Daily Wrap Up: Charts, Auctions and More

SSA Daily Chartbook – July 12, 2011 [GDocs]

CS Global Investment Returns Yearbook [The Analyst]

UPDATED Bond Auction Calendar, Today’s Auction Results, Historical Stats [GDocs]

Revisiting Zipcar – and analysts that rate them [georgetownjack]

2/25 Bond Market Summary

Fairly quiet day, next week to round out February’s issuance, early in the week we have a couple of bill auctions. You can view the Auction Calendar/Historical Auction Stats document here.

2/24 Bond Market Summary

Today was a mixed bag in terms of spreads, even given the price volatility that we’ve seen especially the last week with the Middle East situation. Today’s 7Y auction comments are here, however that took a back seat to late day rumors that a certain individual had been shot in Libya.

Bond Market Update – 3PM

Here’s the 3PM snapshot of the US bond market:

Symbol	LAST	PREV	Change
US2Y	0.74	0.707	0.033
US5Y	2.17	2.141	0.029
US7Y	2.87	2.840	0.030
US10Y	3.48	3.468	0.012
US30Y	4.59	4.609	-0.019
Spreads
US25	143	143.400	-0.400
US210	274	276.100	-2.100
US230	385	390.200	-5.200
US510	131	132.700	-1.700
US530	242	246.800	-4.800
US1030	111	114.100	-3.100
US27	213	213.300	-0.300
US57	70	69.900	0.100
US710	61	62.800	-1.800
US730	172	176.900	-4.900
Butterflies
US2530	-99	-103.400	4.400
US21030	163	162.000	1.000
US257	73	73.500	-0.500
US2710	152	150.500	1.500
US2730	41	36.400	4.600
US5710	9	7.100	1.900
US5730	-102	-107.000	5.000

 

Tomorrow we have the 7Y auction on deck, you can see the previous stats here.

Closing Notes – August 19

The unexpected jump in weekly unemployment claims this morning came as a bit of a surprise to me, I didn’t expect a +13k jump. For those who have been following me as I’ve opined on Stone Street, i’ve been bearish throughout most of the year.

Closing Notes – August 18

Today was yet another quiet day in US Treasuries, with buyers coming back for more action in all tenors except for the midcurve (5/7). Even volatile swap spreads have calmed down over the past day or so as people digest the Fed’s latest move and look to the future.

Closing Notes – August 16, 2010

It was off to the races again today, trying to see who can front-run the Fed apparently as the long end of the curve saw a lot of fireworks.

Closing Notes – 7/28/10

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