It happened behind the Avon building on Midland Avenue near the 95/287 Interchange at 5:10 p.m.
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The MTA says that the cars misaligned during the evening commute.
The west bound train on the New Haven line was traveling in a slow-speed zone at the time, just east of the Rye station.
Five of the 12-car train came off of the tracks.
There were some 185 passengers on board at the time. All of the cars remained upright.
Metro-North says that several people were treated at the scene for minor bumps and bruises. They believe the most serious injury to be someone experiencing chest pain.
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The cause of the derailment is under investigation.
By 6:30 p.m., Metro-North had transferred all of the passengers to another train.
New Haven Line trains are operating with delays of up to 60 minutes as a result of the incident.