The streak of negative 2-year/10-year Treasury spreads has now reached 282 trading days, 4 trading days longer than the third...
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SAS Weekly Euro Zone Forecast, August 11, 2023: 32.8% Probability that Negative 2-year/10-year Bund Spread Ends by February
Author’s Note This simulation has been done jointly with a U.S. Treasury yield simulation in a way that reflects the correlation...
SAS Weekly Forecast, August 11, 2023: 1 Day from Second Longest Streak of Negative 2-Year/10-Year Treasury Spreads
The streak of negative 2-year/10-year Treasury spreads has now reached 277 trading days, 1 trading day from the second longest...
SAS Weekly Euro Zone Forecast, August 4, 2023: 20.4% Probability that Negative 2-year/10-year Bund Spread Ends by February
Author’s Note This simulation has been done jointly with a U.S. Treasury yield simulation in a way that reflects the correlation...
SAS Weekly Forecast, August 4, 2023: Long-run Peak In Treasury 1-Month Forward Rates Up 0.20% to 5.28%
The current Treasury yield curve implies a long-run peak of 1-month Treasury forward rates at 5.28%, up 0.20% from last week....
SAS Weekly Euro Zone Forecast, July 28, 2023: Declining Bund Short Rates to Follow a Near-Term Peak
Author’s Note This simulation has been done jointly with a U.S. Treasury yield simulation in a way that reflects the correlation...
SAS Weekly Forecast, July 28, 2023: Long-run Peak In Treasury 1-Month Forward Rates Jumps 0.15% to 5.08%
The current Treasury yield curve implies a long-run peak of 1-month Treasury forward rates at 5.08%, up 0.15% from last week....
SAS Weekly Forecast, July 21, 2023: Inverted Yield Streak 16 Days from Second Longest Since 1976
The streak of negative 2-year/10-year Treasury spreads has now reached 262 trading days, 16 trading days from the second longest...
SAS Weekly Forecast, July 14, 2023: Treasury Yield Declines Reverse Most of Prior Week’s Rise
This week’s U.S. Treasury yield curve shifts reversed most of the increase from the prior week. The long-term peak in 1-month...
SAS Weekly Euro Zone Forecast, July 7, 2023: Higher Bund Yields and a Narrowing 2-year/10-year Bund Yield Spread
This week’s 2-year/10-year Bund yield spread is a negative 66.5 basis points, compared to a negative 86.2 basis points last...
SAS Weekly Forecast, July 7, 2023: Long-term Peak in 1-Month Treasury Forwards Up 0.19%
This week’s shift in the U.S. Treasury yield curve moved the long-term peak in 1-month Treasury forward rates up 0.19% to 5.10%....
SAS Weekly Euro Zone Forecast, June 30, 2023: Inverted Bund Yields Very Likely to Continue Well Into 2024
This week’s simulation shows that the current negative 2-year/10-year Bund yield spread currently a negative 86.2 bsis points,...