5Y Auction Results, July Auction Calendar

28 Jun

Today’s 5Y auction is out and it was largely disappointing; I’ll let the numbers speak for themselves. Here’s the results for all of today’s auctions:

5 Year – Yield: 1.615 vs. 1.813 prev (5/25), Indirects: 37.62 vs. 47.07, Bid To Cover: 2.59 vs. 3.20, Coupon: 1.50 vs. 1.75

4 Week – Yield: 0.005 unch prev (6/21), Indirects: 26.43 vs. 16.52. Bid To Cover: 4.57 vs. 4.44, Coupon: 0.005 unch

52 Week – Yield: 0.20 vs. 0.18 prev (6/1), Indirects: 27.39 vs. 33.18, Bid To Cover: 4.15 vs. 4.69, Coupon: 0.204 vs. 0.183

Updated Calendar For July/August

I updated the auctions calendar for July and tried to include as much of the early August auctions as possible (as it seems everyone is fixated around the debt ceiling impasse currently going on in DC right now). This schedule is subject to change at the whims of Treasury. We’ll do our best to keep it updated should these things change.

Updated Auction Statistics/Calendar/Charts [GDocs]


One Response to “5Y Auction Results, July Auction Calendar”


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

    […] 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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