Summary One-month forward Gilt rates peaked at 6.06% this week, compared to 6.27% the previous week. The 2-year/10-year United...
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SAS Weekly Bund Yield and Euro Forecast, January 31, 2025: Term Premium Well Below US Treasury Levels
Summary The 2-year/10-year Bund spread closed the week at a positive 0.339%, a change from 0.254% last week. As a result,...
SAS Weekly Treasury Simulation, January 31, 2024: Term Premium for Going Long is Significant
Summary Treasury 2-year yields moved to 4.22% this week from 4.27% last week. At 10 years, this week’s yield is 4.58%, compared...
SAS Weekly Japanese Government Bond and Yen Simulation, January 31, 2025: 10 Year and Under Term Premium Begins to Widen
Summary The median level for the yen-U.S. dollar exchange rate is 159.88 one year from now, compared to 161.76 last week,...
SAS Weekly U.K. Gilt Yield and Pound Sterling Simulation, January 24, 2025: Most Likely Range for Short Rate in 10 Years Up One Percentage Point
Summary One-month forward Gilt rates peaked at 6.27% this week, compared to 6.16% the previous week. The 2-year/10-year United...
SAS Weekly Bund Yield and Euro Forecast, January 24, 2025: Median Scenario for the Euro is 1.0599 One Year Forward
Summary The 2-year/10-year Bund spread closed the week at a positive 0.254%, a change from 0.28% last week. As a result, today’s...
SAS Weekly Treasury Forecast, January 24, 2024: 46.71% Default Probability for a Bank Holding 10-Year Treasuries with 5% Equity
Summary Over the last week, Treasury 2-year yields moved to 4.27% this week from 4.29% last week. At 10 years, this week’s yield...
SAS Weekly Japanese Government Bond and Yen Simulation, January 24, 2025: Median Yen/Dollar Exchange Rate 161.76 One Year Forward
Summary The median level for the yen-U.S. dollar exchange rate is 161.76 one year from now, compared to 164.55 last week,...
SAS Weekly Treasury Forecast, January 17, 2024, With Downloadable Scenario Summaries
Summary Over the last week, Treasury 2-year yields moved to 4.27% this week from 4.4% last week. At 10 years, this week’s yield...
SAS Weekly U.K. Gilt Yield and Pound Sterling Simulation, January 17, 2025: Median Pound/Dollar Exchange Rate 1.2155 One Year Forward
Summary One-month forward Gilt rates peaked at 6.16% this week, compared to 6.25% the previous week. The 2-year/10-year United...
SAS Weekly Japanese Government Bond and Yen Simulation, January 17, 2025: 27.3% Correlation with U.S. Treasury Yields at 10 Years
Summary The median level for the yen-U.S. dollar exchange rate is 164.51 one year from now, compared to 167.20 last week,...
SAS Weekly U.K. Gilt Yield and Pound Sterling Simulation, January 10, 2025: One-month Forward Gilt Rate Peak Up to 6.25%
Summary One-month forward Gilt rates peaked at 6.25% this week, compared to 6.18% the previous week. The 2-year/10-year United...