7 Year Auction Results

Results of today’s 7 year auction:

	Yield	Price	Indirect %	Bid To Cover	Coupon
June 29	2.43	99.65	32.17	2.62	2.38
July 28	2.28	99.81	39.55	2.63	2.25

Updated August issuance calendar which will (??) change after August 2nd.

US Bond Auction Calendar, Statistics and Charts [GDocs]

And one more chart you don’t want to miss, from our colleague Dutch Book

7/27 Auction Results

Today’s 5 day CMB and 5 Year auction results are out. The full auction calendar for August will be updated tomorrow, but please note that it (probably) will change. By how much is anybody’s guess.

5 Day CMB

	Yield	Price	Indirect %	Bid To Cover	Coupon
July 27	0	100	0	4.58	0

5 Year Note

	Yield	Price	Indirect %	Bid To Cover	Coupon
Jun 28	1.61	99.45	37.62	2.59	1.50
July 27	1.58	99.62	36.59	2.62	1.50

Updated Auction Calendar, Statistics, Chartbook [GDocs]

7/26 Auction Results (All)

Today’s Auction Results:

4 Week

	Yield	Price	Indirect %	Bid To Cover	Coupon
Jul 19	0.01	100.00	47.86	4.49	0.01
Jul 26	0.06	100.00	54.18	5.30	0.06

1 Year (52 Week)

	Yield	Price	Indirect %	Bid To Cover	Coupon
Jun 28	0.20	99.80	27.39	4.15	0.20
Jul 26	0.20	99.80	29.82	4.63	0.20

2 Year

	Yield	Price	Indirect %	Bid To Cover	Coupon
Jun 27	0.40	99.96	22.00	3.08	0.38
Jul 26	0.42	99.92	27.67	3.14	0.38

Updated Auction Calendar, Stats, Charts Document [GDocs]

13 & 26 Week Auction Results, Updated Issuance Calendar

Today’s 13 and 26 week auction results are out with higher yields and higher participation compared to the previous auction. Today’s auction announcements include the scheduled 4 week bill and a 5 Day CMB maturing on 8/2/2011.

10Y TIPS Results, Updated Issuance

Today’s 10Y TIPS auction results are out along with next week’s auction amounts. Next week expect to see 71bn in bills** and 99bn in notes across the 2/5/7 tenors.

	Yield	Price	Indirect %	Bid To Cover	Coupon
2011-05-19	0.89	104.36	40.67	2.66	1.12
2011-07-21	0.64	100.08	41.65	2.62	0.62

Updated US Bond Auction Calendar, Historical Stats and Charts [GDocs]

**4 week bill amount TBD, SSA estimate 25-30bn

4 Week Auction Results

Today’s 4 Week auction results are out:

	Yield	Indirects (%)	Bid To Cover	Coupon
7/12/2011	0.02	37.12	4.77	0.02
7/19/2011	0.005	47.86	4.49	0.005

Updated Auction Calendar, Stats, Charts [GDocs]

13 & 26 Week Auction Results

13 Week – Yield: 0.02 vs. 0.03 prev (7/11), Indirects: 20.59 vs. 18.17, Bid To Cover: 4.44 vs. 4.11, Coupon: 0.02 vs. 0.031

26 Week – Yield: 0.06 vs. 0.065 prev (7/11), Indirects: 36.57 vs. 40.66, Bid To Cover: 4.73 vs. 4.86, Coupon: 0.061 vs. 0.066

4 Week Auction Announcement: 28bn

Updated Auction Calendar, Stats, Charts [GDocs]

30 Year Auction Results

30Y Reopening – Yield: 4.198 vs. 4.238 prev (6/9), Indirects: 37.79 vs. 38.39, Bid To Cover: 2.80 vs. 2.63, Coupon: 4.375

Updated Auction Calendar (new TIPS, bill amounts), Stats and Charts [GDocs]

Auction Results, Daily Chartbook

Today’s Auctions

14 Day Cash Management Bill – Yield: 0, Indirects: 1.01, Bid To Cover: 7.55, Coupon 0. The last CMB auction for (some) comparison was a 7 day CMB (9127957J4) Yield: 0.04, Indirects: 4.51, Bid To Cover 5.51, Coupon 0.041

Daily Wrap Up: Charts, Auctions and More

SSA Daily Chartbook – July 12, 2011 [GDocs]

CS Global Investment Returns Yearbook [The Analyst]

UPDATED Bond Auction Calendar, Today’s Auction Results, Historical Stats [GDocs]

Revisiting Zipcar – and analysts that rate them [georgetownjack]