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US Data: Treasury 2-year FRN Auction History

Repeats Story Initially Transmitted at 16:39 GMT Nov 28/11:39 EST Nov 28
Source: U.S. Treasury Department
Averages calculated by MNI
--------------------------------------------------------------------------------
                Total            FIMA     Non-   Bid/              % at  WI Rate
               amount           purch    comps  cover    High      high       At
                 (Bln            (Bln
Issue              $)  Spread      $)  (Bln $)  ratio  Margin     yield  Auction
Average to
date                    0.095   0.000    0.014   3.58   0.099     55.39       --
Nov-18*        18.000   0.045   0.000    0.000   2.62   0.050     93.01       NA
Oct-18         19.000   0.045   0.000    0.037   3.32   0.045     88.76       NA
Sep-18*        17.000   0.043   0.000    0.012   3.06   0.050     33.98       NA
Aug-18*        17.000   0.043   0.000    0.025   2.94   0.047     66.65       NA
Jul-18         18.000   0.043   0.000    0.032   2.79   0.043     92.77       NA
Jun-18*        16.000   0.033   0.000    0.007   2.79   0.042     48.96       NA
May-18         16.000   0.033   0.000    0.017   3.26   0.028     83.23       NA
Apr-18         17.000   0.033   0.000    0.041   3.65   0.033     91.62       NA
Mar-18*        15.000   0.000   0.000    0.016   2.78   0.049     47.55       NA
Feb-18*        15.000   0.000   0.000    0.018   2.75   0.016     53.72    0.005
Jan-18         15.000   0.000   0.000    0.020   3.38   0.000     97.36    0.012
Dec-17*        13.000   0.048   0.000    0.009   3.26   0.035     84.52    0.045
Nov-17*        13.000   0.048   0.000    0.023   3.69   0.035     56.94    0.043
Oct-17         15.000   0.048   0.000    0.009   3.56   0.048     89.04    0.060
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   0.000    0.008   3.32   0.060     61.06    0.065
Jun-17*        13.000   0.070   0.000    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   0.000    0.020   3.35   0.070     97.71    0.083
Mar-17*        13.000   0.140   0.000    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; +1 202-371-2121; email: shikha.dave@marketnews.com
[TOPICS: MTABLE]

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