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Treasury Auction

2-Year Note

March 27, 2023

F

Key Metrics

Offered

$42B

Bid-to-Cover

2.44

10th percentile

High Yield

3.954%

Tail

+19.4bp

100th pct (higher=worse)

Indirect

52.8%

26th percentile

Dealer

23.0%

Recent 2-Year Auctions

DateB/CTailIndirectGrade
February 21, 20232.61bp62.0%C+
January 25, 20232.80bp67.4%B-
January 24, 20232.94-7.1bp65.0%A-
December 27, 20222.71bp62.2%B
November 21, 20222.64-0.5bp57.0%C

2-Year Trends

Bid-to-Cover History

Indirect Bidder Allocation History