Summary The Treasury curve moved down 27 basis points at 2 years and down 32 basis points at 10 years over the last week. As a...
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SAS Weekly Forecast, December 8, 2023: Treasuries Twist and Shout
Summary The Treasury curve moved up in the medium term and down on the long end this week. The probability that the...
SAS Weekly Forecast, November 24, 2023: 10-year Treasury Most Likely Range in 10 years is 2% to 3%
Summary The probability that the 2-year/10-year Treasury spread is still negative in the 13 weeks ending May 24, 2024 is 73.6%,...
SAS Weekly Forecast, November 17, 2023: Forward Treasury Peak Down 0.14%
Summary The probability that the 2-year/10-year Treasury spread is still negative in the 13 weeks ending May 17, 2024 is 72.6%,...
SAS Weekly Forecast, November 3, 2023: Negative Treasury Spread Wavers
Summary The probability that the 2-year/10-year Treasury spread is still negative in the 13 weeks ending May 3, 2024 moved up to...
SAS Weekly Bund Yield Forecast, October 27, 2023: 48.7% Probability Inverted Yields End in April
Summary The probability of a quick end to inverted Bund yields rose slightly this week as the current negative 2-year/10-year...
SAS Weekly Forecast, October 27, 2023: Waiting for the End of Inverted Yields
Summary The probability that the 2-year/10-year Treasury spread is still negative in the 13 weeks ending April 26, 2024 is down...
SAS Weekly Bund Yield Forecast, October 6, 2023: End of Inverted Yields by April is a Coin Flip
Summary The probability of a quick end to inverted Bund yields jumped up as the current negative 2-year/10-year yield spread...
SAS Weekly Bund Yield Forecast, September 22, 2023: 25.9% Chance Inverted Yields are Gone by March
Summary The probability of a quick end to inverted Bund yields bounced back up this week as the current negative 2-year/10-year...
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 Bund Yield Forecast, September 15, 2023: Delayed Gratification
Summary The probability of a quick end to inverted Bund yields dropped substantially this week as the current negative...
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...