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Just pointing out the move on the....>

US TSYS/STOCKS
US TSYS/STOCKS: Just pointing out the move on the KCJ (CBOE S&P 500 implied
correlation index) remains fairly dramatic this afternoon, with a big change;
that index "measures the correlation of price returns in the S&P 500 based on
single stock options on the 50 largest components."
- It had been "extremely low" previously, as noted by Academy Securities' Peter
Tchir earlier but jumped higher today. 

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