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US Data: Treasury 2-year FRN Auction History

Repeats Story Initially Transmitted at 16:41 GMT Dec 26/11:41 EST Dec 26
Source: U.S. Treasury Department
Averages calculated by MNI
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                   Total             FIMA     Non-   Bid/              % at
                  amount            purch    comps  cover    High      high
Issue            (Bln $)  Spread  (Bln $)  (Bln $)  ratio  Margin     yield
Average to date            0.094    0.000    0.014   3.57   0.100     55.35
Dec-18*           18.000   0.045    0.000    0.010   2.71   0.150     52.82
Nov-18*           18.000   0.045    0.000    0.000   2.62   0.050     93.01
Oct-18            19.000   0.045    0.000    0.037   3.32   0.045     88.76
Sep-18*           17.000   0.043    0.000    0.012   3.06   0.050     33.98
Aug-18*           17.000   0.043    0.000    0.025   2.94   0.047     66.65
Jul-18            18.000   0.043    0.000    0.032   2.79   0.043     92.77
Jun-18*           16.000   0.033    0.000    0.007   2.79   0.042     48.96
May-18            16.000   0.033    0.000    0.017   3.26   0.028     83.23
Apr-18            17.000   0.033    0.000    0.041   3.65   0.033     91.62
Mar-18*           15.000   0.000    0.000    0.016   2.78   0.049     47.55
Feb-18*           15.000   0.000    0.000    0.018   2.75   0.016     53.72
Jan-18            15.000   0.000    0.000    0.020   3.38   0.000     97.36
Dec-17*           13.000   0.048    0.000    0.009   3.26   0.035     84.52
Nov-17*           13.000   0.048    0.000    0.023   3.69   0.035     56.94
Oct-17            15.000   0.048    0.000    0.009   3.56   0.048     89.04
Sep-17*           13.000   0.060    0.000    0.014   3.46   0.055     67.13
Aug-17*           13.000   0.060    0.000    0.007   3.09   0.060     47.88
Jul-17            15.000   0.060    0.000    0.008   3.32   0.060     61.06
Jun-17*           13.000   0.070    0.000    0.005   3.13   0.080     63.30
May-17*           13.000   0.070    0.000    0.008   2.99   0.050     17.20
Apr-17            15.000   0.070    0.000    0.020   3.35   0.070     97.71
Mar-17*           13.000   0.140    0.000    0.006   3.43   0.109     84.37
Feb-17*           13.000   0.140    0.000    0.011   3.08   0.133     56.30
Jan-17            14.978   0.140    0.000    0.023   3.16   0.140     78.59
Dec-16*           13.000   0.170    0.000    0.016   3.80   0.160      0.82
Nov-16*           13.000   0.170    0.000    0.010   3.32   0.169      1.50
Oct-16            15.000   0.170    0.000    0.008   3.35   0.170     12.68
Sep-16*           13.000   0.174    0.000    0.006   3.09   0.180     84.93
Aug-16*           13.000   0.174    0.000    0.006   3.46   0.165     99.12
Jul-16            15.000   0.174    0.000    0.007   3.82   0.174     80.41
Jun-16*           13.000   0.190    0.000    0.004   3.15   0.188     68.73
May-16*           13.000   0.190    0.000    0.012   3.35   0.188     52.73
Apr-16            15.000   0.190    0.000    0.023   3.57   0.190      0.72
Mar-16*           13.000   0.272    0.000    0.002   3.07   0.240     20.26
Feb-16*           13.000   0.272    0.000    0.014   3.63   0.237     18.24
Jan-16            15.000   0.272    0.000    0.011   3.67   0.272      1.06
Dec-15*           13.000   0.168    0.000    0.012   3.48   0.330     13.86
Nov-15*           12.990   0.168    0.000    0.010   3.11   0.216     66.21
Oct-15            14.995   0.168    0.000    0.005   3.10   0.168     84.66
Sep-15*           13.000   0.077    0.000    0.008   2.87   0.120      4.21
Aug-15*           12.997   0.077    0.000    0.003   3.50   0.075     28.84
Jul-15            15.000   0.077    0.000    0.008   3.93   0.077     34.13
Jun-15*           13.000   0.074    0.000    0.006   3.74   0.076      1.46
May-15*           13.000   0.074    0.000    0.002   4.01   0.069     99.38
Apr-15            15.000   0.074    0.000    0.012   3.81   0.074     63.49
Mar-15*           13.000   0.084    0.000    0.006   4.34   0.085     91.17
Feb-15*           13.000   0.084    0.000    0.009   4.28   0.084     38.60
Jan-15            15.000   0.084    0.000    0.011   3.72   0.084     14.18
Dec-14*           13.000   0.053    0.000    0.006   2.90   0.110     30.24
Nov-14*           13.000   0.053    0.000    0.008   4.00   0.068     93.99
Oct-14            13.000   0.053    0.000    0.008   4.00   0.068     93.99
Sep-14*           13.000   0.070    0.000    0.020   4.45   0.041     94.76
Aug-14*           13.000   0.070    0.000    0.017   4.38   0.055      9.84
Jul-14            15.000   0.070    0.005    0.028   4.09   0.070     95.61
Jun-14*           13.000   0.069    0.000    0.011   4.43   0.069     30.28
May-14*           13.000   0.069    0.000    0.015   4.69   0.063     97.75
Apr-14            15.000   0.045    0.000    0.030   4.64   0.069     28.02
Mar-14*           13.000   0.045    0.000    0.008   4.67   0.069     34.80
Feb-14*           13.000   0.045    0.000    0.015   5.29   0.064     24.24
     *reopening
--MNI Washington Bureau; tel: +1 202-371-2121; email: kevin.kastner@marketnews.com
[TOPICS: MTABLE]

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