13 & 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 ArticleNY Fed Primary Dealers Report 8.4.2011
This is the latest NY Fed Primary Dealers report covering dealer position activity as of 7/27/2011. Overall Dealer UST positions increase vs. the previous week 52.894bn to 23.485bn. What’s notable is...
View Article13 & 26 Week Auction Results
Today’s 13 & 26 week bill auctions post downgrade went off relatively well. Still a lot of demand out there, but indirect bidders were noticeably lower than previous auctions. 13 Week Auction Yield...
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 ArticleJapan 1Y Auction Results
A new Beta offering from the SSA “labs”: Japan Bond Auction results, stats and calendar. Today’s 1Y JGB Auction Results: Avg. Yield: 0.1053% vs. 0.11 previous (7/14/11), Bid To Cover: 3.83 vs. 4.30...
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...
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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