US Bond Auction Statistics

October 21, 2010

ChiBondKing – laszlochi@gmail.com

Upcoming Auctions At A Glance

10/25 – 5Y TIPS Auction, Reopening
10/26 – 2Y Note
10/27 – 5Y Note
10/28 – 7Y Note

Contents
Upcoming Auctions At A Glance ........................................................................................................................................................1

Bond Auction Results (Historical) ......................................................................................................................................................2

30 Year ................................................................................................................................................................................................... 2

10 Year ................................................................................................................................................................................................... 4

7 Year ..................................................................................................................................................................................................... 6

5 Year ..................................................................................................................................................................................................... 8

3 Year ................................................................................................................................................................................................... 10

2 Year ................................................................................................................................................................................................... 12

52 Week Bills ........................................................................................................................................................................................ 14

26 Week Bill ......................................................................................................................................................................................... 16

13 Week Bill ......................................................................................................................................................................................... 18

Generated on 10/21/2010 1:42 PM using R/Sword

ChiBondKing – laszlochi@gmail.com
Bond Auction Results (Historical)
30 Year
Last 10 Auctions

HighYield HighPrice IndirBidPercent BidToCover Coupon

4.64 95.731167 40.73 2.68 4.375

4.72 98.483611 28.53 2.36 4.625

4.679 99.128159 23.92 2.89 4.625

4.77 97.692939 36.85 2.73 4.625

4.49 98.114367 32.51 2.6 4.375

4.182 103.270808 36.03 2.87 4.375

4.08 105.053815 37.44 2.89 4.375

3.954 98.619129 46.04 2.77 3.875

3.82 100.97053 36.09 2.73 3.875

3.852 100.397647 32.36 2.49 3.875

Last 10 Auctions Statistics

HighYield HighPrice IndirBidPercent BidToCover Coupon

Min. :3.820 Min. : 95.73 Min. :23.92 Min. :2.360 Min. :3.875

1st Qu.:3.986 1st Qu.: 98.21 1st Qu.:32.40 1st Qu.:2.620 1st Qu.:4.000

Median :4.336 Median : 98.87 Median :36.06 Median :2.730 Median :4.375

Mean :4.319 Mean : 99.75 Mean :35.05 Mean :2.701 Mean :4.300

3rd Qu.:4.669 3rd Qu.:100.83 3rd Qu.:37.29 3rd Qu.:2.845 3rd Qu.:4.562

Max. :4.770 Max. :105.05 Max. :46.04 Max. :2.890 Max. :4.625

Generated on 10/21/2010 1:42 PM using R/Sword

ChiBondKing – laszlochi@gmail.com
Historical Information

Start Date: [1] "2008-05-08", Last Auction: [1] "2010-10-14"

Maximum Minimum
High Yield HighYield HighYield
2010-04-08 4.77 2009-02-12 3.54
Indirect Bid Percent IndirBidPercent IndirBidPercent
2009-07-09 50.21 2008-05-08 12.65
Bid To Cover BidToCover BidToCover
2009-09-10 2.92 2009-02-12 2.02
Coupon Coupon Coupon
2010-02-11 4.625 2009-02-12 3.5

Auction Standard Deviations (Last 10)

HighYield HighPrice IndirBidPercent BidToCover Coupon

0.38 2.764 6.183 0.176 0.313

Generated on 10/21/2010 1:42 PM using R/Sword

ChiBondKing – laszlochi@gmail.com
10 Year
Last 10 Auctions

HighYield HighPrice IndirBidPercent BidToCover Coupon

3.754 96.900805 29.02 3 3.375

3.692 99.443944 33.19 2.67 3.625

3.735 99.090493 35.14 3.45 3.625

3.9 97.763192 43.11 3.72 3.625

3.548 99.598723 41.85 2.96 3.5

3.242 102.169092 40.15 3.24 3.5

3.119 103.199671 41.66 3.09 3.5

2.73 99.086655 45.82 3.04 2.625

2.67 99.607796 54.73 3.21 2.625

2.475 101.298742 41.51 2.99 2.625

Last 10 Auctions Statistics

HighYield HighPrice IndirBidPercent BidToCover Coupon

Min. :2.475 Min. : 96.90 Min. :29.02 Min. :2.670 Min. :2.625

1st Qu.:2.827 1st Qu.: 99.09 1st Qu.:36.39 1st Qu.:2.993 1st Qu.:2.812

Median :3.395 Median : 99.52 Median :41.59 Median :3.065 Median :3.500

Mean :3.287 Mean : 99.82 Mean :40.62 Mean :3.137 Mean :3.263

3rd Qu.:3.724 3rd Qu.:100.88 3rd Qu.:42.80 3rd Qu.:3.232 3rd Qu.:3.594

Max. :3.900 Max. :103.20 Max. :54.73 Max. :3.720 Max. :3.625

Generated on 10/21/2010 1:42 PM using R/Sword

ChiBondKing – laszlochi@gmail.com
Historical Information

Start Date: [1] "2008-05-07", Last Auction: [1] "2010-10-13"

Maximum Minimum
High Yield HighYield HighYield
2008-06-12 4.225 2009-01-08 2.419
Indirect Bid Percent IndirBidPercent IndirBidPercent
2009-09-09 55.35 2008-12-11 12.74
Bid To Cover BidToCover BidToCover
2010-04-07 3.72 2009-03-11 2.14
Coupon Coupon Coupon
2008-08-06 4 2010-08-11 2.625

Auction Standard Deviations (Last 10)

HighYield HighPrice IndirBidPercent BidToCover Coupon

0.517 1.92 7.116 0.29 0.447

Generated on 10/21/2010 1:42 PM using R/Sword

ChiBondKing – laszlochi@gmail.com
7 Year
Last 10 Auctions

HighYield HighPrice IndirBidPercent BidToCover Coupon

3.345 99.411474 44.67 2.72 3.25

3.127 99.987385 51.06 2.85 3.125

3.078 99.512216 40.33 2.98 3

3.374 99.23261 41.87 2.61 3.25

3.21 99.470887 59.5 2.82 3.125

2.815 99.589671 51.11 2.88 2.75

2.575 99.522396 51 3.01 2.5

2.394 99.87815 42.25 2.78 2.375

1.989 99.258493 56.68 2.98 1.875

1.89 99.902081 50.24 3.04 1.875

Last 10 Auctions Statistics

HighYield HighPrice IndirBidPercent BidToCover Coupon

Min. :1.890 Min. :99.23 Min. :40.33 Min. :2.610 Min. :1.875

1st Qu.:2.439 1st Qu.:99.43 1st Qu.:42.85 1st Qu.:2.790 1st Qu.:2.406

Median :2.946 Median :99.52 Median :50.62 Median :2.865 Median :2.875

Mean :2.780 Mean :99.58 Mean :48.87 Mean :2.867 Mean :2.712

3rd Qu.:3.189 3rd Qu.:99.81 3rd Qu.:51.10 3rd Qu.:2.980 3rd Qu.:3.125

Max. :3.374 Max. :99.99 Max. :59.50 Max. :3.040 Max. :3.250

Generated on 10/21/2010 1:42 PM using R/Sword

ChiBondKing – laszlochi@gmail.com
Historical Information
Start Date: [1] "2009-02-26", Last Auction: [1] "2010-09-29"

Maximum Minimum
High Yield HighYield HighYield
2010-03-25 3.374 2010-09-29 1.89
Indirect Bid Percent IndirBidPercent IndirBidPercent
2009-06-25 67.17 2009-03-26 28.04
Bid To Cover BidToCover BidToCover
2010-09-29 3.04 2009-02-26 2.11
Coupon Coupon Coupon
2009-05-28 3.25 2010-08-26 1.875

Auction Standard Deviations (Last 10)

HighYield HighPrice IndirBidPercent BidToCover Coupon

0.545 0.265 6.443 0.139 0.534

Generated on 10/21/2010 1:42 PM using R/Sword

ChiBondKing – laszlochi@gmail.com
5 Year
Last 10 Auctions

HighYield HighPrice IndirBidPercent BidToCover Coupon

2.665 99.813909 44.01 2.59 2.625

2.37 99.43754 52.97 2.8 2.25

2.395 99.906254 40.33 2.75 2.375

2.605 99.51073 39.66 2.55 2.5

2.54 99.813289 48.92 2.75 2.5

2.13 99.976355 40.57 2.71 2.125

1.995 99.431646 34.56 2.58 1.875

1.796 99.781106 47.28 3.06 1.75

1.374 99.402797 50.77 2.83 1.25

1.26 99.95169 50.11 2.96 1.25

Last 10 Auctions Statistics

HighYield HighPrice IndirBidPercent BidToCover Coupon

Min. :1.260 Min. :99.40 Min. :34.56 Min. :2.550 Min. :1.250

1st Qu.:1.846 1st Qu.:99.46 1st Qu.:40.39 1st Qu.:2.620 1st Qu.:1.781

Median :2.250 Median :99.80 Median :45.65 Median :2.750 Median :2.188

Mean :2.113 Mean :99.70 Mean :44.92 Mean :2.758 Mean :2.050

3rd Qu.:2.504 3rd Qu.:99.88 3rd Qu.:49.81 3rd Qu.:2.822 3rd Qu.:2.469

Max. :2.665 Max. :99.98 Max. :52.97 Max. :3.060 Max. :2.625

Generated on 10/21/2010 1:42 PM using R/Sword

ChiBondKing – laszlochi@gmail.com
Historical Information
Start Date: [1] "2008-04-24", Last Auction: [1] "2010-09-28"

Maximum Minimum
High Yield HighYield HighYield
2008-05-29 3.52 2010-09-28 1.26
Indirect Bid Percent IndirBidPercent IndirBidPercent
2009-06-24 62.79 2008-05-29 16.46
Bid To Cover BidToCover BidToCover
2010-07-28 3.06 2008-04-24 1.65
Coupon Coupon Coupon
2008-05-29 3.5 2010-08-25 1.25

Auction Standard Deviations (Last 10)

HighYield HighPrice IndirBidPercent BidToCover Coupon

0.501 0.231 5.994 0.165 0.504

Generated on 10/21/2010 1:42 PM using R/Sword

ChiBondKing – laszlochi@gmail.com
3 Year
Last 10 Auctions

HighYield HighPrice IndirBidPercent BidToCover Coupon

1.49 99.66382 38 2.98 1.375

1.377 99.994122 51.18 2.83 1.375

1.437 99.818589 51.85 3.13 1.375

1.776 99.924368 52.25 3.1 1.75

1.414 99.885991 50.74 3.27 1.375

1.22 99.720987 46.71 3.23 1.125

1.055 99.838004 40.63 3.2 1

0.844 99.722358 40.5 3.31 0.75

0.79 99.881642 42.36 3.21 0.75

0.569 99.795046 28.98 2.95 0.5

Last 10 Auctions Statistics

HighYield HighPrice IndirBidPercent BidToCover Coupon

Min. :0.5690 Min. : 99.66 Min. :28.98 Min. :2.830 Min. :0.5000

1st Qu.:0.8968 1st Qu.: 99.74 1st Qu.:40.53 1st Qu.:3.010 1st Qu.:0.8125

Median :1.2985 Median : 99.83 Median :44.53 Median :3.165 Median :1.2500

Mean :1.1972 Mean : 99.82 Mean :44.32 Mean :3.121 Mean :1.1375

3rd Qu.:1.4312 3rd Qu.: 99.88 3rd Qu.:51.07 3rd Qu.:3.225 3rd Qu.:1.3750

Max. :1.7760 Max. : 99.99 Max. :52.25 Max. :3.310 Max. :1.7500

Generated on 10/21/2010 1:42 PM using R/Sword

ChiBondKing – laszlochi@gmail.com
Historical Information
Start Date: [1] "2008-11-10", Last Auction: [1] "2010-10-12"

Maximum Minimum
High Yield HighYield HighYield
2009-06-09 1.96 2010-10-12 0.569
Indirect Bid Percent IndirBidPercent IndirBidPercent
2009-11-09 68.55 2009-01-07 28.01
Bid To Cover BidToCover BidToCover
2009-11-09 3.33 2008-12-10 2.15
Coupon Coupon Coupon
2009-06-09 1.875 2010-10-12 0.5

Auction Standard Deviations (Last 10)

HighYield HighPrice IndirBidPercent BidToCover Coupon

0.375 0.102 7.608 0.156 0.384

Generated on 10/21/2010 1:42 PM using R/Sword

ChiBondKing – laszlochi@gmail.com
2 Year
Last 10 Auctions

HighYield HighPrice IndirBidPercent BidToCover Coupon

1.089 99.824397 34.79 2.91 1

0.88 99.990112 43.11 3.13 0.875

0.895 99.960486 53.56 3.33 0.875

1 100 34.78 3 1

1.024 99.952608 31.04 3.03 1

0.769 99.962406 36.22 2.93 0.75

0.738 99.77607 41.43 3.45 0.625

0.665 99.920863 32.82 3.33 0.625

0.498 99.755524 29.25 3.12 0.375

0.441 99.868724 39.04 3.78 0.375

Last 10 Auctions Statistics

HighYield HighPrice IndirBidPercent BidToCover Coupon

Min. :0.4410 Min. : 99.76 Min. :29.25 Min. :2.910 Min. :0.3750

1st Qu.:0.6833 1st Qu.: 99.84 1st Qu.:33.31 1st Qu.:3.007 1st Qu.:0.6250

Median :0.8245 Median : 99.94 Median :35.51 Median :3.125 Median :0.8125

Mean :0.7999 Mean : 99.90 Mean :37.60 Mean :3.201 Mean :0.7500

3rd Qu.:0.9738 3rd Qu.: 99.96 3rd Qu.:40.83 3rd Qu.:3.330 3rd Qu.:0.9688

Max. :1.0890 Max. :100.00 Max. :53.56 Max. :3.780 Max. :1.0000

Generated on 10/21/2010 1:42 PM using R/Sword

ChiBondKing – laszlochi@gmail.com
Historical Information
Start Date: [1] "2008-04-23", Last Auction: [1] "2010-09-27"

Maximum Minimum
High Yield HighYield HighYield
2008-06-24 2.922 2010-09-27 0.441
Indirect Bid Percent IndirBidPercent IndirBidPercent
2009-06-23 68.74 2008-05-28 22.43
Bid To Cover BidToCover BidToCover
2010-09-27 3.78 2008-11-24 2.08
Coupon Coupon Coupon
2008-06-24 2.875 2010-08-24 0.375

Auction Standard Deviations (Last 10)

HighYield HighPrice IndirBidPercent BidToCover Coupon

0.219 0.089 7.112 0.273 0.243

Generated on 10/21/2010 1:42 PM using R/Sword

ChiBondKing – laszlochi@gmail.com
52 Week Bills
Last 10 Auctions

HighYield HighPrice IndirBidPercent BidToCover Coupon

0.32 99.676444 39.91 3.65 0.325

0.375 99.620833 43.23 4 0.381

0.485 99.509611 40.97 3.66 0.494

0.42 99.575333 41.23 4.01 0.427

0.365 99.630944 54.07 4.59 0.371

0.32 99.676444 45.04 4.19 0.325

0.295 99.701722 30.25 3.94 0.3

0.26 99.737111 46.47 4.3 0.264

0.265 99.732056 31.59 4.25 0.269

0.225 99.7725 31.39 4.81 0.229

Last 10 Auctions Statistics

HighYield HighPrice IndirBidPercent BidToCover Coupon

Min. :0.2250 Min. :99.51 Min. :30.25 Min. :3.650 Min. :0.2290

1st Qu.:0.2725 1st Qu.:99.62 1st Qu.:33.67 1st Qu.:3.955 1st Qu.:0.2767

Median :0.3200 Median :99.68 Median :41.10 Median :4.100 Median :0.3250

Mean :0.3330 Mean :99.66 Mean :40.41 Mean :4.140 Mean :0.3385

3rd Qu.:0.3725 3rd Qu.:99.72 3rd Qu.:44.59 3rd Qu.:4.287 3rd Qu.:0.3785

Max. :0.4850 Max. :99.77 Max. :54.07 Max. :4.810 Max. :0.4940

Generated on 10/21/2010 1:42 PM using R/Sword

ChiBondKing – laszlochi@gmail.com
Historical Information
Start Date: [1] "2010-01-12", Last Auction: [1] "2010-10-19"

Maximum Minimum
High Yield HighYield HighYield
2010-04-06 0.485 2010-10-19 0.225
Indirect Bid Percent IndirBidPercent IndirBidPercent
2010-06-02 54.07 2010-07-27 30.25
Bid To Cover BidToCover BidToCover
2010-10-19 4.81 2010-01-12 3.63
Coupon Coupon Coupon
2010-04-06 0.494 2010-10-19 0.229

Auction Standard Deviations (Last 10)

HighYield HighPrice IndirBidPercent BidToCover Coupon

0.079 0.08 7.574 0.371 0.081

Generated on 10/21/2010 1:42 PM using R/Sword

ChiBondKing – laszlochi@gmail.com
26 Week Bill
Last 10 Auctions

HighYield HighPrice IndirBidPercent BidToCover Coupon

0.185 99.906472 39 4.39 0.188

0.185 99.906472 38.16 4.25 0.188

0.19 99.903944 21.72 4.18 0.193

0.18 99.909 35.83 4.45 0.183

0.19 99.903944 45.48 4.57 0.193

0.195 99.901417 37.81 4.34 0.198

0.19 99.903944 33.49 4.53 0.193

0.185 99.906472 43.13 4.59 0.188

0.165 99.916583 33.98 4.55 0.167

0.17 99.914056 38.53 4.79 0.173

Last 10 Auctions Statistics

HighYield HighPrice IndirBidPercent BidToCover Coupon

Min. :0.1650 Min. :99.90 Min. :21.72 Min. :4.180 Min. :0.1670

1st Qu.:0.1812 1st Qu.:99.90 1st Qu.:34.44 1st Qu.:4.353 1st Qu.:0.1842

Median :0.1850 Median :99.91 Median :37.98 Median :4.490 Median :0.1880

Mean :0.1835 Mean :99.91 Mean :36.71 Mean :4.464 Mean :0.1864

3rd Qu.:0.1900 3rd Qu.:99.91 3rd Qu.:38.88 3rd Qu.:4.565 3rd Qu.:0.1930

Max. :0.1950 Max. :99.92 Max. :45.48 Max. :4.790 Max. :0.1980

Generated on 10/21/2010 1:42 PM using R/Sword

ChiBondKing – laszlochi@gmail.com
Historical Data
Start Date: [1] "2010-01-11", Last Auction: [1] "2010-10-18"

Maximum Minimum
High Yield HighYield HighYield
2010-04-05 0.265 2010-01-11 0.13
Indirect Bid Percent IndirBidPercent IndirBidPercent
2010-01-19 61.17 2010-08-30 21.72
Bid To Cover BidToCover BidToCover
2010-10-18 4.79 2010-04-05 3.63
Coupon Coupon Coupon
2010-04-05 0.269 2010-01-11 0.132

Auction Standard Deviations (Last 10)

HighYield HighPrice IndirBidPercent BidToCover Coupon

0.009 0.005 6.44 0.18 0.01

Generated on 10/21/2010 1:42 PM using R/Sword

ChiBondKing – laszlochi@gmail.com
13 Week Bill
Last 10 Auctions

HighYield HighPrice IndirBidPercent BidToCover Coupon

0.155 99.960819 36.47 4.54 0.157

0.155 99.960389 32.2 4.25 0.157

0.145 99.963347 38.73 4.95 0.147

0.135 99.965875 26.56 4.42 0.137

0.14 99.964611 23.05 4.35 0.142

0.16 99.959556 43.65 4.36 0.162

0.155 99.960819 23.85 4.31 0.157

0.13 99.967139 40.44 4.56 0.132

0.125 99.968403 28 4.48 0.127

0.135 99.965875 31.81 4.55 0.137

Last 10 Auctions Statistics

HighYield HighPrice IndirBidPercent BidToCover Coupon

Min. :0.1250 Min. :99.96 Min. :23.05 Min. :4.250 Min. :0.1270

1st Qu.:0.1350 1st Qu.:99.96 1st Qu.:26.92 1st Qu.:4.353 1st Qu.:0.1370

Median :0.1425 Median :99.96 Median :32.01 Median :4.450 Median :0.1445

Mean :0.1435 Mean :99.96 Mean :32.48 Mean :4.477 Mean :0.1455

3rd Qu.:0.1550 3rd Qu.:99.97 3rd Qu.:38.16 3rd Qu.:4.548 3rd Qu.:0.1570

Max. :0.1600 Max. :99.97 Max. :43.65 Max. :4.950 Max. :0.1620

Generated on 10/21/2010 1:42 PM using R/Sword

ChiBondKing – laszlochi@gmail.com
Historical Data
Start Date: [1] "2010-01-04", Last Auction: [1] "2010-10-18"

Maximum Minimum
High Yield HighYield HighYield
2010-04-05 0.175 2010-01-11 0.04
Indirect Bid Percent IndirBidPercent IndirBidPercent
2010-03-29 52.11 2010-06-21 17.3
Bid To Cover BidToCover BidToCover
2010-08-30 4.95 2010-04-05 3.6
Coupon Coupon Coupon
2010-04-05 0.178 2010-01-11 0.041

Auction Standard Deviations (Last 10)

HighYield HighPrice IndirBidPercent BidToCover Coupon

0.012 0.003 7.166 0.198 0.012

The information contained in this document should not be considered investment advice or an offer to buy or sell any
security. For informational purposes only. While the data is obtained from sources believed to be accurate, the author is not
responsible for errors or omissions.

Generated on 10/21/2010 1:42 PM using R/Sword

ChiBondKing – laszlochi@gmail.com