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Wow 6 sigma move in treasuries-- financial crisis territory indeed.
6 sigma moves should take place 2 in a billion days or 2 in 274,000 years (of course, the distribution is not Normal).
RT @HannoLustig: The 10 year TIPS yield in US is now 273 bps higher than at the start of the year. It went up by 31 bps today. That's almost 6 sigma.
