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%