Summary The 2-year/10-year United Kingdom Gilt spread closed the week at a positive 4.3 basis points. As a result, today’s...
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SAS Weekly Bund Yield and Euro Forecast, October 11, 2024: 22% Probability of a Return to Inverted Yields
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...
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 Japanese Government Bond and Yen Simulation, October 11, 2024: A Return to Normal?
Summary The term premium in the Japanese Government Bond yield curve is close to zero for the first 10 years, but it increases...
How Well Do U.S. Treasury Yields Forecast Inflation? An Update Through September 30, 2024
October 7, 2024 Abstract The size of the term premium embedded in the current U.S. Treasury yield curve has been a major focus...
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...