The probability of the inverted yield curve ending by February 9, 2024, is 32.8%, compared to 20.4% last week. There is a 23.4% probability of negative 3-month bill rates by February 5, 2027. The ...
The probability of the negative 2-year/10-year spread in the German Bund market ending by February has risen to 20.4%. The peak in implied forward 1-month Bund yields rose to 3.17% this week, causing ...