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- Long end bid momentum gained as support for equities faded amid chatter of portfolio allocation out of equities into bonds (a perennial excuse, favored reason sometimes given when nothing concrete available).
- That said, insurance portfolio hedging risk via selling in long end rates and swaps had faded into last week's Treasury refunding.
- Market has become more inured to Covid-related headline risk, more short-term, inter-day moves tied to vaccine efficacy and/or availability while mortality rates have moderated in developed countries.
- Trump's impeachment trial Tuesday unlikely supporting factor in rates.