2 Year Auction Results: Down Down Down The Rabbit Hole

27 Jun

2Y Auction – Yield: 0.395 (new low) vs. 0.56 prev, Indirect Bidders: 22 vs. 31.29,
Bid To Cover 3.08 vs. 3.46, Coupon 0.375 vs. 0.50. Highlights: New low in Yield, prev low was .40 on 10/26/10, Coupon .375 same as low on 8/24/10

26 Week – Yield 0.095 vs. 0.10 prev (6/20), Indirects: 40.28 vs. 45.31, Bid To Cover: 4.93 vs. 4.69, Coupon: 0.097 vs. 0.102

13 Week – Yield 0.025 vs. 0.035 prev (6/20), Indirects: 26.86 vs. 42.61, Bid To Cover: 4.67 vs. 4.69, Coupon: 0.025 vs. 0.036

Updated Historical Auction Stats/Charts and June calendar [GDocs]

Note: I’ll have the updated July auction calendar posted tomorrow shortly after the 5Y auction

 

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One Response to “2 Year Auction Results: Down Down Down The Rabbit Hole”

Trackbacks/Pingbacks

  1. Why rates are up past 2 days. All Greece Wednesday. | The Basis Point - June 28, 2011

    […] go. Rates have risen since Monday as mortgage bonds lost ground on today’s factors and weak 2yr and 10yr Treasury auction results. Home price charts below and here’s full report. […]

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