Tag Archives: chartology

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

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

NY Fed Primary Dealers Report – July 21, 2011 (as of 7/13)

24 Jul

This is the latest weekly NY Fed Primary Dealer Report, released on 7/21

Positions Highlights: Overall Dealer UST positions decreased vs. the previous week by 2.693bn to -27.099bn. Maturities less than 3 years increased by 8.495bn to 22.381bn; maturities 6-11 years increased by 2.73bn to -19.746bn, while maturities greater than 11 years decreased by 911mn to 2.713bn. TIPS: Total TIPS positions decreased by 78mn to -243mn. Continue reading

Quick Look: Initial and Continuing Claims

21 Jul

Initial Claims for the week of July 16 jumped 10k to 418k. The 4 week moving average (used to get a picture of the overall trend) dropped by 2.75k to 421.25k. Looking deeper in just 2011, the 4 wk average topped out at 440.25k the week of May 14, and has not dropped below 400k since the week of April 16 (399.25k). 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]