30-year Auction: They’re Just Not in Demand Anymore

The 30-year auction was… something less than good. You don’t need to hear any of the auction statistics (which can be deceiving, don’t trust them). Just look at the trading action. See if you can guess when the auction was held…

Auction

The subsequent large rally in stocks didn’t help and left the 30-year down 3 points on the day. For most of the day the 10-year held in until stocks really got going, and is now down more than a point.

I’m positive you’ll see a bunch of media yakers claim that this is evidence that no one wants U.S. bonds. Bullshit. If that’s true why is the 2-year threatening to break 1%?

The reality is that even the U.S. Treasury isn’t immune from the deleveraging contagion. The Treasury used to be able to count on primary dealers to take down all their bonds. Dealers are crunched for capital. Plus what capital they have isn’t getting committed to low margin business like inventorying Treasuries.

Look for this Treasury supply to get digested over the next 5 trading days, and the 30-year will be right back in the 4.15% area.

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About Accrued Interest 118 Articles

Accrued Interest provides unique, expert insight to developments in the U.S. bond market. It is written by an anonymous professional working in the field.

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