Summary Over the last week, Treasury 2-year yields moved to 4.4% this week from 4.28% last week. At 10 years, this week’s yield...
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SAS Weekly Treasury Forecast, January 3, 2024: Steepening Yield Slope is a Prelude to Lower Yields
Summary Over the last week, Treasury 2-year yields moved to 4.28% this week from 4.25% last week. At 10 years, this week’s yield...
SAS Weekly Treasury Simulation, December 13, 2024: One Month Forward Rates Jump 0.25% at Long Maturities
Summary Over the last week, Treasury 2-year yields moved to 4.25% this week from 4.1% last week. At 10 years, this week’s yield...
SAS Weekly Bund Yield and Euro Forecast, December 6, 2024: Median Scenario for the Euro 1.0301 One Year Forward
Summary The 2-year/10-year Bund spread closed the week at a positive 0.105%, a change from 0.224% last week. As a result,...
SAS Weekly Treasury Simulation, December 6, 2024: Still Hovering Near Inversion
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...
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...