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Chris,
FWIW my data would indicate not the worst, but the second worst when
compaired to the week of 10-9-98, for overall range and the high to close,
but still very bad for the 30, 10 and 5-year?
On my trip to Chicago this past week I expected to see bond/note traders
falling from the sky :-)
don ewers
----- Original Message -----
From: <chrischeatham@xxxxxxxxx>
To: <realtraders@xxxxxxxxxxxxxxx>
Sent: Friday, November 16, 2001 10:06 PM
Subject: [RT] worst week ever for bond market
> I did some calculating and this week was the worst ever (dating back
> to 1960 anyway) in terms of % change in yield of 5s, 10s, and 30s.
>
> Wow!
>
> Chris
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