Treasury auctions

Treasury auction results with the tail, in context

High yield, bid-to-cover, the tail against the when-issued yield, and who bought, per auction, within your plan's depth. tail_bps is null for bills, which have no when-issued market, and for any auction whose when-issued print was not captured; a negative tail_bps is a stop-through (the auction cleared below the when-issued yield, i.e. strong demand). Every row also carries vs_12m: that tenor's trailing twelve-auction averages for the tail, bid-to-cover and bidder split (withheld under 3 priors), plus pctile (the print's rank in the tenor's full captured history, withheld under 12 priors) and a significance note like 'the weakest bid-to-cover since 2024-03-12' when a print is beyond everything back at least a year. The print arrives with its own norm, so an agent can judge it without fetching history. The dataset is complete back through the official record: record marks each row desk (captured live by Helious, may carry a tail) or official (TreasuryDirect backfill, no tail: TD does not publish when-issued yields). Pass tenor to ask about one part of the curve, which is what answers "how did the last 10-year auction go".

get/v1/auctions

Request

  • Base URL: https://api.helious.io
  • URL: https://api.helious.io/v1/auctions
  • Auth: one of:
    • none
    • HTTP bearer

Query parameters

limitinteger
tenorstring

One tenor, like 10-year-note, 30-year-bond or 26-week-bill. Plain forms work too ('10y', '30 year'), as does a whole class: bills, notes, bonds, tips, frn. Reopenings of a tenor are included. An unknown value returns 400 with the list of valid tenors.

Response

summary + source + data + meta envelope

summarystring

The answer as a sentence, with the numbers in it. Identical to the sentence the matching MCP tool returns.

dataobject

The dataset itself.

metaobject

When it was true, and what your plan allows.

plan_limitobject

Present only when your plan moved the window. Says this is a plan limit rather than missing data, what Helious holds behind it, and the exact step to relay to the person you work for.

Example response

{
  "source": {
    "name": "Helious",
    "cite_as": "Helious, https://helious.io/auctions"
  }
}

Changes

No recorded changes to this operation across all 1 revision of this API.