Summary The term premium in the Japanese Government Bond yield curve is close to zero for the first 10 years, but it increases...
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SAS Weekly Forecast, August 16, 2024: Most Likely Range for 10-Year Treasury 10 Years Forward
Summary The Treasury curve was up 1 basis point at 2 years and was down 5 basis points at 10 years over the last week. The most...
SAS Weekly Forecast, August 9, 2024: Treasury 2-Year/10-Year Spread Wavering Just Under Water
Summary The Treasury curve was up 17 basis points at 2 years and was up 14 basis points at 10 years over the last week. As a...
SAS Weekly Bund Yield and FX Forecast, August 2, 2024: Lower More Quickly
Summary The inverted Bund yields continued this week with the negative 2-year/10-year yield spread at negative 17.4 basis points...
SAS Weekly Forecast, August 2, 2024: The End of Inverted Treasury Yields is Near. Again.
Summary The Treasury curve was down 48 basis points at 2 years and was down 40 basis points at 10 years over the last week. As a...
SAS Weekly Forecast, July 26, 2024: Simulating the Probability that Negative 2/10 Treasury Spreads End by January
Summary The Treasury curve was down 13 basis points at 2 years and was down 5 basis points at 10 years over the last week. As a...
SAS Weekly Bund Yield and FX Forecast, July 26, 2024: Predicting the End of Negative 2/10 Bund Spreads
Summary The inverted Bund yields continued this week with the negative 2-year/10-year yield spread at negative 27.3 basis points...
SAS Weekly Forecast, July 19, 2024: Why 3-Month Bill Most Likely Range is Near Zero in 2034
Summary The Treasury curve was up 4 basis points at 2 years and was up 7 basis points at 10 years over the last week. As a...
SAS Weekly Bund Yield and FX Forecast, July 19, 2024: Predicting Most Likely 10-Year Bund Yield Range In 2034
Summary The inverted Bund yields continued this week with the negative 2-year/10-year yield spread at negative 31.4 basis points...
SAS Weekly Bund Yield and FX Forecast, July 12, 2024: Long-term Yields Shift Down
Summary The inverted Bund yields continued this week with the negative 2-year/10-year yield spread at negative 32.4 basis points...
SAS Weekly Forecast, July 12, 2024: End of Negative Treasury Spread in January is a Toss-Up
Summary The Treasury curve was down 15 basis points at 2 years and was down 10 basis points at 10 years over the last week. As a...
SAS Weekly Bund Yield and FX Forecast, July 5, 2024: Pricing Currency Options to Maturities of 30 Years
Summary The inverted Bund yields continued this week with the negative 2-year/10-year yield spread at negative 36.2 basis points...