Summary The 2-year/10-year Bund spread closed the week at a positive 0.339%, a change from 0.254% last week. As a result,...
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SAS Weekly Treasury Simulation, January 31, 2024: Term Premium for Going Long is Significant
Summary Treasury 2-year yields moved to 4.22% this week from 4.27% last week. At 10 years, this week’s yield is 4.58%, compared...
SAS Weekly Japanese Government Bond and Yen Simulation, January 31, 2025: 10 Year and Under Term Premium Begins to Widen
Summary The median level for the yen-U.S. dollar exchange rate is 159.88 one year from now, compared to 161.76 last week,...
SAS Weekly U.K. Gilt Yield and Pound Sterling Simulation, January 24, 2025: Most Likely Range for Short Rate in 10 Years Up One Percentage Point
Summary One-month forward Gilt rates peaked at 6.27% this week, compared to 6.16% the previous week. The 2-year/10-year United...
SAS Weekly Bund Yield and Euro Forecast, January 24, 2025: Median Scenario for the Euro is 1.0599 One Year Forward
Summary The 2-year/10-year Bund spread closed the week at a positive 0.254%, a change from 0.28% last week. As a result, today’s...
SAS Weekly Treasury Forecast, January 24, 2024: 46.71% Default Probability for a Bank Holding 10-Year Treasuries with 5% Equity
Summary Over the last week, Treasury 2-year yields moved to 4.27% this week from 4.29% last week. At 10 years, this week’s yield...
SAS Weekly Japanese Government Bond and Yen Simulation, January 24, 2025: Median Yen/Dollar Exchange Rate 161.76 One Year Forward
Summary The median level for the yen-U.S. dollar exchange rate is 161.76 one year from now, compared to 164.55 last week,...
SAS Weekly U.K. Gilt Yield and Pound Sterling Simulation, January 17, 2025: Median Pound/Dollar Exchange Rate 1.2155 One Year Forward
Summary One-month forward Gilt rates peaked at 6.16% this week, compared to 6.25% the previous week. The 2-year/10-year United...
SAS Weekly Japanese Government Bond and Yen Simulation, January 17, 2025: 27.3% Correlation with U.S. Treasury Yields at 10 Years
Summary The median level for the yen-U.S. dollar exchange rate is 164.51 one year from now, compared to 167.20 last week,...
SAS Weekly U.K. Gilt Yield and Pound Sterling Simulation, January 10, 2025: One-month Forward Gilt Rate Peak Up to 6.25%
Summary One-month forward Gilt rates peaked at 6.25% this week, compared to 6.18% the previous week. The 2-year/10-year United...
SAS Weekly Japanese Government Bond and Yen Simulation, January 10, 2025: Term Premium for 10 Years and Under Starts to Widen
Summary The median level for the yen-U.S. dollar exchange rate is 167.20 one year from now, compared to 168.21 last week,...
SAS Weekly Treasury Forecast, January 10, 2024: Most Likely Range for 3-Month Bills On a Knife Edge, 0% to 1% or 1% to 2%?
Summary Over the last week, Treasury 2-year yields moved to 4.4% this week from 4.28% last week. At 10 years, this week’s yield...