US to auction $24 billion of 10 year (well 9 year 10 month) notes at the top of the hour
WI is currently trading at 1.59%
- Tail average over the last 6 months has been a stop through of -0.5 bps
- High yield last was at 1.739%. The six-month average is 2.072%. The current WI is at 1.59%
- Bid to cover was 2.46x at the last auction. The six-month average is 2.38x
- Dealers took 24.7% at the last auction. The six-month average is 26.2%
- Directs took 12.7% at the last auction. The six-month average is 12.7%.
- Indirects took 62.6% at the last auction. The six-month average is 61.1%
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