Summary The probability that the 2-year/10-year Treasury spread is still negative in the 13 weeks ending April 19, 2024 is down...
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SAS Weekly Bund Yield Forecast, October 13, 2023: Negative 2-Year/10-Year Spreads Remain Volatile
Summary The current negative 2-year/10-year yield spread widened to negative 40.9 basis points from negative 23.0 basis points...
SAS Weekly Forecast, October 13, 2023: Waiting for the Drop
Summary The long-term peak in 1-month forward Treasuries is now 5.97%, down 0.20% from last week but well above the near-term...
SAS Weekly Bund Yield Forecast, October 6, 2023: End of Inverted Yields by April is a Coin Flip
Summary The probability of a quick end to inverted Bund yields jumped up as the current negative 2-year/10-year yield spread...
SAS Weekly Forecast, October 6, 2023: This Inverted Yield Streak is Nearly Over
Summary The long-term peak in 1-month forward Treasuries is now 6.17%, well above the near-term peak at 5.61%. The simulated...
SAS Weekly Forecast, September 29, 2023: 1-Month Forward Treasuries Peak at 5.95%, Up 0.37%
Summary The long-term peak in 1-month forward Treasuries is now 5.95%, well above the near-term peak at 5.54%. That is an...
SAS Weekly Bund Yield Forecast, September 22, 2023: 25.9% Chance Inverted Yields are Gone by March
Summary The probability of a quick end to inverted Bund yields bounced back up this week as the current negative 2-year/10-year...
SAS Weekly Forecast, September 22, 2023: 1-Month Forward Treasuries Peak at 5.58% in 2039
Summary The long-term peak in 1-month forward Treasuries is now 5.58%, just above the near-term peak at 5.54%. The simulated...
SAS Weekly Bund Yield Forecast, September 15, 2023: Delayed Gratification
Summary The probability of a quick end to inverted Bund yields dropped substantially this week as the current negative...
SAS Weekly Forecast, September 15, 2023: 1-Month Forward Treasuries Range from 4% to 6% for 20 Years
Summary The level of 1-month forward rates implied by the current Treasury yield curve ranges from 4% to 6% for 20 years. The...
SAS Weekly Euro Zone Forecast, September 8, 2023: Short-term and Long-term Forward Rate Peaks 2 Basis Points Apart
Summary 28-day Bund forward rate peaks in the short-term (3.63%) and long-term (3.61%) moved closer together this week. This...
SAS Weekly Forecast, September 8, 2023: Long-term U.S.Treasury Forward Rate Peak Near Short-term Peak
Summary The long-term peak in forward rates, at 5.48%, remains close to the short-term peak of 5.53%. The streak of negative...