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treasuries_notes

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.

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:-

treasuries_notes.txt · Last modified: 2024/04/25 18:47 by raju