US Data: Treasury 2-year FRN Auction Bidder Results History

Data for: October 2017

Source: U.S. Treasury Department

Units as noted

Averages calculated by MNI

--------------------------------------------------------------------------------

                                                                   Hit

                 Total     Total  Percent  Percent   Percent     Ratio   Noncomp

                Public      Comp  Primary   Direct  Indirect   Primary     +FIMA

Sale          Accepted  Accepted  Dealers  Bidders   Bidders   Dealers  Accepted

Date           (Bln $)   (Bln $)      (%)      (%)       (%)       (%)   (Bln $)

Average

(Jan-14 to

date)                               52.12     2.51     45.37     18.46        --

Oct-17          15.000    14.991    39.18     0.67     60.16     14.69     0.009

Sep-17*         13.000    12.987    52.89     0.00     47.11     20.53     0.013

Aug-17*         13.000    12.993    49.58     0.37     50.05     20.10     0.007

Jul-17          15.000    14.992    38.71     2.04     59.25     16.04     0.008

Jun-17*         13.000    12.995    36.69     0.19     63.12     14.90     0.005

May-17*         13.000    12.992    58.44     0.77     40.79     23.41     0.008

Apr-17          15.000    14.980    36.89     0.33     62.78     14.94     0.020

Mar-17*         13.000    12.994    58.82     0.77     40.41     21.38     0.006

Feb-17*         13.000    12.989    50.90     0.38     48.72     19.95     0.011

Jan-17          15.000    14.978    73.09     1.52     25.39     27.24     0.022

Dec-16*         13.000    12.984    62.61     0.00     37.39     21.89     0.016

Nov-16*         13.000    12.990    48.32     0.39     51.29     17.72     0.010

Oct-16          15.000    14.992    61.27     1.33     37.39     22.06     0.008

Sep-16*         13.000    12.994    56.25     0.00     43.75     23.07     0.006

Aug-16*         13.000    12.994    62.31     1.92     35.77     21.91     0.006

Jul-16          15.000    14.993    55.59     0.30     44.11     18.49     0.007

Jun-16*         13.000    12.996    59.87     0.00     40.13     21.78     0.004

May-16*         13.000    12.988    66.14     1.92     31.94     23.39     0.012

Apr-16          15.000    14.977    46.81     0.00     53.19     16.29     0.023

Mar-16*         13.000    12.998    55.61     3.23     41.15     22.83     0.002

Feb-16*         13.000    12.987    60.76    10.01     29.23     23.08     0.013

Jan-16          15.000    14.989    42.67     2.17     55.17     16.42     0.011

Dec-15*         13.000    12.988    59.08     1.54     39.38     22.40     0.012

Nov-15*         13.000    12.990    52.41     3.20     44.39     20.10     0.010

Oct-15          15.000    14.995    48.35     2.00     49.65     19.71     0.005

Sep-15          13.000    12.992    75.28     2.71     22.01     30.41     0.008

Aug-15          13.000    12.997    56.45     0.00     43.55     18.79     0.003

Jul-15          15.000    14.992    45.08     1.67     53.25     14.42     0.008

Jun-15*         13.000    12.994    42.46     1.17     56.38     14.04     0.006

May-15*         13.000    12.998    48.45     2.31     49.24     14.72     0.002

Apr-15          15.000    14.988    36.87     0.42     62.70     12.51     0.012

Mar-15*         13.000    12.995    24.48     0.00     75.52      8.47     0.005

Feb-15*         13.000    12.991    49.87     1.92     48.21     14.32     0.009

Jan-15          15.000    14.989    46.00     6.94     47.06     16.49     0.011

Dec-14*         13.000    12.994    70.08     5.23     24.68     27.56     0.006

Nov-14*         13.000    12.992    42.76     5.39     51.85     13.35     0.008

Oct-14          15.000    14.982    50.11     3.34     46.56     17.36     0.018

Sep-14*         13.000    12.981    40.99     4.62     54.38     10.99     0.019

Aug-14*         13.000    12.983    50.19     3.27     46.54     14.90     0.017

Jul-14          15.000    14.972    50.02     3.27     46.71     15.63     0.028

Jun-14*         13.000    12.990    54.83     5.06     40.11     15.97     0.010

May-14*         13.000    12.986    48.87     9.43     41.71     13.27     0.014

Apr-14          15.000    14.971    60.75     4.82     34.44     18.00     0.029

Mar-14*         13.000    12.992    63.02     4.30     32.68     19.24     0.008

Feb-14*         13.000    12.985    54.64     5.70     39.66     16.17     0.015

Jan-14          15.000    14.926    53.21     8.94     37.85     18.34     0.074

*reopening

--MNI Washington Bureau; +1 202-371-2121; email: holly.stokes@marketnews.com

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