Results of USD 24bln 10y note auction:
— Yield 1.675% vs. Exp. 1.674%, WI stopped at 1.660%
— B/C 2.59 vs. Avg. 3.05 (Prev. 3.26)
— Indirects 39.7% vs. Avg. 40.12% (Prev. 41.40%)
— Allotted at high 41.69%
Results of USD 32bln 3y note auction
— Yield 0.392% vs. Exp. 0.383%, WI stopped at 0.395%
— B/C 3.41 vs. Avg. 3.69 (Prev. 3.96)
— Indirects 25.10% vs. Avg. 30.45% (Prev. 28.80%)
— Allotted at high 82.78%
Results of USD 32bln 3y note auction
— Yield 0.346% vs. Exp. 0.350%; WI stopped at 0.350%
— B/C 3.96 vs. Avg. 3.63 (Prev. 3.94)
— Indirects 28.8% vs. Avg. 31.81% (Prev. 36.8%)
— Allotted at high 33.51%
*U.S. TWO-YEAR NOTES DRAW 0.273%; ALLOTTED AT HIGH 20.14%
*U.S. AWARDS 27.2% OF TWO-YEAR NOTES TO INDIRECT BIDDERS
*U.S. TWO-YEAR NOTES BID/COVER RATIO 3.60 AT AUCTION
*U.S. AWARDS 17.5% OF TWO-YEAR NOTES TO DIRECT BIDDERS
*U.S. 9-YR 11-MO NOTES DRAW 1.764%; ALLOTTED AT HIGH 4.46%
*U.S. TEN-YEAR BID/COVER RATIO 2.85 VS 2.49 PREVIOUS AUCTION
*U.S. AWARDS 11.6% OF TEN-YEAR NOTES TO DIRECT BIDDERS
*U.S. AWARDS 36.2% OF 9-YR 11-MO NOTES TO INDIRECT BIDDERS
Results of USD 35bln 2y note auction
— Yield 0.220% vs. Exp. 0.220% (Prev. 0.313%), WI stopped at 0.219%
– record low 2y auction yield
— B/C 4.00 vs. Avg. 3.71 (Prev. 3.62) – lowest since Nov’11
— Indirects 30.90% vs. Avg. 33.74% (Prev. 31.70%)
— Allotted at high 77.80%
Pride
23 июля 2012, 17:25
24-26 июля очередное размещение в трежерис
52 wk Bill 07/24/12 25B
2 yr Note 07/24/12 35B
5 yr Note 07/25/12 35B
7 yr Note 07/26/12 29B
Ниже график фьючерса S&P синим выделены предыдущие даты размещений в июне- июле.
Сорри за кустарность- торопился…
Results of USD 21bln 10y note auction
— Yield 1.459% vs. Exp. 1.518%; WI stopped at 1.500%; рекордно низкий уровень доходности
— B/C 3.61 vs. Avg. 3.07 (Prev. 3.06); самый сильный показатель с апреля 2010 года
— Indirects 40.6% vs. Avg. 39.31% (Prev. 41.90%); причем direct bidders забрали рекордную за все время долю
— Allotted at high 51.68%
Results of USD 35bln 2y note auction
— Yield 0.313% vs. Exp. 0.314%, WI stopping at 0.313%
— B/C 3.62 vs. Avg. 3.74 (Prev. 3.95)
— Indirects 31.70% vs. Avg. 33.74% (Prev. 33.62%)
— Allotted at high 90.32%
*U.S. 9-YR 11-MO NOTES DRAW 1.622%; ALLOTTED AT HIGH 33.76%
*U.S. AWARDS 20.8% OF TEN-YEAR NOTES TO DIRECT BIDDERS
*U.S. TEN-YEAR BID/COVER RATIO 3.06 VS 2.9 PREVIOUS AUCTION
