Auction History: US to sell USD 28bln of 2-year FRNs at 16:30GMT/11:30EST

The upcoming auction of USD 28 billion in 2-year FRNs appears to be positioned amidst a backdrop of high discount margins, suggesting potential investor interest.

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Auction History: US to sell USD 28bln of 2-year FRNs at 16:30GMT/11:30EST

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  • High Discount Margin: (prev. 0.10%, six-auction average 0.17%)
  •  B/C: (prev. 3.16x, six-auction average 3.32x)
  •  Dealer: (prev. 34.26%, six-auction average 30.53%)
  •  Direct: (prev. 0.00%, six-auction average 0.76%)
  •  Indirect: (prev. 65.74%, six-auction average 68.71%) 
Context

However, the bid-to-cover ratio indicates a slight decline from recent averages, which may signal muted demand. Dealers have shown increased participation this time, but the drop in direct bids raises questions about broader market confidence and could influence rates in the near term.

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