U.S. Treasury auctioned off $24 billion of 30 year bonds at a high yield of 2.172%

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WI was trading at 2.161% at the time of the auction

  • High yield 2.172% versus WI level of 2.161%
  • Tail 1.1 basis point
  • Dealers 17.98% versus 18.3% six month average
  • Bid to cover 2.29X versus six month average of 2.39X
  • Indirects 64.0% versus six month average of 62.7%
  • Directs 18.0% versus six month average of 18.9%

Auction grade: C-

Versus the the 3 and 10 year auctions on Tuesday and Wednesday, the 30 year auction was less than stellar.  

  • There was a 1.1 basis point tail vs the WI yield of 2.161%
  • The Bid to cover was well below the six month average

The bright spots are dealers were saddled with less than the six month average but only marginally.   The foreign demand was stronger than average within indirect bid accounting for 64% versus 62.7% six month average. 

Nevertheless, the grade is a C- especially in relation to the three and 10 year auctions. 

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