U.S. Treasury — auction demand intelligence
Weekly intelligence on primary-market demand for U.S. Treasury securities, from the keyless Treasury FiscalData auctions_query endpoint (U.S. federal public domain). Each row is one result-bearing auction (trailing 12 months): CUSIP, security type/term, reopening flag, offering size, bid-to-cover ratio, coalesced stop rate, and indirect/direct/primary-dealer allotment shares, plus a look-ahead-free benchmark against the same tenor's trailing-52-week history: term z-score, empirical percentile, a documented 0-100 auction-demand score (100*Phi(z)), and weak/strong/record-demand flags. Units: USD billions, percent, scores, flags. Caveats: primary-market only; no when-issued tail available from this endpoint; bidder classes do not sum to total accepted; reopenings share CUSIPs across auctions. Primary key: (cusip, auction_date) — one row per auction. Cadence: weekly; as_of is the latest auction date in the panel. commercial_use = yes (U.S. federal public domain), attribution required. Sample use: auction_demand_score for the 10-Year note tracks real-time appetite for duration; weak_auction_flag surfaces failed auctions week by week.
- treasury
- auctions
- fiscal
- bonds