- The effect of auctions on daily treasury-bill volatility. Hughes, Michael P.; Smith, Stanley D.; Winters, Drew B. // Quarterly Review of Economics & Finance;Feb2008, Vol. 48 Issue 1, p48
Abstract: We investigate the T-bill market for volatility effects with a focus on any volatility introduced by the T-bill auction process. We find that T-bill volatility is not constant across a run, but is also not high at both the beginning and end of the run. We find that for 52-week T-bills,...
- Treasury to Offer $4B In Cash Managements. Siegel, Gary E. // Bond Buyer;11/7/2005, Vol. 353 Issue 32854, p2
Reports on the auction of four billion of one-day cash management bills by the Treasury Department in the U.S.
- Treasury 2-Year Notes Go at 4.689% High Yield. Ackerman, Andrew // Bond Buyer;2/23/2006, Vol. 355 Issue 32325, p2
The article reports that the U.S. Treasury Department has auctioned $22 billion of two-year notes. It also provides data on bid-to-cover ratio, tenders at the high yield, median yield and low yield. The two-year notes have an issue date of February 28, 2006. The two-year notes are due February...
- The International Investment Position of the United States at Yearend 2004. Nguyen, Elena L. // Survey of Current Business;Jul2005, Vol. 85 Issue 7, p30
Explores the status of the U.S. in the international investments sector at yearend 2004. Impact of net foreign purchases of U.S. Treasury securities and corporate bonds on the net investment position of the U.S.; Value of U.S.-owned assets abroad; Increase in foreign-owned assets and government...
- TABLE PDO-1. Maturity Schedules of Interest-Bearing Marketable Public Debt Securities Other than Regular Weekly and 52-Week Treasury Bills Outstanding, March 31, 2005. // Treasury Bulletin;Jun2005, p37
Presents a chart depicting the maturity schedule of interest-bearing marketable public debt securities in the U.S.
- ÃKK sells HUF 40 bln of three-month bills, in line with offer. // Hungary A.M.;10/30/2013, p5
The article reports that Hungary's state debt management agencyÃKK sold 40 billion Hungarian forint of discount three-month T-bills at auction in October 2013, in line with the original offer.
- Treasury 4-Weeks Go At 4.350% High Yield. Ackerman, Andrew // Bond Buyer;2/23/2006, Vol. 355 Issue 32325, p2
The article focuses on $19 billion of four-week bills auctioned by the U.S. Treasury Department at a 4.350% high yield. It also provides data on the bills' coupon equivalent, bid-to-cover ratio, median yield and low yield. The bills have an issue date of February 23, 2006. They are due March 23,...
- Treasury Details Weekly T-Bill Auction. Newman, Emily // Bond Buyer;7/9/2004, Vol. 349 Issue 31922, p2
Reports that the U.S. Treasury Department said in July 2004 it will raise $2.608 billion of new cash at its weekly auction of 91-day and 182-day discount bills by selling $34 billion to refund $31.392 billion in maturing securities.
- Tactical asset allocation and presidential elections. Grant, James L.; Trahan, Emery A. // Financial Services Review;Summer2006, Vol. 15 Issue 2, p151
Over the past 75 years, common stocks performed better under Democrats, while U.S. government bonds and Treasury (T) bills performed better under Republicans. Using a mean-variance framework, we find that Democrats provide better risk-reward opportunities for portfolios weighted toward stocks,...