Treasury Auction Result for 12/9/2009
The U.S. Treasury Department auctioned the following Treasury securities today.
19-day CMB*: $15 billion (SFP*, maturing on December 29, 2009)
- Primary Dealer: $10.71 billion
- Indirect Bidder: $2.10 billion
- Indirect Bidder Percentage: 14%
- Bid to Cover Ratio: 5.38
- Investment Rate: 0.081% (cf. 4-day CMB auctioned yesterday had 0.071%.)
- High Rate: 0.080% (allotted at high: 4.71%)
9-year 11-month note (CUSIP 912828LY4, reopening): $21 billion
(original issue $25 billion in November 2009)
- Primary Dealer: $11.77 billion
- Indirect Bidder: $7.31 billion
- Indirect Bidder Percentage: 34.8% (original issue 46.9%)
- Bid to Cover Ratio: 2.62 (original issue 2.81)
- Interest Rate: 3.375%
- High Yield: 3.448% (allotted at high: 67.28%) (original issue high yield 3.470%)
In addition, SOMA* purchased $113 million 9-year 11-month note.
Total for the week: $178 billion
- Bills: $117 billion
- Notes: $61 billion
- Bills: $148 billion
- Notes: $61 billion
- Bills: $8.71 billion
- Notes: $328 million
*For details, scroll down to the bottom of the page.
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