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Tag: 20-year Hapus filter
Daily Market Notes

Tuesday's 20-Year Auction Settles on Bank of Japan Day. Last Month's Tailed Half a Basis Point.

Treasury's own tentative schedule confirms the 20-year bond auction for Tuesday 15 September, settling Friday 18 September — Bank of Japan day. Last month's $18bn went at 5.204% against a 5.199% when-issued, a half-basis-point tail with 62.93% indirects. Last week's 3-year, 10-year and 30-year all settle Tuesday, the day the FOMC convenes. None of it is on your FX calendar.

Topik

20-year (1) BOJ (1) FOMC (1) Treasury (1) USDJPY (1) auction (1) duration (1) settlement (1)
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