Friday, September 23, 2011

Black Friday Arrives: Biggest Weekly Move In 30 Year Bond Since Black Monday


30Y rates move more than three standard deviations this week - the greatest move since Black Monday (1987) - as it drops 55bps - hhmm - stability.


or 7 standard deviations of a percentage move basis given how low rates are:



No comments:

Post a Comment

Follow Us