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...
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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 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 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...
SAS Weekly Forecast, September 1, 2023: Long-term U.S.Treasury Forward Rate Peak Exceeds Near-term Peak
This week’s twist in the U.S. Treasury 1-month forward rate curve reveals an important stepping stone toward normal yields. The...
SAS Weekly Forecast, August 25, 2023: A Longer Wait for Positive Treasury Spreads
The streak of negative 2-year/10-year Treasury spreads has now reached 287 trading days, 9 trading days longer than the third...
SAS Weekly Forecast, August 11, 2023: 1 Day from Second Longest Streak of Negative 2-Year/10-Year Treasury Spreads
The streak of negative 2-year/10-year Treasury spreads has now reached 277 trading days, 1 trading day from the second longest...
SAS Weekly Forecast, August 4, 2023: Long-run Peak In Treasury 1-Month Forward Rates Up 0.20% to 5.28%
The current Treasury yield curve implies a long-run peak of 1-month Treasury forward rates at 5.28%, up 0.20% from last week....
SAS Weekly Forecast, July 28, 2023: Long-run Peak In Treasury 1-Month Forward Rates Jumps 0.15% to 5.08%
The current Treasury yield curve implies a long-run peak of 1-month Treasury forward rates at 5.08%, up 0.15% from last week....
How Well Do U.S. Treasury Yields Forecast Inflation? An Update Through June 30, 2023
Abstract The size of the term premium embedded in the current U.S. Treasury yield curve has been a major focus of research by...
SAS Weekly Forecast, July 21, 2023: Inverted Yield Streak 16 Days from Second Longest Since 1976
The streak of negative 2-year/10-year Treasury spreads has now reached 262 trading days, 16 trading days from the second longest...
SAS Weekly Forecast, July 14, 2023: Treasury Yield Declines Reverse Most of Prior Week’s Rise
This week’s U.S. Treasury yield curve shifts reversed most of the increase from the prior week. The long-term peak in 1-month...