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US Bond Auction Statistics

US Bond Auction Statistics

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Published by chibondking
Updated as of 12/1/2010
Updated as of 12/1/2010

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Categories:Business/Law, Finance
Published by: chibondking on Dec 01, 2010
Copyright:Attribution Non-commercial

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12/01/2010

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Generated on 12/1/2010 9:24 AM using R/Sword
ChiBondKing
 laszlochi@gmail.com 
US Bond Auction Statistics
December 1, 2010ChiBondKing
Upcoming Auctions At A Glance
12/6
13 & 26 Wk Bill
12/7
3Y Note
, 4 Wk Bill
 12/8
10Y Note (Reopening)12/9
30Y Bond (Reopening)
12/13
13 & 26 Wk Bill
 
12/14
4 & 52 Wk Bill
 
12/20
13 & 26 Wk Bill
 
12/21
4 Wk Bill
 12/27
 
2Y Note
13 & 26 Wk Bill
 12/28
 
5Y Note12/29
7Y Note
Contents
 
Generated on 12/1/2010 9:24 AM using R/Sword
ChiBondKing
 laszlochi@gmail.com 
Bond Auction Results (Historical)
30 Year
Last 10 Auctions
 
HighYield HighPrice IndirBidPercent BidToCover Coupon TotalCompAccepted IndirBidAccepted4.72 98.483611 28.53 2.36 4.625 15980095700 45590238004.679 99.128159 23.92 2.89 4.625 12978916000 31043160004.77 97.692939 36.85 2.73 4.625 12986601600 47849720004.49 98.114367 32.51 2.6 4.375 15970444200 51924602004.182 103.270808 36.03 2.87 4.375 12974030000 46746000004.08 105.053815 37.44 2.89 4.375 12985141500 48610201003.954 98.619129 46.04 2.77 3.875 15946538000 73419600003.82 100.97053 36.09 2.73 3.875 12985762000 46867400003.852 100.397647 32.36 2.49 3.875 12987894000 42024630004.32 98.829162 38.4 2.31 4.25 15965370000 6.131e+09
Last 10 Auctions Statistics
HighYield HighPrice IndirBidPercent BidToCover CouponMin. :3.820 Min. : 97.69 Min. :23.92 Min. :2.310 Min. :3.8751st Qu.:3.986 1st Qu.: 98.52 1st Qu.:32.40 1st Qu.:2.518 1st Qu.:3.969Median :4.251 Median : 98.98 Median :36.06 Median :2.730 Median :4.375Mean :4.287 Mean :100.06 Mean :34.82 Mean :2.664 Mean :4.2873rd Qu.:4.632 3rd Qu.:100.83 3rd Qu.:37.29 3rd Qu.:2.845 3rd Qu.:4.562Max. :4.770 Max. :105.05 Max. :46.04 Max. :2.890 Max. :4.625
 
Generated on 12/1/2010 9:24 AM using R/Sword
ChiBondKing
 laszlochi@gmail.com 
Historical Information
 Start Date: [1] "2008-05-08", Last Auction: [1] "2010-11-10"
 
Maximum MinimumHigh Yield
HighYield2010-04-08 4.77HighYield2009-02-12 3.54
Indirect Bid Percent
IndirBidPercent2009-07-09 50.21IndirBidPercent2008-05-08 12.65
Bid To Cover
BidToCover2009-09-10 2.92BidToCover2009-02-12 2.02
Coupon
Coupon2010-02-11 4.625Coupon2009-02-12 3.5
Auction Standard Deviations (Last 10)
 HighYield HighPrice IndirBidPercent BidToCover Coupon TotalCompAccepted IndirBidAccepted0.363 2.416 5.986 0.215 0.312 1540211309.237 1129080155.347

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