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...
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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 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 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 Forecast, October 20, 2023: The End of Inverted Yields is Near
Summary The probability that the 2-year/10-year Treasury spread is still negative in the 13 weeks ending April 19, 2024 is down...
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 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...