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the correlation between Citi Economic Surprise Index(US) and the 10-Y treasury Yield is rather close, if u makea graph in Bloomberg, it will show the Citi Economic Surprise Index(US) always act as a leading index for the 10-Y treasury. but Citi Economic Surprise Index(UK) and the 10-Y UK government Bond Yield goes quite divergently between January and May 2011. can anybody explain this?

thanks a lot!

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