Bond Auction Updates 2/22

22 Feb

Been a while, but I have updated the bond auction worksheet showing the last 10 auctions along with a few statistics of each for 30Y-CM Bills. You can view the updated worksheet/charts here [Google Docs]. Also includes the remaining auctions for the month of February; March’s auctions will be updated at the end of the month.

Quick summary of today’s Auctions:


13 Week

Yield: 0.11 vs. 0.13 prev (2/14/11), Indirect Bidders: 24.63 vs. 27.35, Bid To Cover: 4.14 vs. 4.56, Coupon 0.112 vs. 0.132

26 Week

Yield 0.155 vs. 0.165 prev (2/14/11), Indirect Bidders: 34.02 vs. 25.90, Bid To Cover: 4.29 vs. 4.72, Coupon 0.157 vs. 0.167


2 Year

Yield 0.745 vs. 0.65 prev (1/25/11), Indirect Bidders: 31.34 vs. 26.97, Bid To Cover: 3.03 vs. 3.47, Coupon 0.625 unchanged.



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