7 Year Auction Results
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 (??)...
View Article13 & 26 Week Bill Auction Results
Today’s 13 and 26 week bill auction results are out, as well as the announcement for tomorrow’s 4 week $23bn bill auction. The countdown continues. 13 Week Bills Yield Price Indirect % Bid To Cover...
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Daily Chartbook, Wrap Up – 8.3.2011
Another wild ride today: the bond rollercoaster continues- yields managed to stage a slight reversal higher after this afternoon’s recovery in the equity market. The lower moves over the past few days...
View Article3Y and 4 Week Auction Results
At the risk of drawing ire, I was going to come up with a corny joke – you know, the first 3y AA+ bond issuance. I won’t – yet. Today’s auctions went off without a hitch. The 4 week levels recovered...
View ArticleNY Fed Primary Dealers Report (8/11)
The latest weekly NY Fed Primary Dealers report (released 8/11, as of 8/3) is now ready after pressing issues late last week continuing into this week. Overall Dealer UST positions decreased vs. the...
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Daily Summary: Auctions, Charts, Employment
Today was yet another particularly interesting day; CPI, weekly jobless claims and a 5Y TIPS reopening auction alongside continued fears across the global markets. Yield Price Indirect % Bid To Cover...
View ArticleNY Fed Primary Dealers Report – 8.25.2011
Apologies for the delay, here’s the latest NY Fed Primary Dealers Report (August 25, 2011 release date) Overall Dealer UST positions decreased vs. the previous week 21.491bn to 5.402bn. Maturities less...
View ArticleUpdated Bond Auction Statistics
Apologies for the lack of updates, as you can tell we’ve been quite busy in August/September making changes to the site. Here are the recent updated Auction statistics/calendar for both US and Japan....
View ArticleOctober 9, 2011 Chartbook
Finally got around to looking at some interesting charts and trying to observe trends in interest rates this weekend. Longtime readers may remember these charts, I think that you’ll find them...
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