly Forecast, November 10, 2023: Negative Treasury Spreads for Longer
Summary The probability that the 2-year/10-year Treasury spread is still negative in the 13 weeks ending May 10, 2024 moved up...
SAS Weekly Forecast, November 3, 2023: Negative Treasury Spread Wavers
Summary The probability that the 2-year/10-year Treasury spread is still negative in the 13 weeks ending May 3, 2024 moved up to...
SAS Weekly Bund Yield Forecast, October 27, 2023: 48.7% Probability Inverted Yields End in April
Summary The probability of a quick end to inverted Bund yields rose slightly this week as the current negative 2-year/10-year...
SAS Weekly Forecast, October 27, 2023: Waiting for the End of Inverted Yields
Summary The probability that the 2-year/10-year Treasury spread is still negative in the 13 weeks ending April 26, 2024 is down...
SAS Weekly Bund Yield Forecast, October 20, 2023: 45.6% Chance Inverted Yields are Gone by April
Summary The probability of a quick end to inverted Bund yields bounced back up this week as the current negative 2-year/10-year...