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...
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SAS Weekly U.K. Gilt Yield and Pound Sterling Simulation, December 13, 2024: A Diversion from Inversion
Summary One-month forward Gilt rates peak at 5.95% this week, compared to 5.88% the previous week. The 2-year/10-year United...
SAS Weekly Bund Yield and Euro Simulation, December 13, 2024: The Yield Curve Twists
Summary The 2-year/10-year Bund spread closed the week at a positive 0.194%, a change from 0.105% last week. As a result,...
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 Japanese Government Bond and Yen Simulation, December 13, 2024: Median Yen-Dollar Exchange Rate 163.34 One Year Forward
Summary The median level for the yen-U.S. dollar exchange rate is 163.34 one year from now, compared to 158.17 last week,...
SAS Weekly U.K. Gilt Yield and Pound Sterling Simulation, December 6, 2024: 2.1 Basis Points from Inverted Yields
Summary One-month forward Gilt rates peak at 5.88% this week, compared to 5.67% the previous week. The 2-year/10-year United...
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 Japanese Government Bond and Yen Simulation, December 6, 2024: Term Premium Near Zero Out to 10 Years
Summary The median level for the yen-U.S. dollar exchange rate is 158.17 one year from now, compared to 156.36 last week,...
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 U.K. Gilt Yield and Pound Sterling Simulation, November 29, 2024: 1.7 Basis Points from Inverted Yields
Summary One month forward Gilt rates peak at 67% this week, compared to 5.72% the previous week. The 2-year/10-year United...
SAS Weekly Bund Yield and Euro Forecast, November 29, 2024: Median Scenario for the Euro 1 Year Forward 1.0288
Summary The 2-year/10-year Bund spread closed the week at a positive 149%, a change from 0.224% last week. As a result, today’s...
SAS Weekly Japanese Government Bond and Yen Simulation, November 29, 2024: 1-Month Forward Rates 3.58% at 30 Years Forward
Summary The median level for the yen-U.S. dollar exchange rate is 36 one year from now, compared to 163.28 last week, according...