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  #211  
Old 07-05-2017, 01:57 PM
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Old 08-06-2017, 08:09 AM
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Old 09-05-2017, 05:02 PM
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Old 10-05-2017, 06:35 AM
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hmmm, two in a row. How often has that happened? (I'll look later)
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Old 10-05-2017, 11:54 AM
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September 2017
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hmmm, two in a row. How often has that happened? (I'll look later)
Looks like 8 times -

Oct/Nov of 1988
Jan/Feb of 1989
Jul/Aug of 2007
Aug/Sep of 2010
Jun/Jul of 2011
Sep/Oct of 2011
Aug/Sep of 2012
Aug/Sep of 2017

Seems like they get lazy in Q3...
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Old 10-05-2017, 11:55 AM
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Well dang, you beat me to it.

But now I'm gonna do something else. Give me a bit.
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Old 10-05-2017, 12:08 PM
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Okay, have a graph. A histogram of the monthly changes in basis points, from January 1988 to September 2017.

Spoiler:
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Old 10-06-2017, 08:41 PM
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Okay, have a graph. A histogram of the monthly changes in basis points, from January 1988 to September 2017.

Spoiler:
Those two months in 2008 are really interesting outliers.

Average monthly decrease from 1987-2017 is -1.4 bps with the mode being -1 bp.
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Old 11-06-2017, 02:00 PM
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Old 12-06-2017, 11:53 AM
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