US Treasury bond Archives - Page 9 of 49 - SAS Risk Data and Analytics

ABOUT THE AUTHOR

Donald R. Van Deventer, Ph.D.

Don founded Kamakura Corporation in April 1990 and currently serves as Co-Chair, Center for Applied Quantitative Finance, Risk Research and Quantitative Solutions at SAS. Don’s focus at SAS is quantitative finance, credit risk, asset and liability management, and portfolio management for the most sophisticated financial services firms in the world.

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SAS Weekly Forecast, May 3, 2024: Treasury Forward Rate Declines Offset Last Week’s Gains

May 6, 2024 | Donald R. Van Deventer, Ph.D., Press Releases

Summary The Treasury curve was down 15 basis points at 2 years and was down 17 basis points at 10 years over the last week. As a...

SAS Weekly Forecast, April 26, 2024: Long-term 1-Month Forward Rate Peak Up 0.12% to 5.54%

Apr 29, 2024 | Donald R. Van Deventer, Ph.D., Press Releases

Summary The Treasury curve was down 1 basis point at 2 years and was up 5 basis points at 10 years over the last week. As a...

SAS Weekly Forecast, April 19, 2024: Higher for 30 Years?

Apr 22, 2024 | Donald R. Van Deventer, Ph.D., Press Releases

Summary The Treasury curve was up 9 basis points at 2 years and was up 12 basis points at 10 years over the last week. As a...

SAS Weekly Forecast, April 12, 2024: Higher for Longer

Apr 15, 2024 | Donald R. Van Deventer, Ph.D., Press Releases

Summary The Treasury curve was up 15 basis points at 2 years and was up 11 basis points at 10 years over the last week. As a...

SAS Weekly Forecast, April 5, 2024: US Treasury Forward Rates Shift Up 16-23 Basis Points

Apr 8, 2024 | Donald R. Van Deventer, Ph.D., Press Releases

Summary The Treasury curve was up 14 basis points at 2 years and was up 19 basis points at 10 years over the last week. As a...

SAS Weekly Forecast, March 28, 2024: No End in Sight for Record Negative Treasury Spread Streak

Apr 1, 2024 | Donald R. Van Deventer, Ph.D., Press Releases

Summary The Treasury curve was unchanged at 2 years and was down 2 basis points at 10 years over the last week. As a result, the...

SAS Weekly Forecast, March 22, 2024: Record Negative Treasury Spread Streak Now 430 Trading Days

Mar 25, 2024 | Donald R. Van Deventer, Ph.D., Press Releases

Summary The Treasury curve moved down 13 basis points at 2 years and moved down 9 basis points at 10 years over the last week....

SAS Weekly Forecast, March 8, 2024: Record Negative Treasury Spread Streak Likely on Thursday

Mar 11, 2024 | Donald R. Van Deventer, Ph.D., Press Releases, RESEARCH

Summary The Treasury curve moved down 6 basis points at 2 years and was down 10 basis points at 10 years over the last week. As...

SAS Weekly Forecast, March 1, 2024: 7 Trading Days from a Record Negative Treasury Spread Streak

Mar 6, 2024 | Donald R. Van Deventer, Ph.D., Press Releases, RESEARCH

Summary The Treasury curve moved down 13 basis points at 2 years and was down 7 basis points at 10 years over the last week. As...

SAS Weekly Forecast, February 16, 2024: 18 Trading Days from a Record Negative Treasury Spread Streak

Feb 19, 2024 | Donald R. Van Deventer, Ph.D., Press Releases, RESEARCH

Summary The Treasury curve moved up 16 basis points at 2 years and was up 13 basis points at 10 years over the last week. As a...

SAS Weekly Forecast, February 9, 2024: 23 Trading Days from a Record Negative Treasury Spread Streak

Feb 11, 2024 | Donald R. Van Deventer, Ph.D., Press Releases, RESEARCH

Summary The Treasury curve moved up 12 basis points at 2 years and moved up 14 basis points at 10 years over the last week. As a...

SAS Weekly Forecast, February 2, 2024: Long-term Peak in 1-Month Forward Treasuries Drops 0.21%

Feb 5, 2024 | Donald R. Van Deventer, Ph.D., Press Releases, RESEARCH

Summary The Treasury curve moved up 2 basis points at 2 years and was down 12 basis points at 10 years over the last week. As a...