Thursday, November 24, 2011

Back to ten percent?

Here is the one-day performance of the Irish government bond nine-year yield as calculated by Bloomberg.

Bond Yields 1D 24-11-11

So much for bond yield tranquillity!  And this is not too different to what was happening on November 24th 2010 only this time we’re going one percentage point higher.

1 comment:

  1. Is this really the same measure that was in place in November 2010? I seem to recall the Bloomberg data rebasing itself on a nine-year window rather than ten-year.

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