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发表于 2010-1-9 07:10 PM
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本帖最后由 ypm968 于 2010-1-9 18:16 编辑
"no-foreign bidders show up in the last week of Dec 上千亿美元的拍卖 (120BILLION), that is what I heard. (WS called it "conspiracy not showing up together")"
What you heard was not the fact!
As a matter of fact, T-bill auctions were very successful this week. Don't forget the retail investors. They were hurt badly during this bear market, many of them exited stock market and put their money into bond funds. We, hutongers are active traders, but most retail investors still believe in "BUY AND HOLD", I feel sorry for them. Last week, ceo of an online stock brokerage firm (Charles Schwab or td-ameritrade, I forgot) appeared on CNBC, said trading volume for 2009 only increased 2% over 2008. So you get the idea. I think that is the key reason why this market still in up trend. The MMs set up a big trap and waiting for "meat" to come, but so far the retail investors are not coming back. 俺希望最后不要演变成“偷鸡不成反蚀把米”。
Treasury Auction Result for 12/28/2009
The U.S. Treasury Department auctioned the following Treasury securities today.
13-week bill: $28 billion (last week $30 billion)
Primary Dealer: $17.95 billion
Indirect Bidder: $2.66 billion
Indirect Bidder Percentage: 9.5% (last week 20.1%)
Bid to Cover Ratio: 3.39 (last week 3.28)
Investment Rate: 0.112% (last week 0.071%)
High Rate: 0.110% (allotted at high: 79.75%)
26-week bill: $29 billion (last week $31 billion)
Primary Dealer: $10.95 billion
Indirect Bidder: $15.50 billion
Indirect Bidder Percentage: 53.4% (last week 68.3%)
Bid to Cover Ratio: 3.57 (last week 3.56)
Investment Rate: 0.203% (last week 0.173%)
High Rate: 0.200% (allotted at high: 40.81%)
2-year note (912828ML1): $44 billion
Primary Dealer: $19.95 billion
Indirect Bidder: $15.18 billion
Indirect Bidder Percentage: 34.5% (last month 44%)
Bid to Cover Ratio: 2.91 (last month 3.16)
Interest Rate: 1% (last month 0.750%)
High Yield: 1.089% (allotted at high: 59.68%) (last month high yield 0.802%)
Treasury Auction Result for 12/29/2009
The U.S. Treasury Department auctioned the following Treasury securities today.
4-week bill: $23 billion (last week $28 billion)
Primary Dealer: $8.31 billion
Indirect Bidder: $12.75 billion
Indirect Bidder Percentage: 55.4% (last week 60.5%)
Bid to Cover Ratio: 3.95 (last week 4.08)
Investment Rate: 0.010% (last week 0.005%)
High Rate: 0.010% (allotted at high: 12.36%)
In addition, SOMA* purchased $6.29 billion 4-week bill.
5-year note (912828ME7): $42 billion (last month $42 billion)
Primary Dealer: $18.00 billion
Indirect Bidder: $18.44 billion
Indirect Bidder Percentage: 43.9% (last month 60.7%)
Bid to Cover Ratio: 2.59 (last month 2.81)
Interest Rate: 2.625% (last month 2.125%)
High Yield: 2.665% (allotted at high: 31.16%) (last month high yield 2.175%)
In addition, SOMA* purchased $1.24 billion 5-year note.
Total for the week so far: $166 billion
Bills: $80 billion
Notes: $86 billion
Total for December 2009 so far: $593 billion
Bills: $433 billion
Notes and bonds: $160 billion
Additional purchase by SOMA* for December 2009 so far: $27.658 billion
Bills: $24.72 billion
Notes and bonds: $2.938 billion
Treasury Auction Result for 12/30/2009
The U.S. Treasury Department auctioned the following Treasury securities today.
36-day CMB: $5 billion (under SFP*, for use by the Federal Reserve)
Primary Dealer: $3.96 billion
Indirect Bidder: $1.03 billion
Indirect Bidder Percentage: 20.6%
Bid to Cover Ratio: 6.66
Investment Rate: 0%
High Rate: 0% (allotted at high: 29.83%)
7-year note (912828MD9): $32 billion (last month $32 billion)
Primary Dealer: $15.56 billion
Indirect Bidder: $14.27 billion
Indirect Bidder Percentage: 44.6% (last month 62.4%)
Bid to Cover Ratio: 2.72 (last month 2.76)
Interest Rate: 3.250% (last month 2.750%)
High Yield: 3.345% (allotted at high: 55.69%) (last month high yield 2.835%)
In addition, SOMA* purchased $948 million 7-year note.
Total for the week so far: $203 billion
Bills: $85 billion
Notes: $118 billion
Total for December 2009: $630 billion
Bills: $438 billion
Notes and bonds: $192 billion
Additional purchase by SOMA* for December 2009 so far: $28.606 billion
Bills: $24.72 billion
Notes and bonds: $3.886 billion
Treasury Auction Result for 1/5/2010
The U.S. Treasury Department auctioned the following Treasury securities today.
4-week bill: $16 billion (last week $23 billion; week before last $28 billion)
Primary Dealer: $6.68 billion
Indirect Bidder: $8.68 billion
Indirect Bidder Percentage: 54.3% (last week 55.4%)
Bid to Cover Ratio: 5.50 (last week 3.95)
Investment Rate: 0.025% (last week 0.010%)
High Rate: 0.025% (allotted at high: 85.42%)
In addition, SOMA* purchased $2.42 billion 4-week bill.
Total for the week so far: $67 billion
Bills: $67 billion
Total for January 2010 so far: $67 billion
Bills: $67 billion
Additional purchase by SOMA* for January 2010 so far: $2.42 billion
Bills: $2.42 billion
* For details, scroll down to the bottom of page.
at 10:15 AM 0 COMMENTS
Labels: daily, Treasury Auction Result
MONDAY, JANUARY 4, 2010
Treasury Auction Result for 1/4/2010
The U.S. Treasury Department auctioned the following Treasury securities today.
13-week bill: $25 billion (last week $28 billion)
Primary Dealer: $11.58 billion
Indirect Bidder: $10.03 billion
Indirect Bidder Percentage: 40.1% (last week 9.5%)
Bid to Cover Ratio: 4.34 (last week 3.39)
Investment Rate: 0.081% (last week 0.112%)
High Rate: 0.080% (allotted at high: 32.27%)
26-week bill: $26 billion (last week $29 billion)
Primary Dealer: $7.58 billion
Indirect Bidder: $15.43 billion
Indirect Bidder Percentage: 59.3% (last week 53.4%)
Bid to Cover Ratio: 4.20 (last week 3.57)
Investment Rate: 0.183% (last week 0.203%)
High Rate: 0.180% (allotted at high: 53.87%)
Total for the week so far: $51 billion
Bills: $51 billion
Total for January 2010 so far: $51 billion
Bills: $51 billion |
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