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...
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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...
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...
SAS Weekly Forecast, August 23, 2024: Powell Catches Up to This Simulation
Summary The Treasury curve was down 16 basis points at 2 years and was down 8 basis points at 10 years over the last week. As a...
SAS Weekly Forecast, August 16, 2024: Most Likely Range for 10-Year Treasury 10 Years Forward
Summary The Treasury curve was up 1 basis point at 2 years and was down 5 basis points at 10 years over the last week. The most...
SAS Weekly Forecast, August 9, 2024: Treasury 2-Year/10-Year Spread Wavering Just Under Water
Summary The Treasury curve was up 17 basis points at 2 years and was up 14 basis points at 10 years over the last week. As a...
SAS Weekly Forecast, August 2, 2024: The End of Inverted Treasury Yields is Near. Again.
Summary The Treasury curve was down 48 basis points at 2 years and was down 40 basis points at 10 years over the last week. As a...