FED: US TSY 1Y-11M FRN AUCTION: HIGH MARGIN 0.089%; ALLOTMENT 53.61%

May-27 15:32

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* US TSY 1Y-11M FRN AUCTION: HIGH MARGIN 0.089%; ALLOTMENT 53.61% * US TSY 1Y-11M FRN AUCTION: DEALE...

Historical bullets

FED: US TSY 2Y NOTE AUCTION: HIGH YLD 3.812%; ALLOTMENT 4.28%

Apr-27 15:32
  • US TSY 2Y NOTE AUCTION: HIGH YLD 3.812%; ALLOTMENT 4.28%
  • US TSY 2Y NOTE AUCTION: DEALERS TAKE 11.87% OF COMPETITIVES
  • US TSY 2Y NOTE AUCTION: DIRECTS TAKE 31.65% OF COMPETITIVES
  • US TSY 2Y NOTE AUCTION: INDIRECTS TAKE 56.48% OF COMPETITIVES
  • US TSY 2Y AUCTION: BID/CVR 2.65

OPTIONS: Expiries for Apr28 NY cut 1000ET (Source DTCC)

Apr-27 15:22
  • EUR/USD: $1.1600(E2.7bln), $1.1650(E1.8bln), $1.1680-00(E4.8bln), $1.1725(E1.5bln), $1.1745-55(E5.2bln), $1.1775-80(E1.9bln), $1.1800(E1.4bln)
  • USD/JPY: Y152.00($1.2bln)
  • GBP/USD: $1.3300(Gbp800mln), $1.3400(Gbp672mln), $1.3500(Gbp756mln), $1.3675(Gbp675mln)
  • AUD/USD: $0.7125(A$1.0bln), $0.7200(A$1.4bln)
  • NZD/USD: $0.5770(N$523mln)

US TSYS/SUPPLY: WI 2Y

Apr-27 15:17
  • The 2Y WI has risen to 3.805% from earlier 3.795% ahead of the auction cutoff at 1130ET -- 13.1bp rich to last month's sale that drew a high yield of 3.936% vs. 3.917% WI.