Treasury Auction Schedule for the Week of 10/5/2009

The U.S. Treasury Department will auction the following Treasury securities during the week of 10/5/2009.

Monday October 5, 2009

• 13-week bill: $30 billion
• 26-week bill: $30 billion
• 9-year 9-month TIPS (reopening: original issue July 2009, CUSIP 912828LA6): $7 billion
  
  (original issue $8 billion)
  

Tuesday October 6, 2009

• 4-week bill: $24 billion
• 3-year note (CUSIP: 912828LR9): $39 billion (last month $38 billion)
  

Wednesday October 7, 2009

• 9-year 10-month note (2nd reopening: original issue August 2009, CUSIP 912828LJ7): $20 billion
  
  (original issue $23 billion, 1st reopening (September) $20 billion)
  

Thursday October 8, 2009

• 29-year 10-month bond (2nd reopening: original issue Ausut 2009, CUSIP 912810QC5): $12 billion
  
  (original issue $15 billion, 1st reopening $12 billion)
  

Total for the week: $162 billion

• Bills: $84 billion
• Notes and bonds: $78 billion
  

New York Fed Open Market Operation for 10/1/2009

As part of the permanent Open Market Operation (OMO), the New York Fed purchased agency bonds today.

• Operation type: Outright Agency Coupon Purchase
• Total Par Amt Accepted: $2,635 million
• Total Par Amt Submitted: $5,855 million
• Maturity Date Range: 10/15/13 - 03/15/16

Treasury Auction Result for 9/29/2009

The U.S. Treasury Department auctioned the following Treasury securities today.

4-week bill: $22 billion (last week $16 billion)

• Primary Dealer: $15.38 billion
• Indirect Bidder: $5.58 billion
• Indirect Bidder Percentage: 25.4% (last week 22.7%)
• Bid to Cover Ratio: 3.67 (last week 5.18)
• Investment Rate: 0.041% (last week 0.041%)
• High Rate: 0.040% (allotted at high: 37.39%)

In addition, SOMA* purchased $3.78 billion 4-week note.

Total for the week so far: $81 billion

• Bills: $81 billion

Total for the month of September so far: $572 billion

• Bills: $390 billion
• Notes and bonds: $182 billion

Additional purchase by SOMA* for the month of September so far: $24.72 billion

• Bills: $22.21 billion
• Notes and bonds: $2.51 billion

New York Fed Open Market Operation for 9/29/2009

As part of permanent Open Market Operations (OMO), the New York Fed purchased Treasury securities today.

• Operation type: Outright Coupon Purchase
• Total Par Amt Accepted: $3,545 million
• Total Par Amt Submitted: $19,978 million
• Maturity/Call Date Range: 05/15/2012 - 11/15/2013

The purchase included:

• 912828LM0 (3-year note, auctioned on 9/8/09): $3,515 million, bringing the Fed's holding of this note to $3,595 million

Treasury Auction Result for 9/28/2009

The U.S. Treasury Department auctioned the following Treasury securities today.

13-week bill: $30 billion (last week $29 billion)

• Primary Dealer: $15.69 billion
• Indirect Bidder: $9.11 billion
• Indirect Bidder Percentage: 30.4% (last week 19.7%)
• Bid to Cover Ratio: 3.65 (last week 4.12)
• Investment Rate: 0.117% (last week 0.101%)
• High Rate: 0.115% (allotted at high: 38.02%)

26-week bill: $29 billion

• Primary Dealer: $6.87 billion
• Indirect Bidder: $20.19 billion
• Indirect Bidder Percentage: 69.6% (last week 46.6%)
• Bid to Cover Ratio: 3.80 (last week 3.76)
• Interest Rate: 0.193% (last week 0.193%)
• High Rate: 0.190% (allotted at high: 3.61%)

Total for the week so far: $59 billion

• Bills: $59 billion

Total for the month of September so far: $550 billion

• Bills: $368 billion
• Notes and bonds: $182 billion

Additional purchase by SOMA* for the month of September so far: $20.94 billion

• Bills: $18.43 billion
• Notes and bonds: $2.51 billion

Treasury Auction Schedule for the Week of 9/28/2009

The U.S. Treasury Department will auction the following Treasury securities this week.

Monday September 28, 2009

• 13-week bill: $30 billion
• 26-week bill: $29 billion

Tuesday September 29, 2009

• 4-week bill: $22 billion

Total for the week: $81 billion

• Bills: $81 billion