PREVIEW: UST WI 3Y Yield Above Previous Auction Stop
Source: BFW (Bloomberg First Word)
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UUID: 7947283
(Bloomberg) -- Current 3Y yield lower by 4.9bp at 1.023% before 1pm ET auction, 15th straight at $24b; WI 3Y bid at about 1.040%, above 3Y auction stops since 1.174% in Jan.
Alert: HALISTER1- Most recent 3Y auction on Feb. 9 drew 0.844%, 0.7bp above WI yield at deadline and first to tail since June 2014, according to Stone & McCarthy; bid-to-cover was lowest since July 2009
- Current 3Y yield Feb. 11 touched 0.695%, lowest since Oct. 2014, amid selloff in European stocks, peripheral euro-zone bonds and WTI crude; it rebounded to 1.075% yday amid gains for risk assets
- 18 of past 20 3Y auctions stopped through by as much as 1.1bp, according to Stone & McCarthy; year-ago auction stopped through by 0.9bp
- 6-auction averages:
- Bid-to-cover: 3.00 (low 2.74, high 3.23)
- Dealer award: 38.6% (low 27.8%, high 44.1%)
- Direct award: 12.9% (low 8%, high 18.6%)
- Indirect award: 48.5% (low 40.8%, high 62.9%)
- Maturing 3Y has $32b outstanding
- Primary dealers’ position in 2Y-3Y sector in week ended Feb. 24 was net short $5.12b vs $5.91b avg net short over past year
Source: BFW (Bloomberg First Word)
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UUID: 7947283