Bond auction tail

Regress the “unexpected” auction tail levels against the aggressive bid amount: • More aggressive bids, more negative the auction tail (or better auction results to Treasury). US Tsy $24B 30Y bond auction (912810SU3) draws 2.295% high yield (1.933% last month) vs. 2.290% WI; w/ 2.28 bid/cover (2.18 prior). Huge $25B 9pt issue at the low end of the estimate, appears some prop/fast$ accounts had anticipated larger issuance and had sold along with hedges -- contributed to the bounce in Tsys after the 30Y Bond R/O auction tailed slightly. 2009-05-07 2021-03-24 2021-03-10 Over the past decade, numerous engineered credit events and cases of market participants manipulating bond prices to influence Credit Default Swap (CDS) auction payouts have occurred. These cases have become increasingly common, and the CFTC has stated they may constitute market manipulation and undermine not only the CDS market but also the credit derivative and default markets.

In a quote, the cents rather than the whole dollar amount. For example, in the quote $32.59, tail is 59 cents. The tail is the gap between the highest yield the Treasury sold in the auction and the yield before the auction began. Analysts have cited the 1.50% level as a key threshold for the bond market Generally, when the high yield is lower than the when-issued (or "WI" yield), the auction is referred to as having "stopped through" or "traded through." In this case "stop" carries an implicitly Treasuries gap lower after WEAK US Tsy $27B 20Y bond auction (912810SW9) draws 1.890% vs. 1.897% WI, bid/cover 2.15% (2.28% previous).Indirects drew 54.90% vs. 59.74% prior, directs 16.02% vs.

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If the auction high yield is above the snap, it “tailed” the When issued. • More aggressive bids, more negative the auction tail (or better auction results to Treasury). • Less aggressive bids, more positive the auction tail (or worse auction results to Treasury).

Move higher was biggest since last market-structure problems sent rates surging last March. Se hela listan på treasurydirect.gov US Tsy $24B 30Y bond auction (912810SU3) draws 2.295% high yield (1.933% last month) vs. 2.290% WI; w/ 2.28 bid/cover (2.18 prior). Huge $25B 9pt issue at the low end of the estimate, appears some prop/fast$ accounts had anticipated larger issuance and had sold along with hedges -- contributed to th Bond & Bond Auctioneers has specialized in liquidating anything of value for the past 40 years. We have successfully sold items ranging from $100 to over $2 million in value.
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Yumi Ikeda, April 13, 2016, 10:12 PM EDT Bid-to-cover ratio falls to 3.39 from 4.12 last month Normally, that would have investors exceedingly nervous heading into a hectic week of bond auctions, which includes a $60 billion sale of benchmark 2-year notes on Tuesday and another $62 billion in 7-year notes on Thursday, as inflation signals hot up and deficit hawks renew their criticisms of the Biden Administration's $1.9 trillion American Rescue Act. With the yield curve sharply steepening in recent days, it will not come as a surprise to most that the just concluded 30Y auction priced at the highest yield since before the COVID pandemic began: today's 29-year-10month reopening of CUSIP SP4 priced at 1.578%, which was not only sharply higher than September's 1.473% and also a substantial 1.1bps tail to the 1.567% When Issued, but it was Many bond market “experts” highlight the bid to cover ratio at these auctions as if disaster is imminent.

by: moneyweek 2020-02-13 · In effect, this auction is cleared at 5.07%, and all successful competitive and non-competitive bidders receive the 5.07% discount rate. Overview. BOND AUCTIONS is a a Peer to Peer auction services where investors buy and sell our bonds and make 30% in 4 days or 60% in 8 days or 95% in 12 days.
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These cases have become increasingly common, and the CFTC has stated they may constitute market manipulation and undermine not only the CDS market but also the credit derivative and default markets. Although Wednesday’s failed government bond auction looks ominous for investors, as auctions rarely fail in the sovereign market. For the first time in seven years, not enough investors showed up to buy 2009-05-07 · Long bonds tumbled after the auction US30YT=RR. They were last trading down 2-15/32 in price on the day, pushing the yield up to 4.26 percent from 4.10 percent late on Wednesday.

In a quote, the cents rather than the whole dollar amount. For example, in the quote $32.59, tail is 59 cents. This term is most common in new issues of a security. 3. See: Residual Value. 2021-02-25 · The tail is the gap between the highest yield the Treasury sold in the auction and the yield before the auction began.