Summary One-month forward Gilt rates peaked at 6.21% this week, compared to 6.11% the previous week. The 2-year/10-year United...
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SAS Weekly Bund Yield and Euro Simulation, March 7, 2025: Median Euro Exchange Rate 1.0599 One Year Forward
Summary The 2-year/10-year Bund spread closed the week at a positive 0.585%, a change from 0.378% last week. As a result,...
SAS Weekly Japanese Government Bond and Yen Simulation, March 7, 2025: Median Scenario for the Yen 1 Year Forward is 150.35
Summary The median level for the yen-U.S. dollar exchange rate is 150.35 one year from now, compared to 154.14 last week,...
SAS Weekly Treasury Simulation, March 7, 2025: Long-run 1-Month Forward Rates Up 0.22%
Summary Treasury 2-year yields moved to 3.99% this week from 3.99% last week. At 10 years, this week’s yield is 4.32%, compared...
SAS Weekly Japanese Government Bond and Yen Simulation, February 14, 2025: Measuring the Default Risk of Interest Rate Mismatches
Summary The median level for the yen-U.S. dollar exchange rate is 155.88 one year from now, compared to 160.71 last week,...
SAS Weekly Treasury Simulation, February 14, 2024: Most Likely Range for 10-Year Yield is 2% to 3% in 2035
Summary Treasury 2-year yields moved to 4.26% this week from 4.31% last week. At 10 years, this week’s yield is 4.47%, compared...
SAS Weekly Swedish Krona and Government Bond Yield Simulation, February 7, 2025: Measuring the Default Rate of Interest Rate Mismatches
Summary One-month forward Swedish Government Bond rates peaked at 2.50% this week, compared to 2.58% the previous week. The...
SAS Weekly U.K. Gilt Yield and Pound Sterling Simulation, February 7, 2025: Term Premium Continues at Wide Levels
Summary One-month forward Gilt rates peaked at 6.10% this week, compared to 6.06% the previous week. The 2-year/10-year United...
Weekly Bund Yield and Euro Simulation, February 7, 2025: Median Euro/U.S. Dollar Exchange Rate 1.0362 One Year Forward
Summary The 2-year/10-year Bund spread closed the week at a positive 0.325%, a change from 0.339% last week. As a result,...
SAS Weekly Treasury Simulation, February 7, 2024: 2-Year/10-Year Spread Narrows to 0.20%
Summary Treasury 2-year yields moved to 4.29% this week from 4.22% last week. At 10 years, this week’s yield is 4.49%, compared...
SAS Weekly Japanese Government Bond and Yen Simulation, February 7, 2025: Median Yen/Dollar Exchange Rate 155.19 One Year Forward
Summary The median level for the yen-U.S. dollar exchange rate is 155.19 one year from now, compared to 159.88 last week,...
SAS Weekly Swedish Krona and Government Bond Yield Simulation, January 31, 2025: 1-Month Forward Rates Drop 0.29% at 10 Years
Summary One-month forward Swedish Government Bond rates peaked at 2.58% this week, compared to 2.87% the previous week. The...