October 9, 2011 Chartbook

Finally got around to looking at some interesting charts and trying to observe trends in interest rates this weekend. Longtime readers may remember these charts, I think that you’ll find them particularly interesting especially given the incredible moves that we’ve seen in the rates space since August. As a side note, I apologize that the posting frequency on my end has been sparse – I’ve been dealing with getting acclimated to my new firm as well as trying to maintain various (personal) systems. Hopefully this Fall/Winter will see some increased time (or through the help of a pretty large automation project) to work on these types of things more.

Direct Link

3Y and 4 Week Auction Results

At the risk of drawing ire, I was going to come up with a corny joke – you know, the first 3y AA+ bond issuance. I won’t – yet. Today’s auctions went off without a hitch. The 4 week levels recovered after the small dip we saw with the debt ceiling debate, and the 3Y auction was not the apocalypse that some people proclaimed from the rooftops that it would be. Continue reading

Daily Chartbook, Wrap Up – 8.3.2011

Another wild ride today: the bond rollercoaster continues- yields managed to stage a slight reversal higher after this afternoon’s recovery in the equity market. The lower moves over the past few days have been phenomenal – if you’re on the right side of them. This chart depicts the change in yields for the past few months. At this rate, August is shaping up to be pretty interesting (if you’re in the camp hoping for a reversal and higher yields): Continue reading

7 Year Auction Results

Results of today’s 7 year auction:

Yield Price Indirect % Bid To Cover Coupon
June 29 2.43 99.65 32.17 2.62 2.38
July 28 2.28 99.81 39.55 2.63 2.25

Updated August issuance calendar which will (??) change after August 2nd.

US Bond Auction Calendar, Statistics and Charts [GDocs]

And one more chart you don’t want to miss, from our colleague Dutch Book