Wednesday, August 1, 2018

Treasury Announces Increase To Debt Sales, Launches 2-Month Bill

Earlier this week, the Treasury surprised the market and sent bond yields higher, when it unexpectedly reported that in the current quarter, US funding needs would increase by $56 billion to a $329 billion, and in the second half of the year will be the most since the financial crisis a decade ago, with the Treasury expecting to issue $769 billion in net marketable debt in the second half, the most since the financial crisis.

How would the US Treasury adjust its debt auction pattern to fund this growing debt requirement?

We got the answer this morning, when in the quarterly refunding announcement, the Treasury announced it would raise the amount of long-term debt it sells to $78 billion this quarter, up from $73 billion last quarter, while launching a new two-month bill.

Finally, Treasury will increase auction sizes by $1 billion to each of the next 7- and 10-year notes and the 30-year bond auctions in August, and hold the auction sizes steady at that level through October.

Here the surprise is that whereas consensus had expected 5-year auctions to increase by $1 billion in the quarter, the Treasury will now increase the auction amount by $1bn every month in the quarter, for a total of $3BN, which in turn will put extra pressure on the belly.

Specifically, the Treasury will sell $34 billion in three-year notes on Aug. 7, compared with $33 billion it sold last month and $31 billion in May. The 10-year note auction will be increased to 26 billion on Aug. 8, from $25 billion last quarter, and sell $18 billion in 30-year bonds on Aug. 9, up from $17 billion in May. The sales will raise new cash of $39.8 billion, according to Bloomberg.

"This increased bill supply will include the launch of the new benchmark 2-month bill in October." Treasury said it will meet any unexpected change in financing needs with increased bill sales.

https://www.zerohedge.com/news/2018-08-01/treasury-announces-increase-debt-sales-launches-2-month-bill 

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