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US Data: Treasury 3-month Bill Auction History

     Data for: October 15, 2018
Source: U.S. Treasury Department
Units as noted
Averages calculated by MNI
--------------------------------------------------------------------------------
                                     Total          Non-    Bid/   High        %
Sale                               Amount*   FIMA  comps   Cover  Disc.  Alloted
Date                                 (Bln)  (Bln)  (Bln)  Ratio*   Rate  at High
Average (02-Jan-18 to date)                 0.462  0.833    2.95  1.847    55.14
15-Oct-18                           45.000  0.324  1.058    2.96  2.270    41.44
09-Oct-18                           48.001  0.473  1.285    2.72  2.220    57.07
01-Oct-18                           48.000  0.457  1.163    2.93  2.175    84.60
24-Sep-18                           48.000  0.975  0.940    3.01  2.180    11.22
17-Sep-18                           48.000  0.251  1.053    2.94  2.125     4.51
10-Sep-18                           48.000  0.100  0.911    3.02  2.110    89.57
04-Sep-18                           48.000  0.105  0.928    2.88  2.095    25.14
27-Aug-18                           51.000  0.990  0.961    2.90  2.080    21.00
20-Aug-18                           51.000  0.300  0.874    2.96  2.035    96.86
13-Aug-18                           51.050  0.388  1.013    2.82  2.030    66.21
06-Aug-18                           51.001  0.388  0.899    2.54  2.010    56.17
30-Jul-18                           51.001  0.500  0.896    2.87  2.000    71.22
23-Jul-18                           51.001  0.991  0.917    2.92  1.970    90.08
16-Jul-18                           51.000  0.452  0.901    2.76  1.980    26.67
09-Jul-18                           48.000  0.000  0.868    2.85  1.945    55.32
02-Jul-18                           48.000  0.000  0.868    2.85  1.945    55.32
25-Jun-18                           48.001  1.000  0.873    2.89  1.900    90.39
18-Jun-18                           48.000  0.402  0.928    3.12  1.900    79.88
11-Jun-18                           48.000  0.200  0.803    3.01  1.910     8.20
04-Jun-18                           48.000  0.450  0.778    3.16  1.910    55.71
29-May-18                           48.000  1.000  0.827    2.82  1.895    83.43
21-May-18                           48.000  0.446  0.913    3.10  1.895    98.95
14-May-18                           48.000  0.538  0.841    3.04  1.890    54.91
07-May-18                           48.000  0.279  0.733    2.95  1.840    65.59
30-Apr-18                           48.000  1.000  0.787    2.87  1.835    31.05
23-Apr-18                           48.000  1.000  0.775    2.98  1.830     2.26
16-Apr-18                           48.000  0.489  0.791    3.13  1.760    80.34
09-Apr-18                           48.000  0.100  0.785    2.92  1.715     5.27
02-Apr-18                           48.000  0.000  0.665    2.88  1.740    51.97
26-Mar-18                           51.000  1.000  0.875    2.98  1.760    60.28
19-Mar-18                           51.001  0.330  0.790    3.35  1.780    75.59
12-Mar-18                           51.000  0.160  0.709    3.13  1.670    90.27
05-Mar-18                           51.000  0.314  0.694    3.26  1.660    12.54
26-Feb-18                           51.000  0.313  0.679    2.84  1.645    19.08
20-Feb-18                           51.000  0.420  0.683    2.74  1.630    59.37
12-Feb-18                           48.001  0.485  0.693    3.12  1.570    89.03
05-Feb-18                           48.000  0.178  0.639    2.78  1.500    64.64
29-Jan-18                           48.000  0.318  0.647    2.98  1.425    46.50
22-Jan-18                           48.000  1.000  0.648    2.84  1.430    41.71
16-Jan-18                           48.001  0.221  0.676    3.15  1.430    94.79
08-Jan-18                           48.000  0.334  0.667    2.90  1.430    34.02
02-Jan-18                           48.002  0.732  0.556    3.08  1.435    67.86
Average (03-Jan-17 to 26-Dec-17)            0.279  0.514    3.18  0.943    51.75
26-Dec-17                           45.000  0.260  0.546    2.71  1.445    26.22
18-Dec-17                           45.000  0.220  0.682    2.79  1.355    63.19
11-Dec-17                           45.000  0.200  0.593    2.99  1.320    83.02
04-Dec-17                           42.000  0.100  0.539    3.09  1.290    52.02
27-Nov-17                           42.000  0.257  0.600    3.18  1.285    88.42
20-Nov-17                           42.000  0.257  0.600    3.18  1.285    88.42
13-Nov-17                           42.000  0.210  0.618    3.11  1.240    39.17
06-Nov-17                           42.000  0.644  0.578    3.17  1.185    98.82
30-Oct-17                           42.000  0.200  0.518    3.02  1.130    79.79
23-Oct-17                           42.000  0.976  0.564    3.20  1.105    57.71
16-Oct-17                           42.000  0.032  0.541    3.19  1.090    54.07
10-Oct-17                           42.000  0.200  0.587    2.90  1.085    31.32
02-Oct-17                           42.000  0.000  0.525    2.89  1.050    31.57
25-Sep-17                           42.001  0.993  0.570    2.89  1.050    75.70
18-Sep-17                           42.000  0.300  0.573    3.05  1.045    84.02
11-Sep-17                           39.001  0.223  0.540    3.03  1.035     8.18
05-Sep-17                           39.000  0.000  0.503    3.18  1.020    87.30
28-Aug-17                           39.000  0.200  0.537    3.03  1.020    17.48
21-Aug-17                           39.000  0.100  0.535    3.11  1.000    71.49
14-Aug-17                           39.000  0.100  0.557    3.52  1.015    63.26
07-Aug-17                           39.000  0.900  0.543    3.62  1.040    65.96
31-Jul-17                           39.000  0.100  0.510    3.18  1.070    84.46
24-Jul-17                           39.000  1.000  0.574    2.87  1.180    67.70
17-Jul-17                           39.000  0.000  0.542    2.94  1.050    40.68
10-Jul-17                           39.000  0.000  0.536    2.87  1.040    26.46
03-Jul-17                           39.000  0.000  0.514    3.21  1.045     6.41
26-Jun-17                           39.000  0.150  0.503    3.10  1.000    50.23
19-Jun-17                           39.000  0.200  0.595    3.18  1.010    82.99
12-Jun-17                           39.000  0.200  0.505    3.51  0.990    59.81
05-Jun-17                           39.000  0.000  0.495    3.28  0.980    27.70
30-May-17                           39.000  1.000  0.476    3.17  0.960    13.37
22-May-17                           39.000  0.100  0.485    3.23  0.920    56.90
15-May-17                           39.000  0.200  0.510    3.09  0.905    41.38
08-May-17                           39.000  0.200  0.513    3.23  0.900    65.74
01-May-17                           39.000  0.100  0.464    3.03  0.845    24.96
24-Apr-17                           39.000  1.000  0.487    3.09  0.820    75.26
17-Apr-17                           39.000  0.100  0.469    3.11  0.820    50.61
10-Apr-17                           39.000  0.000  0.490    3.28  0.825     3.54
03-Apr-17                           39.000  0.000  0.461    3.14  0.790    66.94
27-Mar-17                           39.000  1.000  0.493    3.19  0.780    89.63
20-Mar-17                           39.000  0.200  0.493    3.08  0.760    41.98
13-Mar-17                           36.001  0.200  0.486    3.51  0.780    77.04
--MNI Washington Bureau; +1 (973) 494-2611; email: harrison.clarke@marketnews.com
[TOPICS: MTABLE,MAUDA$,MNUAU$,M$U$$$,M$$FI$]

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