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...
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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...
SAS Weekly Forecast, September 27, 2024: Moving Slowly Toward a Normal Yield Curve
Summary Treasury yields were unchanged at 2 years and were up 2 basis points at 10 years over the last week. As a result, the...
SAS Weekly Forecast, September 20, 2024: Long-term Treasury Forward Rates Up 0.28%
Treasury yields were down 2 basis points at 2 years and were up 7 basis points at 10 years over the last week. As a result, the...
SAS Weekly Forecast, September 13, 2024: Treasury Yield Declines Continue
Summary Treasury yields were down 9 basis points at 2 years and were down 6 basis points at 10 years over the last week. As a...
SAS Weekly Forecast, September 6, 2024: 2-Year/10-Year Negative Treasury Streak is so Yesterday
Summary Treasury yields were down 25 basis points at 2 years and were down 19 basis points at 10 years over the last week. As a...
SAS Weekly Forecast, August 30, 2024: 2-Year/10-Year Negative Treasury Streak Ended August 26. What Now?
Summary The Treasury curve was up 1 basis point at 2 years and was up 10 basis points at 10 years over the last week. As a...