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US Bond Auction Statistics Rev. 2 - 12.1.2010
US Bond Auction Statistics Rev. 2 - 12.1.2010
December 1, 2010
ChiBondKing – laszlochi@gmail.com
Contents
Upcoming Auctions At A Glance ........................................................................................................................................................1
30 Year ................................................................................................................................................................................................... 2
10 Year ................................................................................................................................................................................................... 4
7 Year ..................................................................................................................................................................................................... 6
5 Year ..................................................................................................................................................................................................... 8
3 Year ................................................................................................................................................................................................... 10
2 Year ................................................................................................................................................................................................... 12
Min. :3.820 Min. : 97.69 Min. :23.92 Min. :2.310 Min. :3.875
1st Qu.:3.986 1st Qu.: 98.52 1st Qu.:32.40 1st Qu.:2.518 1st Qu.:3.969
Median :4.251 Median : 98.98 Median :36.06 Median :2.730 Median :4.375
Mean :4.287 Mean :100.06 Mean :34.82 Mean :2.664 Mean :4.287
3rd Qu.:4.632 3rd Qu.:100.83 3rd Qu.:37.29 3rd Qu.:2.845 3rd Qu.:4.562
Max. :4.770 Max. :105.05 Max. :46.04 Max. :2.890 Max. :4.625
Maximum Minimum
High Yield HighYield HighYield
2010-04-08 4.77 2009-02-12 3.54
Indirect Bid Percent IndirBidPercent IndirBidPercent
2009-07-09 50.21 2008-05-08 12.65
Bid To Cover BidToCover BidToCover
2009-09-10 2.92 2009-02-12 2.02
Coupon Coupon Coupon
2010-02-11 4.625 2009-02-12 3.5
Min. :2.475 Min. : 97.76 Min. :33.19 Min. :2.670 Min. :2.625
1st Qu.:2.685 1st Qu.: 99.18 1st Qu.:40.49 1st Qu.:2.967 1st Qu.:2.625
Median :3.180 Median : 99.60 Median :41.76 Median :3.065 Median :3.500
Mean :3.175 Mean :100.12 Mean :43.38 Mean :3.117 Mean :3.188
3rd Qu.:3.656 3rd Qu.:100.95 3rd Qu.:45.14 3rd Qu.:3.232 3rd Qu.:3.594
Max. :3.900 Max. :103.20 Max. :56.60 Max. :3.720 Max. :3.625
Maximum Minimum
High Yield HighYield HighYield
2008-06-12 4.225 2009-01-08 2.419
Indirect Bid Percent IndirBidPercent IndirBidPercent
2010-11-09 56.6 2008-12-11 12.74
Bid To Cover BidToCover BidToCover
2010-04-07 3.72 2009-03-11 2.14
Coupon Coupon Coupon
2008-08-06 4 2010-08-11 2.625
Min. :1.890 Min. :99.23 Min. :40.33 Min. :2.610 Min. :1.875
1st Qu.:2.055 1st Qu.:99.40 1st Qu.:42.21 1st Qu.:2.790 1st Qu.:1.969
Median :2.485 Median :99.52 Median :50.23 Median :2.930 Median :2.438
Mean :2.555 Mean :99.57 Mean :48.54 Mean :2.879 Mean :2.487
3rd Qu.:3.012 3rd Qu.:99.81 3rd Qu.:51.08 3rd Qu.:3.002 3rd Qu.:2.938
Max. :3.374 Max. :99.98 Max. :59.50 Max. :3.060 Max. :3.250
Maximum Minimum
High Yield HighYield HighYield
2010-03-25 3.374 2010-09-29 1.89
Indirect Bid Percent IndirBidPercent IndirBidPercent
2009-06-25 67.17 2009-03-26 28.04
Bid To Cover BidToCover BidToCover
2010-10-28 3.06 2009-02-26 2.11
Coupon Coupon Coupon
2009-05-28 3.25 2010-08-26 1.875
Min. :1.260 Min. :99.40 Min. :31.50 Min. :2.550 Min. :1.250
1st Qu.:1.383 1st Qu.:99.54 1st Qu.:39.50 1st Qu.:2.665 1st Qu.:1.281
Median :1.895 Median :99.80 Median :40.45 Median :2.750 Median :1.812
Mean :1.884 Mean :99.72 Mean :42.31 Mean :2.766 Mean :1.825
3rd Qu.:2.329 3rd Qu.:99.89 3rd Qu.:48.51 3rd Qu.:2.828 3rd Qu.:2.312
Max. :2.605 Max. :99.98 Max. :50.77 Max. :3.060 Max. :2.500
Maximum Minimum
High Yield HighYield HighYield
2008-05-29 3.52 2010-09-28 1.26
Indirect Bid Percent IndirBidPercent IndirBidPercent
2009-06-24 62.79 2008-05-29 16.46
Bid To Cover BidToCover BidToCover
2010-07-28 3.06 2008-04-24 1.65
Coupon Coupon Coupon
2008-05-29 3.5 2010-08-25 1.25
Min. :0.5690 Min. : 99.72 Min. :28.98 Min. :2.830 Min. :0.500
1st Qu.:0.8035 1st Qu.: 99.78 1st Qu.:40.53 1st Qu.:3.107 1st Qu.:0.750
Median :1.1375 Median : 99.83 Median :44.53 Median :3.205 Median :1.062
Mean :1.1057 Mean : 99.84 Mean :44.02 Mean :3.149 Mean :1.050
3rd Qu.:1.4047 3rd Qu.: 99.88 3rd Qu.:51.07 3rd Qu.:3.252 3rd Qu.:1.375
Max. :1.7760 Max. : 99.99 Max. :52.25 Max. :3.310 Max. :1.750
Maximum Minimum
High Yield HighYield HighYield
2009-06-09 1.96 2010-10-12 0.569
Indirect Bid Percent IndirBidPercent IndirBidPercent
2009-11-09 68.55 2009-01-07 28.01
Bid To Cover BidToCover BidToCover
2009-11-09 3.33 2008-12-10 2.15
Coupon Coupon Coupon
2009-06-09 1.875 2010-10-12 0.5
Min. :0.4000 Min. : 99.76 Min. :29.25 Min. :2.930 Min. :0.3750
1st Qu.:0.5035 1st Qu.: 99.88 1st Qu.:33.31 1st Qu.:3.053 1st Qu.:0.4062
Median :0.7015 Median : 99.95 Median :37.24 Median :3.330 Median :0.6250
Mean :0.6950 Mean : 99.91 Mean :37.64 Mean :3.310 Mean :0.6500
3rd Qu.:0.8635 3rd Qu.: 99.96 3rd Qu.:39.74 3rd Qu.:3.445 3rd Qu.:0.8438
Max. :1.0240 Max. :100.00 Max. :53.56 Max. :3.780 Max. :1.0000
Maximum Minimum
High Yield HighYield HighYield
2008-06-24 2.922 2010-10-26 0.4
Indirect Bid Percent IndirBidPercent IndirBidPercent
2009-06-23 68.74 2008-05-28 22.43
Bid To Cover BidToCover BidToCover
2010-09-27 3.78 2008-11-24 2.08
Coupon Coupon Coupon
2008-06-24 2.875 2010-08-24 0.375
Min. :0.2250 Min. :99.51 Min. :30.25 Min. :3.660 Min. :0.2290
1st Qu.:0.2687 1st Qu.:99.62 1st Qu.:31.90 1st Qu.:4.003 1st Qu.:0.2727
Median :0.3075 Median :99.69 Median :41.10 Median :4.220 Median :0.3125
Mean :0.3290 Mean :99.67 Mean :39.71 Mean :4.231 Mean :0.3344
3rd Qu.:0.3725 3rd Qu.:99.73 3rd Qu.:44.59 3rd Qu.:4.495 3rd Qu.:0.3785
Max. :0.4850 Max. :99.77 Max. :54.07 Max. :4.810 Max. :0.4940
Maximum Minimum
High Yield HighYield HighYield
2008-07-01 2.295 2010-10-19 0.225
Indirect Bid Percent IndirBidPercent IndirBidPercent
2009-07-28 68.35 2008-06-03 9.9
Bid To Cover BidToCover BidToCover
2010-10-19 4.81 2008-08-26 2.34
Coupon Coupon Coupon
2008-07-01 2.368 2010-10-19 0.229
Min. :0.1550 Min. :99.89 Min. :27.40 Min. :3.970 Min. :0.1570
1st Qu.:0.1663 1st Qu.:99.90 1st Qu.:33.61 1st Qu.:4.535 1st Qu.:0.1685
Median :0.1750 Median :99.91 Median :36.56 Median :4.605 Median :0.1780
Mean :0.1780 Mean :99.91 Mean :38.51 Mean :4.575 Mean :0.1807
3rd Qu.:0.1888 3rd Qu.:99.92 3rd Qu.:44.12 3rd Qu.:4.673 3rd Qu.:0.1918
Max. :0.2100 Max. :99.92 Max. :53.35 Max. :4.860 Max. :0.2130
Maximum Minimum
High Yield HighYield HighYield
2008-06-16 2.35 2010-01-11 0.13
Indirect Bid Percent IndirBidPercent IndirBidPercent
2009-09-28 73.15 2009-04-20 17.25
Bid To Cover BidToCover BidToCover
2010-11-01 4.86 2008-04-21 1.98
Coupon Coupon Coupon
2008-06-16 2.411 2010-01-11 0.132
Min. :0.1250 Min. :99.96 Min. :18.23 Min. :4.260 Min. :0.1270
1st Qu.:0.1263 1st Qu.:99.97 1st Qu.:24.62 1st Qu.:4.405 1st Qu.:0.1283
Median :0.1325 Median :99.97 Median :28.09 Median :4.500 Median :0.1345
Mean :0.1375 Mean :99.97 Mean :28.72 Mean :4.483 Mean :0.1396
3rd Qu.:0.1388 3rd Qu.:99.97 3rd Qu.:31.45 3rd Qu.:4.558 3rd Qu.:0.1407
Max. :0.1750 Max. :99.97 Max. :40.44 Max. :4.690 Max. :0.1780
Maximum Minimum
High Yield HighYield HighYield
2008-06-16 2.05 2008-12-08 0.005
Indirect Bid Percent IndirBidPercent IndirBidPercent
2009-08-03 60.89 2009-12-28 10.3
Bid To Cover BidToCover BidToCover
2010-08-30 4.95 2008-09-15 2.33
Coupon Coupon Coupon
2008-06-16 2.089 2008-12-08 0.005
Min. :0.0800 Min. : 99.99 Min. :29.05 Min. :4.310 Min. :0.0810
1st Qu.:0.1250 1st Qu.: 99.99 1st Qu.:30.46 1st Qu.:4.673 1st Qu.:0.1270
Median :0.1325 Median : 99.99 Median :33.45 Median :4.985 Median :0.1345
Mean :0.1300 Mean : 99.99 Mean :38.03 Mean :4.870 Mean :0.1318
3rd Qu.:0.1388 3rd Qu.: 99.99 3rd Qu.:42.98 3rd Qu.:5.080 3rd Qu.:0.1407
Max. :0.1750 Max. : 99.99 Max. :60.83 Max. :5.250 Max. :0.1770
Maximum Minimum
High Yield HighYield HighYield
2008-06-10 1.99 2008-12-09 0
Indirect Bid Percent IndirBidPercent IndirBidPercent
2009-10-06 61.23 2010-05-25 8.81
Bid To Cover BidToCover BidToCover
2010-01-12 6.63 2008-07-22 2.35
Coupon Coupon Coupon
2008-06-09 1.885 2008-12-09 0
Min. :0.0950 Min. :99.98 Min. : 6.50 Min. :4.280 Min. :0.0960
1st Qu.:0.1338 1st Qu.:99.98 1st Qu.: 9.43 1st Qu.:4.383 1st Qu.:0.1358
Median :0.1450 Median :99.98 Median :13.27 Median :4.435 Median :0.1470
Mean :0.1395 Mean :99.98 Mean :16.68 Mean :4.495 Mean :0.1414
3rd Qu.:0.1500 3rd Qu.:99.98 3rd Qu.:22.77 3rd Qu.:4.593 3rd Qu.:0.1520
Max. :0.1600 Max. :99.99 Max. :38.21 Max. :4.850 Max. :0.1620
Maximum Minimum
High Yield HighYield HighYield
2008-04-08 2.29 2009-12-30 0
Indirect Bid Percent IndirBidPercent IndirBidPercent
2008-12-30 56.63 2008-09-08 0
Bid To Cover BidToCover BidToCover
2009-12-30 6.66 2008-09-19 1.87
Coupon Coupon Coupon
2008-04-08 2.323 2009-12-30 0
The information contained in this document should not be considered investment advice or an offer to buy or sell any
security. For informational purposes only. While the data is obtained from sources believed to be accurate, the author is not
responsible for errors or omissions.