one rumour i heard just after and another two the next day were: 1- a six letter first name american bank sold the bond futures off in style. they made the cash. 2 - it was a bonefide mistake on the reporting timing, nothing else. (all the major newsfeeds have the information beforehand (2 mins or so) but are contractually bound to wait until the exact time.) 3 - someone at a london trading bureau lost a bar.