July 5 Data: Charts + Auctions

5 Jul

26 Week – Yield: 0.08 vs. 0.095 prev (6/27), Indirects: 48.39 vs. 40.28, Bid To Cover: 5.46 vs. 4.93, Coupon: 0.081 vs. 0.097

13 Week – Yield: 0.025 unch (prev 6/27), Indirects: 14.25 vs. 26.86, Bid To Cover: 4.68 vs. 4.67, Coupon: 0.025 unch

Updated Auction Calendar, Statistics and Charts [GDocs]

Daily Snapshot

July 5, 2011 Curve Snapshot

Today’s Chartbook [GDocs] includes 30D and 12M historical yield volatility charts as well as seasonal yield trends going into the month of July.

Housekeeping: NY Fed Primary Dealer data was posted on Friday (a day late). I will be away for most of the week, however will make an attempt when possible to bring you this week’s auctions as soon as they happen. If not, I’ll post an end of day summary (similar to today). Have a great shortened week.


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