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....
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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...
SAS Weekly Forecast, June 30, 2023: Negative 2-Year/10-Year Treasury Spread At 106 Basis Points
This week’s shift in the U.S. Treasury yield drove the negative 2-year/10-year Treasury spread to a negative 106 basis points....
SAS Weekly Forecast, June 23, 2023: Inverted Treasury Yields Near Certainty Through Year-End
This week’s simulation shows that the current negative 2-year/10-year Treasury yield spread is a near certainty to persist at...
SAS Weekly Forecast, June 16, 2023: A Pause After the Pause
This week’s simulation shows an interest rate outlook very similar to last week, a pause after the Fed’s pause in rate hikes....
SAS Weekly Forecast, June 2, 2023: Treasury Forward Rates Shift Down in Short-term Maturities
The resolution of the Treasury debt cap crisis has resulted in a significant downward shift in the U.S. Treasury forward rate...
SAS Weekly Forecast, May 26, 2023: Inverted Yield Streak Now Third Longest Since 1976
As of Friday, the current streak of trading days with a negative 2-year/10-year Treasury spread has reached 225 days, the third...
SAS Weekly Forecast, May 19, 2023: Inverted Yield Streak Tied for Third Longest Since 1976
As of Friday, the current streak of trading days with a negative 2-year/10-year Treasury spread has reached 220 days, tied with...
SAS Weekly Forecast, May 12, 2023: Steep Decline In 1-Month Forward Treasury Rates Imminent
Both implied forward Treasury 1-month bill rates and simulated 3-month bill rates show a sharp drop in the near term, especially...
SAS Weekly Forecast, May 5, 2023: Long-term 1-Month Forward Rate Peak Drops 0.22%
Both implied forward Treasury 1-month bill rates and simulated 3-month bill rates show much less volatility this week. A sharp...