US Treasury sells USD 9bln of 30-year TIPS at a high yield of 2.473%, stop through 1.7bps

The recent US Treasury auction of 30-year TIPS at a yield of 2.473% has come in slightly lower than net expectations, indicating a favorable demand environment with an efficient bid-to-cover ratio of 2.75x.

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  • High Yield: 2.473% (prev. 2.650%, six-auction average 2.138%); WI 2.490%
  • Tail: -1.7bps (prev. -2.3bps)
  • B/C: 2.75x (prev. 2.78x, six-auction average 2.52x)
  • Dealer: 2.49% (prev. 4.5%, six-auction average 7.0%)
  • Direct: 19.21% (prev. 25.1%, six-auction average 17.9%)
  • Indirect: 78.3% (prev. 70.4%, six-auction average 75.2%)
Context

The tight stop-through of 1.7bps suggests solid market interest, particularly from indirect bidders, further pointing to strong institutional appetite for inflation protection. This outcome may imply a moderate shift in yield expectations, affecting rate outlooks and risk sentiment as investors weigh inflation footprints in the current economic context.

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