Auction Results, Daily Chartbook

13 Jul

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

 

10Y (Reopening) – Yield: 2.918 vs. 2.967 prev (6/8), Indirects: 41.99 vs. 50.64, Bid To Cover: 3.17 vs. 3.23, Coupon 3.125

Updated Auction Calendar, Charts, Statistics [GDocs]

Daily Chartbook

30D Yield HV

Today Year Ago
2 Year 142 65
5 Year 75 47
7 Year 50 38
10 Year 34 31
30 Year 20 23

View the full Daily Chartbook for July 13, 2011 [GDocs]

Yields Standard Deviation Spikes

7/13 Yield SD Spikes

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