Showing posts with label monthly. Show all posts
Showing posts with label monthly. Show all posts

Monday, August 31, 2009

Treasury Auction Result for 8/31/2009

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

13-week bill: $30 billion

  • Primary Dealer: $13.39 billion
  • Indirect Bidder: $13.09 billion
  • Indirect Bidder Percentage: 44% (last week 41%)
  • Bid to Cover Ratio: 3.94 (last week: 3.89)
  • Investment Rate: 0.152% (last week: 0.162%)
  • High Rate: 0.160% (allotted at high: 53.23%)
26-week bill: $29 billion

  • Primary Dealer: $9.60 billion
  • Indirect Bidder: $15.79 billion
  • Indirect Bidder Percentage: 54% (high; last week 28%)
  • Bid to Cover Ratio: 3.84 (last week 3.49)
  • Investment Rate: 0.244% (last week 0.259%)
  • High Rate: 0.240 (allotted at high: 93.98%)

Total for the week so far: $59 billion

  • Bills: $59 billion

Total for the month of August: $782 billion

  • Bills: $598 billion ($100 billion of which is for the Federal Reserve under SFP*.)
  • Notes and bonds: $184 billion
Additional purchase by SOMA* for the month of August: $33.28 billion
  • Bills: $18.43 billion
  • Notes: $14.85 billion
*Scroll down to the bottom to see the explanation.

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Sunday, August 2, 2009

Treasury Auction Schedule for August 2009

The U.S. Treasury Department plans to auction the following Treasury securities in August, 2009. (This is a tentative schedule.)

Monday, August 3, 2009

  • 13-week bill
  • 26-week bill
Tuesday, August 4, 2009
  • 4-week bill
Monday, August 10, 2009
  • 13-week bill
  • 26-week bill
Tuesday, August 11, 2009
  • 4-week bill
  • 3-year note
Wednesday, August 12, 2009
  • 10-year note
Thursday, August 13, 2009
  • 30-year bond
Monday, August 17, 2009
  • 13-week bill
  • 26-week bill
Tuesday, August 18, 2009
  • 4-weel bill
Monday, August 24, 2009
  • 13-week bill
  • 26-week bill
Tuesday, August 25, 2009
  • 4-week bill
  • 52-week bill
  • 2-year note
Wednesday, August 26, 2009
  • 5-year note
Thursday, August 27, 2009
  • 7-year note
Monday, August 31, 2009
  • 13-week bill
  • 26-week bill

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Friday, July 31, 2009

Treasury Auction Result for 7/30/2009 (Corrected)

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

7-year note: $28 billion ($1 billion more than last month)

  • Primary Dealer: $10.05 billion
  • Indirect Bidder: $17.46 billion
  • Indirect Bidder Percentage: 62.4%
  • Bid to Cover Ratio: 2.63
  • High Yield: 3.369% (Interest Rate 3.250%)
  • Allotted at High: 91.73% (High. Last month: 13.17%)
In addition, SOMA purchased $701 million 7-year note.

Total for this week: $235 billion
  • Bills: $120 billion
  • Notes, TIPS: $115 billion
(CORRECTION: with CMB $30 billion on July 1st added)
Total for the month of July: $725 billion
  • Bills: $537 billion
  • Notes, bonds, TIPS: $188 billion
Additional purchase by SOMA for the month of July 2009: $17.52 billion
  • Bills: $14.65 billion
  • Notes, TIPS: $2.87 billion

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Sunday, July 5, 2009

Treasury Auction Result for Week of 6/29/2009

Treasury Department auctioned the following Treasury securities in the week of June 29, 2009. For details, click on the date.

Monday June 29, 2009

  • 13-week bill: $32 billion
  • 26-week bill: $30 billion
Tuesday Jun 30, 2009
  • 52-week bill: $27 billion
  • 4-week bill: $35 billion

SOMA bought additional $5.94 billion 4-week bill.

Total for the week: $124 billion

  • Bills: $124 billion

Total for the month of June 2009: $659 billion

  • Bills: $490 billion
  • Notes and bonds: $169 billion

Total additional purchase by SOMA for the month of June: $28.07 billion

  • Bills: $24.37 billion (4-week bill)
  • Notes and bonds: $ 3.70 billion

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Terminology
SOMA System Open Market Account at the Federal Reserve New York Bank
Primary Dealer A bank or securities broker-dealer that may trade directly with the Federal Reserve System. Primary Dealers are required to bid at Treasury auctions. Current list of Primary Dealers is available at New york Fed.
Indirect Bidder Supposed to be the foreign investors, both foreign central banks and foreign private investors
Bid to Cover ratio The number of bids received divided by the number of bids accepted. The higher the ratio, the higher the demand.
Reopening The U.S. Treasury issues additional amounts of a previously issued security. The reopened security has the same maturity date and coupon interest rate as the original security, but with a different issue date and usually a different purchase price.
Cash Management Bill (CMB) A short-term security sold by the U.S. Department of the Treasury. The maturity on a CMB can range from a few days to six months. The money raised through these issues is used by the Treasury to meet any temporary shortfalls. CMBs tend to pay higher yields than bills with fixed maturities, but their shorter maturities lead to lower overall interest expense.
Supplementary Financing Program (SFP) A program initiated by the U.S. Treasury Department at the request of the Federal Reserve in September 17, 2008. The cash raised from the auction will be used in the various Federal Reserve initiatives to support the financial markets and manage its balance sheet.

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