13 & 26 Week Auction Results, Updated Issuance Calendar

25 Jul

Today’s 13 and 26 week auction results are out with higher yields and higher participation compared to the previous auction. Today’s auction announcements include the scheduled 4 week bill and a 5 Day CMB maturing on 8/2/2011. Details: 4 Week amount has been averaging around 25-30bn, this auction announcement included a 5 day Cash Management Bill maturing on 8/2 which makes up for the 4 week auction deviation from recent historical amounts.

13 Week

Yield Price Indirect % Bid To Cover Coupon
7/18 0.02 99.99 20.59 4.44 0.02
7/25 0.06 99.98 32.38 4.38 0.06

26 Week

Yield Price Indirect % Bid To Cover Coupon
7/18 0.06 99.97 36.57 4.73 0.06
7/25 0.10 99.95 44.60 4.77 0.10

Updated Auction Calendar, Stats, Charts [GDocs]

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