Tag Archives: auctions

7 Year Auction Results

28 Jul

Results of today’s 7 year auction:

Yield Price Indirect % Bid To Cover Coupon
June 29 2.43 99.65 32.17 2.62 2.38
July 28 2.28 99.81 39.55 2.63 2.25

Updated August issuance calendar which will (??) change after August 2nd.

US Bond Auction Calendar, Statistics and Charts [GDocs]

And one more chart you don’t want to miss, from our colleague Dutch Book

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7/27 Auction Results

27 Jul

Today’s 5 day CMB and 5 Year auction results are out. The full auction calendar for August will be updated tomorrow, but please note that it (probably) will change. By how much is anybody’s guess.

5 Day CMB

Yield Price Indirect % Bid To Cover Coupon
July 27 0 100 0 4.58 0

5 Year Note

Yield Price Indirect % Bid To Cover Coupon
Jun 28 1.61 99.45 37.62 2.59 1.50
July 27 1.58 99.62 36.59 2.62 1.50

Updated Auction Calendar, Statistics, Chartbook [GDocs]

7/26 Auction Results (All)

26 Jul

Today’s Auction Results:

4 Week

Yield Price Indirect % Bid To Cover Coupon
Jul 19 0.01 100.00 47.86 4.49 0.01
Jul 26 0.06 100.00 54.18 5.30 0.06

1 Year (52 Week)

Yield Price Indirect % Bid To Cover Coupon
Jun 28 0.20 99.80 27.39 4.15 0.20
Jul 26 0.20 99.80 29.82 4.63 0.20

2 Year

Yield Price Indirect % Bid To Cover Coupon
Jun 27 0.40 99.96 22.00 3.08 0.38
Jul 26 0.42 99.92 27.67 3.14 0.38

Updated Auction Calendar, Stats, Charts Document [GDocs]

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. Continue reading

10Y TIPS Results, Updated Issuance

21 Jul

Today’s 10Y TIPS auction results are out along with next week’s auction amounts. Next week expect to see 71bn in bills** and 99bn in notes across the 2/5/7 tenors.

Yield Price Indirect % Bid To Cover Coupon
2011-05-19 0.89 104.36 40.67 2.66 1.12
2011-07-21 0.64 100.08 41.65 2.62 0.62

Updated US Bond Auction Calendar, Historical Stats and Charts [GDocs]

**4 week bill amount TBD, SSA estimate 25-30bn

4 Week Auction Results

19 Jul

Today’s 4 Week auction results are out:

Yield Indirects (%) Bid To Cover Coupon
7/12/2011 0.02 37.12 4.77 0.02
7/19/2011 0.005 47.86 4.49 0.005

Updated Auction Calendar, Stats, Charts [GDocs]

13 & 26 Week Auction Results

18 Jul

13 Week – Yield: 0.02 vs. 0.03 prev (7/11), Indirects: 20.59 vs. 18.17, Bid To Cover: 4.44 vs. 4.11, Coupon: 0.02 vs. 0.031

26 Week – Yield: 0.06 vs. 0.065 prev (7/11), Indirects: 36.57 vs. 40.66, Bid To Cover: 4.73 vs. 4.86, Coupon: 0.061 vs. 0.066

4 Week Auction Announcement: 28bn

Updated Auction Calendar, Stats, Charts [GDocs]