Summary One-month forward Gilt rates peaked at 6.27% this week, compared to 6.16% the previous week. The 2-year/10-year United...
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SAS Weekly Bund Yield and Euro Forecast, January 24, 2025: Median Scenario for the Euro is 1.0599 One Year Forward
Summary The 2-year/10-year Bund spread closed the week at a positive 0.254%, a change from 0.28% last week. As a result, today’s...
SAS Weekly Treasury Forecast, January 24, 2024: 46.71% Default Probability for a Bank Holding 10-Year Treasuries with 5% Equity
Summary Over the last week, Treasury 2-year yields moved to 4.27% this week from 4.29% last week. At 10 years, this week’s yield...
SAS Weekly Japanese Government Bond and Yen Simulation, January 24, 2025: Median Yen/Dollar Exchange Rate 161.76 One Year Forward
Summary The median level for the yen-U.S. dollar exchange rate is 161.76 one year from now, compared to 164.55 last week,...
SAS Weekly Treasury Forecast, January 17, 2024, With Downloadable Scenario Summaries
Summary Over the last week, Treasury 2-year yields moved to 4.27% this week from 4.4% last week. At 10 years, this week’s yield...
SAS Weekly U.K. Gilt Yield and Pound Sterling Simulation, January 17, 2025: Median Pound/Dollar Exchange Rate 1.2155 One Year Forward
Summary One-month forward Gilt rates peaked at 6.16% this week, compared to 6.25% the previous week. The 2-year/10-year United...
SAS Weekly Japanese Government Bond and Yen Simulation, January 17, 2025: 27.3% Correlation with U.S. Treasury Yields at 10 Years
Summary The median level for the yen-U.S. dollar exchange rate is 164.51 one year from now, compared to 167.20 last week,...
SAS Weekly U.K. Gilt Yield and Pound Sterling Simulation, January 10, 2025: One-month Forward Gilt Rate Peak Up to 6.25%
Summary One-month forward Gilt rates peaked at 6.25% this week, compared to 6.18% the previous week. The 2-year/10-year United...
SAS Weekly Japanese Government Bond and Yen Simulation, January 10, 2025: Term Premium for 10 Years and Under Starts to Widen
Summary The median level for the yen-U.S. dollar exchange rate is 167.20 one year from now, compared to 168.21 last week,...
SAS Weekly Treasury Forecast, January 10, 2024: Most Likely Range for 3-Month Bills On a Knife Edge, 0% to 1% or 1% to 2%?
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...
SAS Weekly U.K. Gilt Yield and Pound Sterling Simulation, January 3, 2025: One-month Forward Gilt Rate Peak 6.18%
Summary One-month forward Gilt rates peak at 6.18% this week, compared to 6.02% the previous week. The 2-year/10-year United...
SAS Weekly Japanese Government Bond and Yen Simulation, January 3, 2025: Yields 10 Years and Under Due to Return to Normal
Summary The median level for the yen-U.S. dollar exchange rate is 168.21 one year from now, compared to 170.05 last week,...