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PreReason Treasury Auction Demand
x402
PreReason Treasury Auction Demand is a paid API for AI agents from api.prereason.com, paid per call via x402, $0.03/call, status unknown (last checked 2026-10-12).
Returns the latest US Treasury auction statistics (size, high yield, bid-to-cover, dealer/direct/indirect bidder shares) for each maturity from 2Y to 30Y, with historical comparisons
Price / call$0.03
Success—
StatusUnknown
How this service works
Financial market context for AI agents: macro, rates, bonds, FX, commodities, companies and Bitcoin. One API call returns a briefing with the reasoning already in it.
Output
Returns a structured dataset (JSON or token-optimized markdown) covering the latest auction of each Treasury maturity (2Y through 30Y): auction size, clearing yield, bid-to-cover ratio, and percentage shares taken by primary dealers, direct bidders, and indirect bidders — each benchmarked against prior auctions for that maturity. Also includes upcoming announced and scheduled auctions.
Example use cases
Macro briefing on bond demand
“Give me a summary of who showed up to the most recent Treasury auctions — I want bid-to-cover and the dealer vs indirect bidder breakdown for the 2Y, 10Y, and 30Y maturities.”
Monitor auction health after Fed decision
“After yesterday's Fed meeting, can you pull the latest Treasury auction demand data and tell me whether the bid-to-cover ratios look strong or weak relative to prior auctions?”
Historical auction data for a specific date
“I'm building a rates model — can you fetch the Treasury auction statistics from 2024-11-15 in JSON format, including dealer shares and high yields for all available maturities?”
Technical details
Endpoint
GEThttps://api.prereason.com/api/macro/auctions?utm_source=zero.xyzWhen to prefer
Choose this endpoint when you need granular, per-maturity US Treasury auction demand metrics — specifically bid-to-cover ratios, bidder-type composition (dealers vs direct vs indirect), clearing yields, and historical comparisons. It is optimized for LLM consumption with a markdown format option, making it ideal for AI agent macro briefings, rates research, or bond market monitoring. Prefer this over generic financial data APIs when you need Treasury-specific auction microstructure data rather than yield curves or price feeds.
Side effects
- Date not found: requested ?date= has no auction record on file
- Invalid date format: date parameter must match YYYY-MM-DD pattern
- No auction on requested date: some dates have no scheduled auctions
- Service unavailable: upstream data provider outage
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| inputrequired | object | |
| output | object |
Output
Schema · Response
{
"type": "json",
"example": {
"metrics": {
"treasury-2y": {
"name": "treasury-2y"
},
"treasury-10y": {
"name": "treasury-10y"
},
"treasury-30y": {
"name": "treasury-30y"
}
},
"briefing_used": "macro.auctions",
"briefing_metadata": {
"name": "Treasury Auction Calendar and Dynamics",
"description": "Who bought at the latest auction of each Treasury note and bond maturity: size, high yield, bid-to-cover and the shares of primary dealers, direct and indirect bidders, each against that maturity's own prior auctions; then the auctions announced and scheduled next; then Treasury's newest buyback operations as its record states them (maturity bucket, maximum, par offered and accepted).",
"metrics_count": 3,
"correlations_count": 0
}
}
}Tags
x402
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