Free Trial

US Data: Treasury 4-week Bill Auction History

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 (03-Jan-17 to date)               0.056    0.408    3.22  0.795    43.12
17-Oct-17                       40.000    0.100    0.496    3.24  0.995    19.11
10-Oct-17                       35.000    0.000    0.553    2.90  1.015    33.68
03-Oct-17                       35.000    0.000    0.550    3.23  0.980    57.07
26-Sep-17                       35.000    0.000    0.456    3.18  0.970     0.63
19-Sep-17                       35.000    0.000    0.492    3.18  0.960    12.08
12-Sep-17                       35.000    0.000    0.495    3.49  0.970    15.54
05-Sep-17                       20.000    0.000    0.446    3.04  1.300    21.47
29-Aug-17                       25.000    0.000    0.422    3.43  0.960     4.58
22-Aug-17                       35.000    0.100    0.479    3.02  0.940    56.62
15-Aug-17                       35.000    0.100    0.479    3.02  0.940    56.62
08-Aug-17                       45.000    0.000    0.445    3.06  0.985    59.83
01-Aug-17                       45.000    0.000    0.367    2.90  0.990    18.08
25-Jul-17                       45.000    0.000    0.410    2.95  0.980    64.37
25-Jul-17                       45.000    0.000    0.410    2.95  0.980    64.37
18-Jul-17                       45.000    0.000    0.478    3.06  0.955    35.91
11-Jul-17                       40.000    0.000    0.435    3.15  0.950    62.47
03-Jul-17                       40.000    0.000    0.367    3.02  0.950    81.10
27-Jun-17                       40.000    0.000    0.383    3.11  0.890    14.25
20-Jun-17                       35.000    0.000    0.442    3.42  0.850    25.38
13-Jun-17                       35.000    0.100    0.381    3.27  0.885     2.29
06-Jun-17                       40.000    0.100    0.416    3.35  0.840    47.91
30-May-17                       45.000    0.000    0.375    2.68  0.840    12.18
23-May-17                       55.000    0.100    0.447    2.85  0.735    24.80
16-May-17                       55.000    0.100    0.380    2.99  0.695    73.28
09-May-17                       55.001    0.100    0.375    3.25  0.710    94.28
02-May-17                       55.000    0.000    0.357    2.99  0.725    37.36
25-Apr-17                       60.001    0.000    0.430    3.32  0.735    21.76
18-Apr-17                       55.001    0.100    0.406    3.25  0.750    33.32
11-Apr-17                       55.000    0.100    0.343    3.09  0.760    58.15
04-Apr-17                       55.000    0.100    0.398    3.03  0.760    92.22
28-Mar-17                       55.000    0.100    0.420    3.21  0.745    56.40
21-Mar-17                       55.000    0.100    0.383    3.17  0.745    57.07
14-Mar-17                       55.002    0.100    0.336    3.40  0.770    81.75
07-Mar-17                       15.000    0.100    0.345    3.81  0.550    97.46
28-Feb-17                       18.000    0.100    0.416    3.96  0.400    83.93
21-Feb-17                       35.001    0.100    0.338    3.60  0.480    63.61
14-Feb-17                       45.000    0.100    0.321    3.41  0.515    74.46
07-Feb-17                       45.000    0.100    0.343    3.46  0.530     1.80
31-Jan-17                       45.001    0.100    0.398    3.45  0.490    21.37
24-Jan-17                       45.000    0.100    0.320    3.36  0.480     1.82
17-Jan-17                       45.000    0.100    0.295    3.54  0.520    48.69
10-Jan-17                       45.000    0.100    0.326    3.46  0.500    58.87
03-Jan-17                       45.000    0.100    0.380    3.25  0.475     6.22
Average (05-Jan-16 to date)               0.093    0.286    3.45  0.268    49.93
27-Dec-16                       50.000    0.100    0.291    3.48  0.564    15.41
20-Dec-16                       55.000    0.100    0.277    3.01  0.490    61.79
13-Dec-16                       45.000    0.100    0.307    3.21  0.480    65.56
06-Dec-16                       45.000    0.100    0.370    3.23  0.340    43.15
29-Nov-16                       45.000    1.000    0.270    3.57  0.365    78.68
22-Nov-16                       55.000    0.100    0.252    3.24  0.340    26.64
15-Nov-16                       65.000    0.100    0.276    3.29  0.305    57.16
08-Nov-16                       65.000    0.100    0.381    3.39  0.270    98.58
01-Nov-16                       55.000    0.100    0.298    3.45  0.240    66.88
25-Oct-16                       50.000    0.100    0.254    3.75  0.240    23.52
18-Oct-16                       45.000    0.100    0.307    3.66  0.245    73.73
11-Oct-16                       40.000    0.100    0.350    3.37  0.265    69.11
04-Oct-16                       40.000    0.000    0.294    4.13  0.260    64.80
27-Sep-16                       40.000    0.000    0.282    3.60  0.160    48.07
20-Sep-16                       35.000    0.105    0.263    3.68  0.180    63.81
13-Sep-16                       35.000    0.100    0.339    3.76  0.250    15.41
06-Sep-16                       40.001    0.100    0.260    3.80  0.250    58.48
30-Aug-16                       45.000    0.100    0.261    3.42  0.255    15.16
23-Aug-16                       55.001    0.100    0.253    3.17  0.275    94.80
16-Aug-16                       55.001    0.100    0.336    3.38  0.275    94.80
09-Aug-16                       55.000    0.100    0.268    3.38  0.270    76.68
02-Aug-16                       50.000    0.100    0.243    3.47  0.260    44.65
26-Jul-16                       45.000    0.100    0.252    3.92  0.270    52.44
19-Jul-16                       45.000    0.100    0.330    3.37  0.275    98.32
12-Jul-16                       45.000    0.000    0.314    3.38  0.290    24.31
05-Jul-16                       45.000    0.100    0.221    3.22  0.275    27.43
28-Jun-16                       50.000    0.100    0.275    3.09  0.260     0.27
21-Jun-16                       50.000    0.000    0.344    3.39  0.250    90.64
14-Jun-16                       45.000    0.000    0.265    3.33  0.240    99.01
07-Jun-16                       40.000    0.100    0.260    3.52  0.190    64.21
31-May-16                       40.000    0.100    0.222    3.06  0.265    21.82
24-May-16                       45.001    0.500    0.350    3.45  0.265    19.91
17-May-16                       45.000    0.000    0.299    3.36  0.240    68.72
10-May-16                       45.000    0.000    0.267    3.33  0.245    70.65
03-May-16                       40.000    0.100    0.249    3.63  0.170    36.16
26-Apr-16                       35.000    0.000    0.313    3.83  0.190    25.11
19-Apr-16                       35.000    0.000    0.292    3.55  0.175    51.72
12-Apr-16                       35.001    0.100    0.251    3.60  0.200    49.05
05-Apr-16                       35.000    0.100    0.248    3.58  0.185     6.26
29-Mar-16                       45.000    0.100    0.318    3.28  0.200    44.66
22-Mar-16                       55.002    0.100    0.250    3.56  0.270    26.54
15-Mar-16                       60.001    0.100    0.255    3.22  0.280    66.97
08-Mar-16                       60.000    0.100    0.271    3.44  0.275    87.29
01-Mar-16                       55.000    0.100    0.310    3.29  0.295    30.20
23-Feb-16                       55.000    0.000    0.296    3.39  0.285    10.45
17-Feb-16                       55.000    0.000    0.298    3.23  0.270    78.90
09-Feb-16                       55.000    0.000    0.266    3.55  0.265    28.29
02-Feb-16                       55.000    0.000    0.319    3.59  0.270    25.74
26-Jan-16                       55.000    0.000    0.269    3.69  0.295     5.17
20-Jan-16                       50.001    0.000    0.279    3.09  0.250    51.37
12-Jan-16                       45.000    0.040    0.257    3.35  0.220    47.82
05-Jan-16                       45.000    0.000    0.290    3.44  0.200    30.21
Average (06-Jan-15 to
29-Dec-15)                                0.132    0.237    4.13  0.041
Average (07-Jan-14 to
30-Dec-14)                                0.145    0.241    4.35  0.028
Average (02-Jan-13 to
30-Dec-13)                                0.125    0.260    4.28  0.052
Average (04-Jan-12 to
26-Dec-12)                                0.137    0.248    4.44  0.078
Average (04-Jan-11 to
27-Dec-11)                                0.234    0.234    4.84  0.039
Average (05-Jan-10 to
28-Dec-10)                                0.209    0.262    4.48  0.112
Average (06-Jan-09 to
29-Dec-09)                                0.249    0.315    3.77  0.098
Average (02-Jan-08 to
30-Dec-08)                                0.138    0.415    3.01  1.345
Average (03-Jan-07 to
26-Dec-07)                                0.108    0.388    2.98  4.443
Average (04-Jan-06 to
27-Dec-06)                                0.098    0.324    2.68  4.676
Average (04-Jan-05 to
28-Dec-05)                                0.021    0.110    2.71  2.968
Average (06-Jan-04 to
28-Dec-04)                                0.000    0.050    2.52  1.267
Average (07-Jan-03 to
30-Dec-03)                                0.000    0.043    2.50  1.002
*FIMA purchases included in public subtotal and bid-to-cover ratio.
--MNI Washington Bureau; +1 212-800-8517; email: sara.haire@marketnews.com
[TOPICS: MTABLE,MAUDA$,MNUAU$,M$U$$$,M$$FI$]

To read the full story

Close

Why MNI

MNI is the leading provider

of intelligence and analysis on the Global Fixed Income, Foreign Exchange and Energy markets. We use an innovative combination of real-time analysis, deep fundamental research and journalism to provide unique and actionable insights for traders and investors. Our "All signal, no noise" approach drives an intelligence service that is succinct and timely, which is highly regarded by our time constrained client base.

Our Head Office is in London with offices in Chicago, Washington and Beijing, as well as an on the ground presence in other major financial centres across the world.