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US Data: Treasury 2-year FRN Auction History

Source: U.S. Treasury Department
Averages calculated by MNI
--------------------------------------------------------------------------------
                  Total             FIMA     Non-   Bid/           % at  WI Rate
                 amount            purch    comps  cover    High   high       At
Issue           (Bln $)  Spread  (Bln $)  (Bln $)  ratio  Margin  yield  Auction
Average to
date                      0.114    0.150    0.012   3.72   0.119  49.78       --
Sep-17*          13.000   0.060    0.000    0.014   3.46   0.055  67.13    0.060
Aug-17*          13.000   0.060    0.000    0.007   3.09   0.060  47.88    0.060
Jul-17           15.000   0.060    1.525    0.008   3.32   0.060  61.06    0.065
Jun-17*          13.000   0.070    1.580    0.005   3.13   0.080  63.30    0.085
May-17*          13.000   0.070    0.000    0.008   2.99   0.050  17.20    0.044
Apr-17           15.000   0.070    2.047    0.020   3.35   0.070  97.71    0.083
Mar-17*          13.000   0.140    1.574    0.006   3.43   0.109  84.37    0.115
Feb-17*          13.000   0.140    0.000    0.011   3.08   0.133  56.30    0.135
Jan-17           14.978   0.140    0.000    0.023   3.16   0.140  78.59    0.145
Dec-16*          13.000   0.170    0.000    0.016   3.80   0.160   0.82    0.180
Nov-16*          13.000   0.170    0.000    0.010   3.32   0.169   1.50    0.170
Oct-16           15.000   0.170    0.000    0.008   3.35   0.170  12.68    0.175
Sep-16*          13.000   0.174    0.000    0.006   3.09   0.180  84.93    0.190
Aug-16*          13.000   0.174    0.000    0.006   3.46   0.165  99.12    0.175
Jul-16           15.000   0.174    0.000    0.007   3.82   0.174  80.41    0.178
Jun-16*          13.000   0.190    0.000    0.004   3.15   0.188  68.73    0.188
May-16*          13.000   0.190    0.000    0.012   3.35   0.188  52.73    0.193
Apr-16           15.000   0.190    0.000    0.023   3.57   0.190   0.72    0.193
Mar-16*          13.000   0.272    0.000    0.002   3.07   0.240  20.26    0.243
Feb-16*          13.000   0.272    0.000    0.014   3.63   0.237  18.24    0.255
Jan-16           15.000   0.272    0.000    0.011   3.67   0.272   1.06    0.285
Dec-15*          13.000   0.168    0.000    0.012   3.48   0.330  13.86    0.340
Nov-15*          12.990   0.168    0.000    0.010   3.11   0.216  66.21    0.195
Oct-15           14.995   0.168    0.000    0.005   3.10   0.168  84.66    0.163
Sep-15*          13.000   0.077    0.000    0.008   2.87   0.120   4.21    0.113
Aug-15*          12.997   0.077    0.000    0.003   3.50   0.075  28.84    0.080
Jul-15           15.000   0.077    0.000    0.008   3.93   0.077  34.13    0.080
Jun-15*          13.000   0.074    0.000    0.006   3.74   0.076   1.46    0.080
May-15*          13.000   0.074    0.000    0.002   4.01   0.069  99.38    0.070
Apr-15           15.000   0.074    0.000    0.012   3.81   0.074  63.49    0.080
Mar-15*          13.000   0.084    0.000    0.006   4.34   0.085  91.17    0.098
Feb-15*          13.000   0.084    0.000    0.009   4.28   0.084  38.60    0.085
Jan-15           15.000   0.084    0.000    0.011   3.72   0.084  14.18    0.095
Dec-14*          13.000   0.053    0.000    0.006   2.90   0.110  30.24    0.095
Nov-14*          13.000   0.053    0.000    0.008   4.00   0.068  93.99    0.070
Oct-14           13.000   0.053    0.000    0.008   4.00   0.068  93.99    0.050
Sep-14*          13.000   0.070    0.000    0.020   4.45   0.041  94.76    0.050
Aug-14*          13.000   0.070    0.000    0.017   4.38   0.055   9.84    0.058
Jul-14           15.000   0.070    0.005    0.028   4.09   0.070  95.61    0.072
Jun-14*          13.000   0.069    0.000    0.011   4.43   0.069  30.28    0.070
May-14*          13.000   0.069    0.000    0.015   4.69   0.063  97.75    0.066
Apr-14           15.000   0.045    0.000    0.030   4.64   0.069  28.02    0.069
Mar-14*          13.000   0.045    0.000    0.008   4.67   0.069  34.80    0.068
Feb-14*          13.000   0.045    0.000    0.015   5.29   0.064  24.24    0.065
Jan-14           15.000   0.045    0.000    0.075   5.67   0.045  51.49    0.057
*reopening
--MNI Washington Bureau; +1 212-800-8517; email: sara.haire@marketnews.com
[TOPICS: MTABLE,MAUDA$,MNUAU$,M$U$$$,M$$FI$]

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