At end of mid PM, 13 week to 10 year spread reincreases to . 1.353

submitted by Cancelthis from (self.Options)

Consistent more with the classic picture of the spreads in Treasury notes and bonds de inverting coupled with a large drawback in equity prices

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newinsightfulfun

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However, much more likely the front loading of a rapid halt to the cash slushing procedures

As noted previously

slow to OMO [ slow to 10 year note purchases , an example ]]

slow to Revere repo purchases of 10 year, 20 year, and 30 years.

Rapid sales of indices to match strong purchase flows of options, futures derivatives, and present derivatives