Bund auction results: reasonably successful

Discussion in 'Index Futures' started by dfuller33, Feb 13, 2008.

  1. Bund auction results: reasonably successful despite heavy supply in 10yr and high volatility of the mkt. B/C ratio of 1.7, premium vs stop was 5 cents. Almost EUR 0.9bn retained for
    market operations. Tail 0.3.

    Amount Bid 8.935
    Amount Offered 5.11
    Bid to Cover ratio / last 1.75 / 1.20
    Average price / average yield 100.45 / 3.94
    Low price / high yield 100.43 / 3.943
    Mid price at bidding close 100.38
    Premium vs low price / last 5.0 / 5.0
    Premium vs average price 7.0