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Westpac: RBA Pricing Has Shifted Too Far Too Soon


Coming up in the Asia-Pac session on Tuesday:


CPI On The Radar

UST/Agency Auction Calendar

Tuesday's $58B 3Y and $38B 10Y auctions stop through.

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Tsy futures continue to inch higher after $38B 10Y note auction re-open (91282CCS8) stops through with 1.584% high yield vs. 1.588% WI; 2.58x bid-to-cover on par with Sep's 2.59x but well above five auction avg: 2.53x

  • Indirect take-up recedes to 71.05% steady vs. Sep; direct bidder take-up bounces to 17.74% vs. 16.62% in Sep while primary dealer take-up slips to 11.21% vs. 12.32% last month, well shy of the 15.24% 5M average.
  • The next 10Y auction is tentatively scheduled for November 9.

Treasury futures holding gains after $58B 3Y note auction (91282CDB4) stopped-through: 0.635% high yield vs. 0.637% WI; 2.36x bid-to-cover vs. 2.46x 5-auction average.

  • Indirect take-up recedes: 44.23% vs. 56.67% prior, while direct bidder take-up holds near 1+ year high at 18.87%. Primary dealer take-up climbs to 36.90% vs. Sep's 24.37% and well above 27.78% 5M average.
  • The next 3Y auction is tentatively scheduled for November 8
Date Time Amt Security Cusip, High yield vs. WI
12-Oct 1130ET $42B 26W-Bill (912796P29), 0.055%
12-Oct 1130ET $58B 3Y Note (91282CDB4), 0.635% vs. 0.637% WI
12-Oct 1300ET $42B 13W-Bill (912796K73), 0.050%
12-Oct 1300ET $38B 10Y Note R/O (91282CCS8), 1.584% vs. 1.588% WI
13-Oct 1130ET $35B 119D-Bill CMB (912796R84)
13-Oct 1300ET $24B 30Y Bond R/O (912810SZ2)
14-Oct 1130ET TBA 4W-Bill (912796N62)
14-Oct 1130ET TBA 8W-Bill (912796P60)
18-Oct 1130ET TBA 13W-Bill (912796K81)
18-Oct 1130ET TBA 26W-Bill (912796G45)
20-Oct 1130ET TBA 119D-Bill CMB 19-Oct
20-Oct 1300ET TBA 20Y Bond R/O (912810TA6)
21-Oct 1130ET TBA 4W-Bill 19-Oct
21-Oct 1130ET TBA 8W-Bill 19-Oct
21-Oct 1300ET TBA 5Y TIPS (91282CDC2)
25-Oct 1130ET TBA 13W-Bill 21-Oct
25-Oct 1130ET TBA 26W-Bill 21-Oct
26-Oct 1300ET TBA 2Y Note 21-Oct
27-Oct 1130ET TBA 2Y Note FRN 21-Oct
27-Oct 1300ET TBA 5Y Note 21-Oct
28-Oct 1130ET TBA 4W-Bill 26-Oct
28-Oct 1130ET TBA 8W-Bill 26-Oct
28-Oct 1300ET TBA 7Y Note 21-Oct
1-Nov 1130ET TBA 13W-Bill 28-Oct
1-Nov 1130ET TBA 26W-Bill 28-Oct
2-Nov 1130ET TBA 52W-Bill 28-Oct
4-Nov 1130ET TBA 4W-Bill 2-Nov
4-Nov 1130ET TBA 8W-Bill 2-Nov
8-Nov 1130ET TBA 13W-Bill 4-Nov
8-Nov 1130ET TBA 26W-Bill 4-Nov
8-Nov 1300ET TBA 3Y Note 3-Nov
9-Nov 1300ET TBA 10Y Note 3-Nov
10-Nov 1130ET TBA 4W-Bill 9-Nov
10-Nov 1130ET TBA 8W-Bill 9-Nov
10-Nov 1300ET TBA 30Y Bond 3-Nov
15-Nov 1130ET TBA 13W-Bill 10-Nov
15-Nov 1130ET TBA 26W-Bill 10-Nov
17-Nov 1300ET TBA 20Y Bond 10-Nov
18-Nov 1130ET TBA 4W-Bill 16-Nov
18-Nov 1130ET TBA 8W-Bill 16-Nov
18-Nov 1300ET TBA 10Y TIPS R/O 10-Nov
22-Nov 1130ET TBA 26W-Bill 18-Nov
22-Nov 1130ET TBA 2Y Note 18-Nov
22-Nov 1300ET TBA 13W-Bill 18-Nov
22-Nov 1300ET TBA 5Y Note 18-Nov
23-Nov 1130ET TBA 2Y FRN R/O 18-Nov
23-Nov 1300ET TBA 7Y Note 18-Nov
24-Nov 1130ET TBA 4W-Bill 23-Nov
24-Nov 1130ET TBA 8W-Bill 23-Nov
29-Nov 1130ET TBA 13W-Bill 24-Nov
29-Nov 1130ET TBA 26W-Bill 24-Nov
30-Nov 1130ET TBA 52W-Bill 24-Nov
2-Dec 1130ET TBA 4W-Bill 30-Nov
2-Dec 1130ET TBA 8W-Bill 30-Nov
6-Dec 1130ET TBA 13W-Bill 2-Dec
6-Dec 1130ET TBA 26W-Bill 2-Dec
7-Dec 1300ET TBA 3Y Note 2-Dec
8-Dec 1300ET TBA 10Y Note R/O 2-Dec
9-Dec 1130ET TBA 4W-Bill 7-Dec
9-Dec 1130ET TBA 8W-Bill 7-Dec
9-Dec 1300ET TBA 30Y Bond R/O 2-Dec
13-Dec 1130ET TBA 13W-Bill 9-Dec
13-Dec 1130ET TBA 26W-Bill 9-Dec
16-Dec 1130ET TBA 4W-Bill 14-Dec
16-Dec 1130ET TBA 8W-Bill 14-Dec
20-Dec 1130ET TBA 13W-Bill 16-Dec
20-Dec 1130ET TBA 26W-Bill 16-Dec
22-Dec 1300ET TBA 20Y Bond R/O 16-Dec
23-Dec 1130ET TBA 4W-Bill 21-Dec
23-Dec 1130ET TBA 8W-Bill 21-Dec
23-Dec 1300ET TBA 5Y TIPS R/O 16-Dec
27-Dec 1130ET TBA 13W-Bill 23-Dec
27-Dec 1130ET TBA 26W-Bill 23-Dec
27-Dec 1300ET TBA 2Y Note 23-Dec
28-Dec 1130ET TBA 52W Bill 23-Dec
28-Dec 1300ET TBA 5Y Note 23-Dec
29-Dec 1300ET TBA 2Y FRN R/O 23-Dec
30-Dec 1130ET TBA 4W-Bill 28-Dec
30-Dec 1130ET TBA 8W-Bill 28-Dec