Summary Over the last week, Treasury 2-year yields moved to 4.1% this week from 4.15% last week. At 10 years, this week’s yield...
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SAS Weekly Treasury Forecast, November 29, 2024: Simulated Yields Reflect Large Decline in Current Yields
Summary Over the last week, Treasury 2 year yields moved to 4.13% this week from 4.37% last week. At 10 years, this week’s yield...
SAS Weekly Treasury Forecast, November 22, 2024: 4 Basis Points from Inversion Again
Summary Over the last week, Treasury yields were up 0.06% at 2 years and down 0.02% at 10 years over the last week. As a result,...
SAS Weekly Treasury Forecast, November 15, 2024: Long-run 1-Month Forward Rates Jump 0.20%
Summary Over the last week, Treasury yields were up 0.05% at 2 years and up 0.13% at 10 years over the last week. As a result,...
SAS Weekly Treasury Forecast, November 8, 2024: 4 Basis Points from Inversion
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,...
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 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 Treasury Forecast, October 18, 2024: Introducing HJM++ Multinational Yield and FX Simulations
Summary During a rare quiet period, Treasury yields were unchanged at 2 years and 10 years over the last week. As a result, the...
SAS Weekly Bund Yield and Euro Forecast, October 11, 2024: 22% Probability of a Return to Inverted Yields
Summary The 2-year/10-year Bund spread closed the week at a positive 2.7 basis points. As a result, today’s simulation shows...
SAS Weekly Treasury Forecast, October 11, 2024: Long-term Forward Rates Jump 0.25%
Summary Treasury yields were up 0.02% at 2 years and were up 0.10% at 10 years over the last week. As a result, the current...
How Well Do U.S. Treasury Yields Forecast Inflation? An Update Through September 30, 2024
October 7, 2024 Abstract The size of the term premium embedded in the current U.S. Treasury yield curve has been a major focus...
SAS Weekly Forecast, October 4, 2024: 2-Year/10-Year Treasury Spread Narrows to 5 Basis Points
Summary Treasury yields were up 0.38% at 2 years and were up 0.23% at 10 years over the last week. As a result, the current...