US Bond Auction Statistics

December 1, 2010

ChiBondKing – laszlochi@gmail.com

Upcoming Auctions At A Glance

12/6 – 13 & 26 Wk Bill
12/7 – 3Y Note, 4 Wk Bill
12/8 – 10Y Note (Reopening)
12/9 – 30Y Bond (Reopening)
12/13 – 13 & 26 Wk Bill
12/14 – 4 & 52 Wk Bill
12/20 – 13 & 26 Wk Bill
12/21 – 4 Wk Bill
12/27 – 2Y Note 13 & 26 Wk Bill
12/28 – 5Y Note
12/29 – 7Y Note

Contents
Upcoming Auctions At A Glance ........................................................................................................................................................1

Bond Auction Results (Historical) ......................................................................................................................................................2

30 Year ................................................................................................................................................................................................... 2

10 Year ................................................................................................................................................................................................... 4

7 Year ..................................................................................................................................................................................................... 6

5 Year ..................................................................................................................................................................................................... 8

3 Year ................................................................................................................................................................................................... 10

2 Year ................................................................................................................................................................................................... 12

52 Week Bills ........................................................................................................................................................................................ 14

26 Week Bill ......................................................................................................................................................................................... 16

13 Week Bill ......................................................................................................................................................................................... 18

4 Week Bill ........................................................................................................................................................................................... 20

Cash Management Bills........................................................................................................................................................................ 22

Generated on 12/1/2010 9:24 AM using R/Sword

ChiBondKing – laszlochi@gmail.com
Bond Auction Results (Historical)
30 Year
Last 10 Auctions

HighYield HighPrice IndirBidPercent BidToCover Coupon TotalCompAccepted IndirBidAccepted

4.72 98.483611 28.53 2.36 4.625 15980095700 4559023800

4.679 99.128159 23.92 2.89 4.625 12978916000 3104316000

4.77 97.692939 36.85 2.73 4.625 12986601600 4784972000

4.49 98.114367 32.51 2.6 4.375 15970444200 5192460200

4.182 103.270808 36.03 2.87 4.375 12974030000 4674600000

4.08 105.053815 37.44 2.89 4.375 12985141500 4861020100

3.954 98.619129 46.04 2.77 3.875 15946538000 7341960000

3.82 100.97053 36.09 2.73 3.875 12985762000 4686740000

3.852 100.397647 32.36 2.49 3.875 12987894000 4202463000

4.32 98.829162 38.4 2.31 4.25 15965370000 6.131e+09

Last 10 Auctions Statistics

HighYield HighPrice IndirBidPercent BidToCover Coupon

Min. :3.820 Min. : 97.69 Min. :23.92 Min. :2.310 Min. :3.875

1st Qu.:3.986 1st Qu.: 98.52 1st Qu.:32.40 1st Qu.:2.518 1st Qu.:3.969

Median :4.251 Median : 98.98 Median :36.06 Median :2.730 Median :4.375

Mean :4.287 Mean :100.06 Mean :34.82 Mean :2.664 Mean :4.287

3rd Qu.:4.632 3rd Qu.:100.83 3rd Qu.:37.29 3rd Qu.:2.845 3rd Qu.:4.562

Max. :4.770 Max. :105.05 Max. :46.04 Max. :2.890 Max. :4.625

Generated on 12/1/2010 9:24 AM using R/Sword

ChiBondKing – laszlochi@gmail.com
Historical Information

Start Date: [1] "2008-05-08", Last Auction: [1] "2010-11-10"

Maximum Minimum
High Yield HighYield HighYield
2010-04-08 4.77 2009-02-12 3.54
Indirect Bid Percent IndirBidPercent IndirBidPercent
2009-07-09 50.21 2008-05-08 12.65
Bid To Cover BidToCover BidToCover
2009-09-10 2.92 2009-02-12 2.02
Coupon Coupon Coupon
2010-02-11 4.625 2009-02-12 3.5

Auction Standard Deviations (Last 10)

HighYield HighPrice IndirBidPercent BidToCover Coupon TotalCompAccepted IndirBidAccepted

0.363 2.416 5.986 0.215 0.312 1540211309.237 1129080155.347

Generated on 12/1/2010 9:24 AM using R/Sword

ChiBondKing – laszlochi@gmail.com
10 Year
Last 10 Auctions

HighYield HighPrice IndirBidPercent BidToCover Coupon TotalCompAccepted IndirBidAccepted

3.692 99.443944 33.19 2.67 3.625 24755125000 8216125000

3.735 99.090493 35.14 3.45 3.625 20829510800 7318990000

3.9 97.763192 43.11 3.72 3.625 20897524100 9009206900

3.548 99.598723 41.85 2.96 3.5 23862765500 9987445500

3.242 102.169092 40.15 3.24 3.5 20953737500 8413687500

3.119 103.199671 41.66 3.09 3.5 20951325500 8727523000

2.73 99.086655 45.82 3.04 2.625 23824219500 10915981000

2.67 99.607796 54.73 3.21 2.625 20959787500 11471572500

2.475 101.298742 41.51 2.99 2.625 20984297000 8710717500

2.636 99.903856 56.6 2.8 2.625 23896675000 13526500000

Last 10 Auctions Statistics

HighYield HighPrice IndirBidPercent BidToCover Coupon

Min. :2.475 Min. : 97.76 Min. :33.19 Min. :2.670 Min. :2.625

1st Qu.:2.685 1st Qu.: 99.18 1st Qu.:40.49 1st Qu.:2.967 1st Qu.:2.625

Median :3.180 Median : 99.60 Median :41.76 Median :3.065 Median :3.500

Mean :3.175 Mean :100.12 Mean :43.38 Mean :3.117 Mean :3.188

3rd Qu.:3.656 3rd Qu.:100.95 3rd Qu.:45.14 3rd Qu.:3.232 3rd Qu.:3.594

Max. :3.900 Max. :103.20 Max. :56.60 Max. :3.720 Max. :3.625

Generated on 12/1/2010 9:24 AM using R/Sword

ChiBondKing – laszlochi@gmail.com
Historical Information

Start Date: [1] "2008-05-07", Last Auction: [1] "2010-11-09"

Maximum Minimum
High Yield HighYield HighYield
2008-06-12 4.225 2009-01-08 2.419
Indirect Bid Percent IndirBidPercent IndirBidPercent
2010-11-09 56.6 2008-12-11 12.74
Bid To Cover BidToCover BidToCover
2010-04-07 3.72 2009-03-11 2.14
Coupon Coupon Coupon
2008-08-06 4 2010-08-11 2.625

Auction Standard Deviations (Last 10)

HighYield HighPrice IndirBidPercent BidToCover Coupon TotalCompAccepted IndirBidAccepted

0.526 1.626 7.458 0.307 0.487 1650340975.938 1862488490.362

Generated on 12/1/2010 9:24 AM using R/Sword

ChiBondKing – laszlochi@gmail.com
7 Year
Last 10 Auctions

HighYield HighPrice IndirBidPercent BidToCover Coupon TotalCompAccepted IndirBidAccepted

3.078 99.512216 40.33 2.98 3 31964824000 12890144000

3.374 99.23261 41.87 2.61 3.25 31954140000 13379140000

3.21 99.470887 59.5 2.82 3.125 31964144200 19019985500

2.815 99.589671 51.11 2.88 2.75 30970053000 15827476000

2.575 99.522396 51 3.01 2.5 29973625600 15285572600

2.394 99.87815 42.25 2.78 2.375 28918027500 12218242500

1.989 99.258493 56.68 2.98 1.875 28864452800 16359960000

1.89 99.902081 50.24 3.04 1.875 28985198000 14563463000

1.97 99.381826 50.22 3.06 1.875 28985484000 14556392000

2.253 99.980673 42.2 2.63 2.25 28991945000 12235945000

Last 10 Auctions Statistics

HighYield HighPrice IndirBidPercent BidToCover Coupon

Min. :1.890 Min. :99.23 Min. :40.33 Min. :2.610 Min. :1.875

1st Qu.:2.055 1st Qu.:99.40 1st Qu.:42.21 1st Qu.:2.790 1st Qu.:1.969

Median :2.485 Median :99.52 Median :50.23 Median :2.930 Median :2.438

Mean :2.555 Mean :99.57 Mean :48.54 Mean :2.879 Mean :2.487

3rd Qu.:3.012 3rd Qu.:99.81 3rd Qu.:51.08 3rd Qu.:3.002 3rd Qu.:2.938

Max. :3.374 Max. :99.98 Max. :59.50 Max. :3.060 Max. :3.250

Generated on 12/1/2010 9:24 AM using R/Sword

ChiBondKing – laszlochi@gmail.com
Historical Information
Start Date: [1] "2009-02-26", Last Auction: [1] "2010-11-24"

Maximum Minimum
High Yield HighYield HighYield
2010-03-25 3.374 2010-09-29 1.89
Indirect Bid Percent IndirBidPercent IndirBidPercent
2009-06-25 67.17 2009-03-26 28.04
Bid To Cover BidToCover BidToCover
2010-10-28 3.06 2009-02-26 2.11
Coupon Coupon Coupon
2009-05-28 3.25 2010-08-26 1.875

Auction Standard Deviations (Last 10)

HighYield HighPrice IndirBidPercent BidToCover Coupon TotalCompAccepted IndirBidAccepted

0.544 0.266 6.637 0.165 0.529 1405032418.972 2115498236.819

Generated on 12/1/2010 9:24 AM using R/Sword

ChiBondKing – laszlochi@gmail.com
5 Year
Last 10 Auctions

HighYield HighPrice IndirBidPercent BidToCover Coupon TotalCompAccepted IndirBidAccepted

2.395 99.906254 40.33 2.75 2.375 41822967500 16869207500

2.605 99.51073 39.66 2.55 2.5 41854341000 16597680000

2.54 99.813289 48.92 2.75 2.5 41872392000 20486056000

2.13 99.976355 40.57 2.71 2.125 39854633000 16167130500

1.995 99.431646 34.56 2.58 1.875 37876066000 13089816000

1.796 99.781106 47.28 3.06 1.75 36896905000 17443950000

1.374 99.402797 50.77 2.83 1.25 35839576500 18194900000

1.26 99.95169 50.11 2.96 1.25 34863410000 17470350000

1.33 99.614432 39.45 2.82 1.25 34845790600 13746850000

1.411 99.826792 31.5 2.65 1.375 34898865000 10992100000

Last 10 Auctions Statistics

HighYield HighPrice IndirBidPercent BidToCover Coupon

Min. :1.260 Min. :99.40 Min. :31.50 Min. :2.550 Min. :1.250

1st Qu.:1.383 1st Qu.:99.54 1st Qu.:39.50 1st Qu.:2.665 1st Qu.:1.281

Median :1.895 Median :99.80 Median :40.45 Median :2.750 Median :1.812

Mean :1.884 Mean :99.72 Mean :42.31 Mean :2.766 Mean :1.825

3rd Qu.:2.329 3rd Qu.:99.89 3rd Qu.:48.51 3rd Qu.:2.828 3rd Qu.:2.312

Max. :2.605 Max. :99.98 Max. :50.77 Max. :3.060 Max. :2.500

Generated on 12/1/2010 9:24 AM using R/Sword

ChiBondKing – laszlochi@gmail.com
Historical Information
Start Date: [1] "2008-04-24", Last Auction: [1] "2010-11-23"

Maximum Minimum
High Yield HighYield HighYield
2008-05-29 3.52 2010-09-28 1.26
Indirect Bid Percent IndirBidPercent IndirBidPercent
2009-06-24 62.79 2008-05-29 16.46
Bid To Cover BidToCover BidToCover
2010-07-28 3.06 2008-04-24 1.65
Coupon Coupon Coupon
2008-05-29 3.5 2010-08-25 1.25

Auction Standard Deviations (Last 10)

HighYield HighPrice IndirBidPercent BidToCover Coupon TotalCompAccepted IndirBidAccepted

0.524 0.215 6.666 0.16 0.528 3039936632.408 2765719802.166

Generated on 12/1/2010 9:24 AM using R/Sword

ChiBondKing – laszlochi@gmail.com
3 Year
Last 10 Auctions

HighYield HighPrice IndirBidPercent BidToCover Coupon TotalCompAccepted IndirBidAccepted

1.377 99.994122 51.18 2.83 1.375 39793300000 20367800000

1.437 99.818589 51.85 3.13 1.375 39829538000 20650200000

1.776 99.924368 52.25 3.1 1.75 39941588000 20868400000

1.414 99.885991 50.74 3.27 1.375 37773880000 19166800000

1.22 99.720987 46.71 3.23 1.125 35923890000 16780662500

1.055 99.838004 40.63 3.2 1 34940227000 14195529500

0.844 99.722358 40.5 3.31 0.75 33908375000 13734010000

0.79 99.881642 42.36 3.21 0.75 32961212800 13961620000

0.569 99.795046 28.98 2.95 0.5 31969744500 9264600000

0.575 99.777247 35.01 3.26 0.5 31950518000 11186490000

Last 10 Auctions Statistics

HighYield HighPrice IndirBidPercent BidToCover Coupon

Min. :0.5690 Min. : 99.72 Min. :28.98 Min. :2.830 Min. :0.500

1st Qu.:0.8035 1st Qu.: 99.78 1st Qu.:40.53 1st Qu.:3.107 1st Qu.:0.750

Median :1.1375 Median : 99.83 Median :44.53 Median :3.205 Median :1.062

Mean :1.1057 Mean : 99.84 Mean :44.02 Mean :3.149 Mean :1.050

3rd Qu.:1.4047 3rd Qu.: 99.88 3rd Qu.:51.07 3rd Qu.:3.252 3rd Qu.:1.375

Max. :1.7760 Max. : 99.99 Max. :52.25 Max. :3.310 Max. :1.750

Generated on 12/1/2010 9:24 AM using R/Sword

ChiBondKing – laszlochi@gmail.com
Historical Information
Start Date: [1] "2008-11-10", Last Auction: [1] "2010-11-08"

Maximum Minimum
High Yield HighYield HighYield
2009-06-09 1.96 2010-10-12 0.569
Indirect Bid Percent IndirBidPercent IndirBidPercent
2009-11-09 68.55 2009-01-07 28.01
Bid To Cover BidToCover BidToCover
2009-11-09 3.33 2008-12-10 2.15
Coupon Coupon Coupon
2009-06-09 1.875 2010-10-12 0.5

Auction Standard Deviations (Last 10)

HighYield HighPrice IndirBidPercent BidToCover Coupon TotalCompAccepted IndirBidAccepted

0.406 0.088 7.935 0.153 0.422 3249187920.494 4164927893.803

Generated on 12/1/2010 9:24 AM using R/Sword

ChiBondKing – laszlochi@gmail.com
2 Year
Last 10 Auctions

HighYield HighPrice IndirBidPercent BidToCover Coupon TotalCompAccepted IndirBidAccepted

0.895 99.960486 53.56 3.33 0.875 43558832500 2.3332e+10

1 100 34.78 3 1 43517432000 15136368000

1.024 99.952608 31.04 3.03 1 43531285000 13511625000

0.769 99.962406 36.22 2.93 0.75 41515725000 15037085000

0.738 99.77607 41.43 3.45 0.625 39567560000 16391600000

0.665 99.920863 32.82 3.33 0.625 37477680000 12301667500

0.498 99.755524 29.25 3.12 0.375 36544452500 10687475000

0.441 99.868724 39.04 3.78 0.375 35570425000 13884925000

0.4 99.950315 39.98 3.43 0.375 34669525000 13862550000

0.52 99.960259 38.26 3.7 0.5 34702807000 13278092000

Last 10 Auctions Statistics

HighYield HighPrice IndirBidPercent BidToCover Coupon

Min. :0.4000 Min. : 99.76 Min. :29.25 Min. :2.930 Min. :0.3750

1st Qu.:0.5035 1st Qu.: 99.88 1st Qu.:33.31 1st Qu.:3.053 1st Qu.:0.4062

Median :0.7015 Median : 99.95 Median :37.24 Median :3.330 Median :0.6250

Mean :0.6950 Mean : 99.91 Mean :37.64 Mean :3.310 Mean :0.6500

3rd Qu.:0.8635 3rd Qu.: 99.96 3rd Qu.:39.74 3rd Qu.:3.445 3rd Qu.:0.8438

Max. :1.0240 Max. :100.00 Max. :53.56 Max. :3.780 Max. :1.0000

Generated on 12/1/2010 9:24 AM using R/Sword

ChiBondKing – laszlochi@gmail.com
Historical Information
Start Date: [1] "2008-04-23", Last Auction: [1] "2010-11-22"

Maximum Minimum
High Yield HighYield HighYield
2008-06-24 2.922 2010-10-26 0.4
Indirect Bid Percent IndirBidPercent IndirBidPercent
2009-06-23 68.74 2008-05-28 22.43
Bid To Cover BidToCover BidToCover
2010-09-27 3.78 2008-11-24 2.08
Coupon Coupon Coupon
2008-06-24 2.875 2010-08-24 0.375

Auction Standard Deviations (Last 10)

HighYield HighPrice IndirBidPercent BidToCover Coupon TotalCompAccepted IndirBidAccepted

0.229 0.084 6.856 0.291 0.249 3736586773.073 3404427429.532

Generated on 12/1/2010 9:24 AM using R/Sword

ChiBondKing – laszlochi@gmail.com
52 Week Bills
Last 10 Auctions

HighYield HighPrice IndirBidPercent BidToCover Coupon TotalCompAccepted IndirBidAccepted

0.375 99.620833 43.23 4 0.381 25833904500 11168217000

0.485 99.509611 40.97 3.66 0.494 25809116000 10574656000

0.42 99.575333 41.23 4.01 0.427 25796503300 10636573500

0.365 99.630944 54.07 4.59 0.371 24775032000 13396016000

0.32 99.676444 45.04 4.19 0.325 24791206000 11165190000

0.295 99.701722 30.25 3.94 0.3 24765962000 7491870000

0.26 99.737111 46.47 4.3 0.264 24760821500 11507250000

0.265 99.732056 31.59 4.25 0.269 24785024000 7830740000

0.225 99.7725 31.39 4.81 0.229 23790871000 7468019000

0.28 99.716889 32.84 4.56 0.284 22788613000 7484685000

Last 10 Auctions Statistics

HighYield HighPrice IndirBidPercent BidToCover Coupon

Min. :0.2250 Min. :99.51 Min. :30.25 Min. :3.660 Min. :0.2290

1st Qu.:0.2687 1st Qu.:99.62 1st Qu.:31.90 1st Qu.:4.003 1st Qu.:0.2727

Median :0.3075 Median :99.69 Median :41.10 Median :4.220 Median :0.3125

Mean :0.3290 Mean :99.67 Mean :39.71 Mean :4.231 Mean :0.3344

3rd Qu.:0.3725 3rd Qu.:99.73 3rd Qu.:44.59 3rd Qu.:4.495 3rd Qu.:0.3785

Max. :0.4850 Max. :99.77 Max. :54.07 Max. :4.810 Max. :0.4940

Generated on 12/1/2010 9:24 AM using R/Sword

ChiBondKing – laszlochi@gmail.com
Historical Information
Start Date: [1] "2008-06-03", Last Auction: [1] "2010-11-16"

Maximum Minimum
High Yield HighYield HighYield
2008-07-01 2.295 2010-10-19 0.225
Indirect Bid Percent IndirBidPercent IndirBidPercent
2009-07-28 68.35 2008-06-03 9.9
Bid To Cover BidToCover BidToCover
2010-10-19 4.81 2008-08-26 2.34
Coupon Coupon Coupon
2008-07-01 2.368 2010-10-19 0.229

Auction Standard Deviations (Last 10)

HighYield HighPrice IndirBidPercent BidToCover Coupon TotalCompAccepted IndirBidAccepted

0.081 0.082 7.947 0.348 0.083 951424090.505 2130041888.912

Generated on 12/1/2010 9:24 AM using R/Sword

ChiBondKing – laszlochi@gmail.com
26 Week Bill
Last 10 Auctions

HighYield HighPrice IndirBidPercent BidToCover Coupon TotalCompAccepted IndirBidAccepted

0.19 99.903944 33.49 4.53 0.193 27140113700 9089028700

0.185 99.906472 43.13 4.59 0.188 27609735200 11908335200

0.165 99.916583 33.98 4.55 0.167 27408686000 9312460000

0.17 99.914056 38.53 4.79 0.173 26581862500 10240700000

0.17 99.914056 44.45 4.65 0.173 26229762500 11658750000

0.155 99.921639 48.43 4.86 0.157 26742540800 1.2951e+10

0.16 99.919556 34.59 4.62 0.162 26618068500 9206980000

0.18 99.909 27.4 3.97 0.183 26656325000 7303725000

0.195 99.901958 27.78 4.51 0.198 26221170000 7284194000

0.21 99.893833 53.35 4.68 0.213 26884176400 14343514400

Last 10 Auctions Statistics

HighYield HighPrice IndirBidPercent BidToCover Coupon

Min. :0.1550 Min. :99.89 Min. :27.40 Min. :3.970 Min. :0.1570

1st Qu.:0.1663 1st Qu.:99.90 1st Qu.:33.61 1st Qu.:4.535 1st Qu.:0.1685

Median :0.1750 Median :99.91 Median :36.56 Median :4.605 Median :0.1780

Mean :0.1780 Mean :99.91 Mean :38.51 Mean :4.575 Mean :0.1807

3rd Qu.:0.1888 3rd Qu.:99.92 3rd Qu.:44.12 3rd Qu.:4.673 3rd Qu.:0.1918

Max. :0.2100 Max. :99.92 Max. :53.35 Max. :4.860 Max. :0.2130

Generated on 12/1/2010 9:24 AM using R/Sword

ChiBondKing – laszlochi@gmail.com
Historical Data
Start Date: [1] "2008-04-14", Last Auction: [1] "2010-11-29"

Maximum Minimum
High Yield HighYield HighYield
2008-06-16 2.35 2010-01-11 0.13
Indirect Bid Percent IndirBidPercent IndirBidPercent
2009-09-28 73.15 2009-04-20 17.25
Bid To Cover BidToCover BidToCover
2010-11-01 4.86 2008-04-21 1.98
Coupon Coupon Coupon
2008-06-16 2.411 2010-01-11 0.132

Auction Standard Deviations (Last 10)

HighYield HighPrice IndirBidPercent BidToCover Coupon TotalCompAccepted IndirBidAccepted

0.017 0.009 8.66 0.24 0.018 461027872.103 2345550814.898

Generated on 12/1/2010 9:24 AM using R/Sword

ChiBondKing – laszlochi@gmail.com
13 Week Bill
Last 10 Auctions

HighYield HighPrice IndirBidPercent BidToCover Coupon TotalCompAccepted IndirBidAccepted

0.155 99.960819 23.85 4.31 0.157 26865928000 6406350500

0.13 99.967139 40.44 4.56 0.132 27655133500 11184086000

0.125 99.968403 28 4.48 0.127 27550353200 7712793200

0.135 99.965875 31.81 4.55 0.137 27586847800 8774667800

0.13 99.967139 22.3 4.52 0.132 26850813800 5988494200

0.125 99.968403 28.18 4.62 0.127 27590374000 7774049000

0.125 99.96875 26.94 4.69 0.127 27611550000 7439675000

0.135 99.965875 30.38 4.39 0.137 27529639000 8363745000

0.14 99.965 18.23 4.45 0.142 26908249000 4904839000

0.175 99.955764 37.03 4.26 0.178 27601735000 10221525000

Last 10 Auctions Statistics

HighYield HighPrice IndirBidPercent BidToCover Coupon

Min. :0.1250 Min. :99.96 Min. :18.23 Min. :4.260 Min. :0.1270

1st Qu.:0.1263 1st Qu.:99.97 1st Qu.:24.62 1st Qu.:4.405 1st Qu.:0.1283

Median :0.1325 Median :99.97 Median :28.09 Median :4.500 Median :0.1345

Mean :0.1375 Mean :99.97 Mean :28.72 Mean :4.483 Mean :0.1396

3rd Qu.:0.1388 3rd Qu.:99.97 3rd Qu.:31.45 3rd Qu.:4.558 3rd Qu.:0.1407

Max. :0.1750 Max. :99.97 Max. :40.44 Max. :4.690 Max. :0.1780

Generated on 12/1/2010 9:24 AM using R/Sword

ChiBondKing – laszlochi@gmail.com
Historical Data
Start Date: [1] "2008-04-07", Last Auction: [1] "2010-11-29"

Maximum Minimum
High Yield HighYield HighYield
2008-06-16 2.05 2008-12-08 0.005
Indirect Bid Percent IndirBidPercent IndirBidPercent
2009-08-03 60.89 2009-12-28 10.3
Bid To Cover BidToCover BidToCover
2010-08-30 4.95 2008-09-15 2.33
Coupon Coupon Coupon
2008-06-16 2.089 2008-12-08 0.005

Auction Standard Deviations (Last 10)

HighYield HighPrice IndirBidPercent BidToCover Coupon TotalCompAccepted IndirBidAccepted

0.016 0.004 6.647 0.134 0.016 346978831.641 1893502472.25

Generated on 12/1/2010 9:24 AM using R/Sword

ChiBondKing – laszlochi@gmail.com
4 Week Bill
Last 10 Auctions

HighYield HighPrice IndirBidPercent BidToCover Coupon TotalCompAccepted IndirBidAccepted

0.08 99.993778 60.83 5.16 0.081 24193280800 14717836800

0.135 99.9895 32.15 5.08 0.137 24723236000 7948634000

0.14 99.988722 43.43 4.71 0.142 24670928700 10713553700

0.135 99.9895 30.27 5.25 0.137 21714477600 6572342600

0.13 99.989528 29.05 4.96 0.132 21282764800 6183284800

0.125 99.990278 47.95 5.01 0.127 24752704000 11868659000

0.105 99.992125 41.63 5.08 0.106 24717657100 10290401100

0.125 99.990278 31.02 4.31 0.127 24724571200 7670191200

0.15 99.98875 29.21 4.48 0.152 23733307800 6932807800

0.175 99.986389 34.75 4.66 0.177 24748784000 8600244000

Last 10 Auctions Statistics

HighYield HighPrice IndirBidPercent BidToCover Coupon

Min. :0.0800 Min. : 99.99 Min. :29.05 Min. :4.310 Min. :0.0810

1st Qu.:0.1250 1st Qu.: 99.99 1st Qu.:30.46 1st Qu.:4.673 1st Qu.:0.1270

Median :0.1325 Median : 99.99 Median :33.45 Median :4.985 Median :0.1345

Mean :0.1300 Mean : 99.99 Mean :38.03 Mean :4.870 Mean :0.1318

3rd Qu.:0.1388 3rd Qu.: 99.99 3rd Qu.:42.98 3rd Qu.:5.080 3rd Qu.:0.1407

Max. :0.1750 Max. : 99.99 Max. :60.83 Max. :5.250 Max. :0.1770

Generated on 12/1/2010 9:24 AM using R/Sword

ChiBondKing – laszlochi@gmail.com
Historical Data
Start Date: [1] "2008-04-08", Last Auction: [1] "2010-11-30"

Maximum Minimum
High Yield HighYield HighYield
2008-06-10 1.99 2008-12-09 0
Indirect Bid Percent IndirBidPercent IndirBidPercent
2009-10-06 61.23 2010-05-25 8.81
Bid To Cover BidToCover BidToCover
2010-01-12 6.63 2008-07-22 2.35
Coupon Coupon Coupon
2008-06-09 1.885 2008-12-09 0

Auction Standard Deviations (Last 10)

HighYield HighPrice IndirBidPercent BidToCover Coupon TotalCompAccepted IndirBidAccepted

0.025 0.002 10.4 0.313 0.026 1325034448.719 2716904525.879

Generated on 12/1/2010 9:24 AM using R/Sword

ChiBondKing – laszlochi@gmail.com
Cash Management Bills
Last 10 Auctions

HighYield HighPrice IndirBidPercent BidToCover Coupon

0.145 99.977444 11.39 4.44 0.147

0.13 99.979417 6.5 4.57 0.132

0.145 99.977444 7.14 4.38 0.147

0.15 99.976667 23.97 4.43 0.152

0.15 99.976667 19.19 4.6 0.152

0.15 99.976667 15.15 4.31 0.152

0.145 99.977444 26.33 4.85 0.147

0.095 99.985486 9.4 4.7 0.096

0.125 99.980556 9.52 4.28 0.127

0.16 99.975556 38.21 4.39 0.162

Last 10 Auctions Statistics

HighYield HighPrice IndirBidPercent BidToCover Coupon

Min. :0.0950 Min. :99.98 Min. : 6.50 Min. :4.280 Min. :0.0960

1st Qu.:0.1338 1st Qu.:99.98 1st Qu.: 9.43 1st Qu.:4.383 1st Qu.:0.1358

Median :0.1450 Median :99.98 Median :13.27 Median :4.435 Median :0.1470

Mean :0.1395 Mean :99.98 Mean :16.68 Mean :4.495 Mean :0.1414

3rd Qu.:0.1500 3rd Qu.:99.98 3rd Qu.:22.77 3rd Qu.:4.593 3rd Qu.:0.1520

Max. :0.1600 Max. :99.99 Max. :38.21 Max. :4.850 Max. :0.1620

Generated on 12/1/2010 9:24 AM using R/Sword

ChiBondKing – laszlochi@gmail.com
Historical Data
Start Date: [1] "2008-04-08", Last Auction: [1] "2010-11-24"

Maximum Minimum
High Yield HighYield HighYield
2008-04-08 2.29 2009-12-30 0
Indirect Bid Percent IndirBidPercent IndirBidPercent
2008-12-30 56.63 2008-09-08 0
Bid To Cover BidToCover BidToCover
2009-12-30 6.66 2008-09-19 1.87
Coupon Coupon Coupon
2008-04-08 2.323 2009-12-30 0

Auction Standard Deviations (Last 10)

HighYield HighPrice IndirBidPercent BidToCover Coupon

0.019 0.003 10.249 0.182 0.019

The information contained in this document should not be considered investment advice or an offer to buy or sell any
security. For informational purposes only. While the data is obtained from sources believed to be accurate, the author is not
responsible for errors or omissions.

Generated on 12/1/2010 9:24 AM using R/Sword

ChiBondKing – laszlochi@gmail.com