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Friday, September 23, 2011
Black Friday Arrives: Biggest Weekly Move In 30 Year Bond Since Black Monday
by
Tyler Durden
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
:
See the original article >>
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