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HELIOUSAUCTIONS › 2-YEAR FLOATING RATE NOTE

2-Year Floating Rate Note Auction: Results, Schedule & History

High yield
Jul 29, 2026
Tail
no when-issued
Bid to cover
3.37
12m avg 3.25
Indirects
63.2%
12m avg 66.0%
Last result · Jul 29, 2026
b/c 3.37 · indirects 63.2% IN LINE
{
  "tenor": "2-year-frn",
  "date": "2026-07-29",
  "high_yield": null,
  "tail_bps": null,
  "bid_to_cover": 3.37,
  "indirect_pct": 63.2,
  "verdict": "IN LINE"
}

The 2-Year Floating Rate Note auction on Jul 29, 2026 stopped at a high yield of an unpublished yield, with a bid-to-cover of 3.37 against a 3.25 twelve-month average. Indirects took 63.2%, directs 0% and primary dealers 36.8%. Helious graded it IN LINE. Captured live by Helious as the results crossed.

The 2-year FRN pays the 13-week bill rate plus a fixed discount margin, so its auction prices pure credit-free floating exposure with zero duration. The stop-out margin is a clean gauge of front-end cash demand from money funds and banks. A widening margin flags bill oversupply or funding stress before it shows up elsewhere.

NEXT AUCTION
Aug 26, 2026
Results cross ~11:30 ET. The desk posts the recap with its verdict within seconds.
LATEST RESULT: JUL 29, 2026
high yield
3.37
bid-to-cover
+0.12 vs avg
63.2%
indirects
-2.77 vs avg
0%
directs
-0.54 vs avg
36.8%
dealer take
+3.33 vs avg
IN LINE
desk verdict
Full desk recap →
12-MONTH AVERAGES · 11 AUCTIONS
3.25
bid-to-cover
65.97%
indirects
0.54%
directs
33.47%
dealer take
The baseline a new result reads against: above-average cover, indirects and directs = solid investor demand; an above-average dealer take means the street absorbed the balance. Bidder shares are % of competitive accepted: indirects + directs + dealers sum to 100.

Results history

DATECUSIPISSUEHIGH YIELDTAILBID-TO-COVERINDIRECTSDIRECTSDEALERSDESK RECAP
Jul 29, 2026 91282CRD5 New 3.37 63.2% 0.0% 36.8% IN LINE →
Jun 24, 2026 91282CQM6 Reopen 2.99 66.7% 0.0% 33.3%
May 27, 2026 91282CQM6 Reopen 3.49 72.4% 0.7% 26.8%
Apr 28, 2026 91282CQM6 New 3.52 65.7% 0.0% 34.3%
Mar 25, 2026 91282CPX3 Reopen 2.78 50.9% 0.0% 49.1%
Feb 25, 2026 91282CPX3 Reopen 3.01 57.8% 0.7% 41.5%
Jan 28, 2026 91282CPX3 New 3.16 65.7% 0.0% 34.3%
Dec 23, 2025 91282CPG0 Reopen 3.75 69.3% 0.7% 30.0%
Nov 25, 2025 91282CPG0 Reopen 3.03 65.5% 0.7% 33.7%
Oct 29, 2025 91282CPG0 New 3.63 63.6% 1.5% 34.9%
Sep 24, 2025 91282CNQ0 Reopen 3.15 70.2% 0.9% 28.9%
Aug 27, 2025 91282CNQ0 Reopen 3.22 77.9% 0.7% 21.4%
Jul 29, 2025 91282CNQ0 New 2.81 59.7% 0.8% 39.4%
Jun 25, 2025 91282CMX6 Reopen 2.79 45.6% 0.9% 53.5%
May 28, 2025 91282CMX6 Reopen 2.95 63.1% 2.0% 34.9%
Apr 23, 2025 91282CMX6 New 2.69 48.6% 1.8% 49.6%
Mar 26, 2025 91282CMJ7 Reopen 2.87 64.0% 1.8% 34.2%
Feb 26, 2025 91282CMJ7 Reopen 2.72 66.1% 1.8% 32.1%
Jan 28, 2025 91282CMJ7 New 3.01 77.5% 1.7% 20.9%
Dec 24, 2024 91282CLT6 Reopen 2.98 69.6% 0.9% 29.5%
Nov 26, 2024 91282CLT6 Reopen 2.86 70.6% 0.9% 28.5%
Oct 29, 2024 91282CLT6 New 2.95 75.7% 0.8% 23.5%
Sep 25, 2024 91282CLA7 Reopen 2.86 56.5% 0.9% 42.6%
Aug 28, 2024 91282CLA7 Reopen 2.65 61.6% 0.9% 37.5%
Jul 24, 2024 91282CLA7 New 3.25 74.8% 0.8% 24.3%
Jun 26, 2024 91282CKM2 Reopen 2.92 65.5% 0.5% 34.0%
May 29, 2024 91282CKM2 Reopen 3.40 63.5% 0.9% 35.6%
Apr 24, 2024 91282CKM2 New 3.33 62.7% 1.0% 36.3%
Mar 27, 2024 91282CJU6 Reopen 3.22 58.6% 0.4% 41.1%
Feb 21, 2024 91282CJU6 Reopen 2.99 65.6% 0.2% 34.2%
Jan 24, 2024 91282CJU6 New 3.61 83.4% 0.1% 16.4%
Dec 27, 2023 91282CJD4 Reopen 2.93 62.5% 0.5% 37.0%
Nov 21, 2023 91282CJD4 Reopen 2.84 65.1% 0.6% 34.3%
Oct 25, 2023 91282CJD4 New 3.23 71.7% 0.1% 28.2%
Sep 27, 2023 91282CHS3 Reopen 3.42 67.0% 0.4% 32.6%
Aug 23, 2023 91282CHS3 Reopen 2.42 36.0% 1.7% 62.3%
Jul 26, 2023 91282CHS3 New 2.58 53.3% 0.0% 46.7%
Jun 28, 2023 91282CGY1 Reopen 3.39 61.1% 0.0% 38.9%
May 24, 2023 91282CGY1 Reopen 2.88 71.9% 1.0% 27.1%

Issue: a reopening re-auctions an existing security (same CUSIP), the norm for coupons outside refunding months; "New" sets a fresh coupon. Tail: the high yield minus the when-issued yield at the bid deadline, in basis points. Positive means the auction had to concede yield to clear, negative means it stopped through. A dash means no tail exists or none was captured: bills never have one (they price off a discount rate, with no when-issued market), and rows before desk coverage began in July 2026 are TreasuryDirect's own records, which do not publish a when-issued yield at all. Desk recap: the desk's live verdict, posted the moment results cross.

Source: desk-captured results enriched with TreasuryDirect auction records · download the history (CSV). Read what a tail means · bid-to-cover explained · who indirect bidders are · who direct bidders are.

Announced · upcoming

AUCTION DATECUSIP
Aug 26, 202691282CRD5
Watch the next auction live
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