WhyItDropped

Nasdaq · November 9, 2011

The day Italy's yield crossed the line

-3.88%

single-day change vs previous close

Part of a longer stretch

Six months after Europe opened the taps

early in it · 2011-10-03 → 2012-03-26, +33.68% over the whole period

What happened that day?

  • The Nasdaq fell 3.88% on the day
  • Italy's ten-year yield passed seven percent. Greece, Ireland and Portugal had each crossed that line before needing a bailout
  • There is no special basis for the number, but it became a threshold because the market treated it as one
  • Italy is the third-largest economy in the euro area, larger than those three countries combined
  • It was clear the rescue fund could not cover Italy, which is why the market took greater fright
  • The problem was ultimately resolved the following year by a remark from the head of the European Central Bank

Sources

Every figure on this page is recomputed from the original daily closing prices and checked against them at build time. The account of what happened is written from the sources listed above.