US sells USD 39bln in 10yr notes: Tail 0.2bps

The recent auction of USD 39 billion in 10-year notes saw a high yield of 4.282%, up from 4.217%, suggesting a slight increase in borrowing costs.

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US sells USD 39bln in 10yr notes: Tail 0.2bps

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  • High Yield: 4.282% (prev. 4.217%, six-auction avg. 4.132%); WI 4.280%.
  • Tail: 0.2bps (prev. 0.7bps, six-auction avg. 0.3bps)
  • Bid-to-Cover: 2.43x (prev. 2.45x, six-auction avg. 2.49x)
  • Dealers: 10.8% (prev. 12.7%, six-auction avg. 9.8%)
  • Directs: 23.88% (prev. 12.8%, six-auction avg. 19.2%)
  • Indirects: 65.32% (prev. 74.5%, six-auction avg. 71.0%)
Context

The tail of 0.2bps, which is down from previous auctions, indicates stronger demand than expected, reflected in the high indirect bidder participation. However, the decline in the bid-to-cover ratio from prior auctions may point to some waning enthusiasm among primary dealers, suggesting a mixed sentiment in the market for longer-duration debt.

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