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What I wrote, and what you quoted, wasn't information. It was merely opinion. I'm guessing. I don't follow the Treasury market closely. I don't know the factors that control the 28-day rate as opposed to the 91- and 182-day rates. I'm guessing, just trying to explain to myself why the 28-day rate seems to behave differently than the other two when data sets are compared, such as yield-curve charts of all three over a two-year time frame. The 28-day makes occasional moves that seem independent of its longer-period peers. In short, I'm just a chartist looking for a fundamental explanation of why the chart is as it is.,

I was thinking this was like "the January effect" in the major stock I follow. Not fool-proof, but worth thinking about.

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