treasuries_notes
Table of Contents
CMBs
- 42-Day CMBs are getting issued every Thursday.
- [asof | 2024-01-11] 42-Day CMBs were issued - 2013-12-07, 2013-12-14, 2013-12-21, 2023-12-28, 2024-01-04, 2024-01-11.
- [asof | 2024-02-01] 42-Day CMBs were issued - 2024-01-18, 2024-01-25, 2024-02-01.
- (42-Day CMB; 912797LL9; auction date = 2024-02-06; announcement date = 2024-02-01). So new CMBs are announced every Thursday?
- There are three dates - announcement date, auction date, issue date.
- Issue date is same as settlement date.
links I came across
- https://thefinancebuff.com/treasury-bills-cd-money-market.html - How To buy Treasury bills & notes without fee at online brokers
- Well written; high information density
- I used it to buy Treasury bills from Fidelity
- https://www.ustreasuryyieldcurve.com/ - US Treasury yield curve
- https://www.cnbc.com/quotes/US10Y - shows time series of US 10 year Treasury
- https://www.treasurydirect.gov/auctions/upcoming/ - upcoming auctions
- https://www.treasurydirect.gov/auctions/announcements-data-results/ - auction announcements, data and results
Q & A
When did Treasury start issuing 17 week T Bills?
October 25, 2022
How much of the US Treasury debt is outstanding?
$27 trillion asof 2024-03-23
Ref: https://www.wsj.com/finance/the-27-trillion-treasury-market-is-only-getting-bigger-a9a9d170
How much of US Treasury debt is held by foreign investors?
~25%
Ref: https://www.wsj.com/finance/the-27-trillion-treasury-market-is-only-getting-bigger-a9a9d170
timelines
security | frequency | announcement day and time | auction day and time | settlement day |
---|---|---|---|---|
13-Week Bill | weekly | Thu 2:30 pm | ||
17-Week Bill | weekly | Wed |
Ref:-
- Info on 13-week bills is available at https://home.treasury.gov/news/press-releases/4_week_bills
treasuries_notes.txt · Last modified: 2024/04/25 18:47 by raju