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Cantor Fitzgerald & Co. analyst......>

US TSYS/SUPPLY
US TSYS/SUPPLY: Cantor Fitzgerald & Co. analyst Justin Lederer expects these
11am ET US Tsy 2/5/7Y auction sizes to be announced and the following rolls:
- 2y Note Size $26Bln [Roll Forecast 2.125-1.625] (Flat Size MoM)
- 5y Note Size $34Bln [Roll Forecast 1.375-0.875] (Flat Size MoM)
- 7y Note Size $28Bln [Roll Forecast 1.25-0.75] (Flat Size MoM)
- And TD analysts Priya Misra and Gennadiy Goldberg project following: "auction
sizes to remain unchanged at $26bn in 2s, $34bn in 5s and $28bn in 7s. There
will also be $15bn in 2yr FRNs announced." 
- They also expect to see "opening rolls at 1.6bp for the 2yr, 1.3bp for the 5yr
and 0.9bp for the 7yr. Note that the 5yr is likely to be a reopening of the
1.875% Oct-22s."

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