Distributedon:24/01/202412:00:00GMTDeutscheBankResearchUSTreasuryFive-YearNoteAuctionBrianLuUSRatesStrategy(212)250-7434brian-a.lu@db.comAuctiondate:January24,2024IMPORTANTRESEARCHDISCLOSURESANDANALYSTCERTIFICATIONSLOCATEDINAPPENDIX1.MCI(P)041/10/2023.UNTIL19thMARCH2021INCOMPLETEDISCLOSUREINFORMATIONMAYHAVEBEENDISPLAYED,PLEASESEEAPPENDIX1FORFURTHERDETAILS.7T2se3r0Ot6kwoPaFive-YearAuctionStatistics1yrAvgSizePrimaryDirectIndirectCoverStopout1PMWIBPDirect+Dec-23($bn)DealersBiddersBiddersRatioYieldBidTailIndirectNov-23$46.813.1%18.2%2.52-0.486.9%Oct-23$58.068.8%-1.386.0%Sep-23$55.014.0%15.4%70.6%2.503.8013.814-0.783.1%Aug-23$52.016.9%17.6%65.5%2.464.4204.427Jul-23$49.019.0%19.5%61.5%2.364.8994.8792.081.0%Jun-23$46.011.3%17.6%71.1%2.524.6594.673-1.488.7%May-23$43.013.8%18.3%67.9%2.544.4004.3970.386.2%Apr-23$43.013.5%22.1%64.4%2.604.1704.1650.586.5%Mar-23$43.012.2%19.7%68.1%2.524.0194.0120.787.8%Feb-23$43.072.7%2.583.7493.764-1.590.7%Jan-23$43.09.3%18.0%69.1%2.543.5003.507-0.786.4%Dec-22$43.013.6%17.3%68.5%2.483.6653.675-1.086.7%Nov-22$43.013.3%18.2%69.9%2.484.1094.1070.288.9%Oct-22$43.011.1%19.0%75.7%2.643.5303.554-2.491.1%Sep-22$43.064.5%2.463.9733.9700.383.1%Aug-22$43.08.9%15.4%66.2%2.393.9743.9690.584.9%$44.016.9%18.6%68.0%2.484.1924.210-1.883.6%$45.015.1%18.7%59.6%2.274.2284.2002.878.3%16.4%15.6%61.2%2.303.230...
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