A two percent jump. Now tomorrow we test my theory.
My theory says the boss has to call a an extra bunch of bond trades because there will be inflation bets tomorrow. The sudden transaction costs threatens to send the two year up to 2%, but the primary dealers freak, a bit too high for Treasury debt planning. So the wealthy will make their stocks short, betting that this too shall pass. Then wealthy dump a bit of short term liquidity for the primaries to hold a bit more in debt flow. The inflation bet collapses, stocks drop. Services rendered. Super wealthy are the marginal player.
God forbid that Cheney gal finds out about this and gets a senator spot. She will conspire with the guy in Vermont, and enforce the senate cash management plan, raking home pretty chunk of cash to state capital. If Cheney stops the mad, the state of Wyoming collects a huge cash award, it is that simple.
My analysis relies on speculating and removing that 15 basis point noise. It is a redundancy, and once gone, the flow sequence seems normal, this is a value added net makes production line adjustments. Let assume the bond traders slept in,l and the bots worked as usual. Then find the minimal loop and close it. Coase and Nash once again to the rescue, along with optimum encoding.
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