Small stop-through for $43B 3Y note auction.
Treasury futures holding near highs, little react after $43B 3Y note auction (91282CEY3) modest stop through: 3.093% high yield vs. 3.095% WI; 2.43x bid-to-cover vs. 2.45x last month.
DATE | TIME | AMT | SECURITY | CUSIP, YIELD |
11-Jul | 1130ET | $51B | 13W-Bill | (912796V55), 2.110% |
11-Jul | 1130ET | $42B | 26W-Bill | (912796XR5), 2.685% |
11-Jul | 1300ET | $43B | 3Y Note | (91282CEY3), 3.093% vs. 3.095% WI |
12-Jul | 1130ET | $34B | 52W-Bill | (912796XQ7) |
12-Jul | 1300ET | $33B | 10Y Note R/O | (91282CEP2) |
13-Jul | 1300ET | $19B | 30Y Bond R/O | (912810TG3) |
14-Jul | 1130ET | TBA | 4W-Bill | 12-Jul |
14-Jul | 1130ET | TBA | 8W-Bill | 12-Jul |
20-Jul | 1300ET | TBA | 20Y Bond R/O | 14-Jul |
21-Jul | 1130ET | TBA | 4W-Bill | 19-Jul |
21-Jul | 1130ET | TBA | 8W-Bill | 19-Jul |
21-Jul | 1300ET | TBA | 10Y TIPS | 14-Jul |
25-Jul | 1300ET | TBA | 2Y Note | 21-Jul |
26-Jul | 1300ET | TBA | 5Y Note | 21-Jul |
27-Jul | 1300ET | TBA | 2Y Note FRN | 21-Jul |
28-Jul | 1300ET | TBA | 7Y Note | 21-Jul |
9-Aug | 1300ET | TBA | 3Y Note | 3-Aug |
10-Aug | 1300ET | TBA | 10Y Note | 3-Aug |
11-Aug | 1300ET | TBA | 30Y Bond | 3-Aug |
17-Aug | 1300ET | TBA | 20Y Bond | 11-Aug |
18-Aug | 1300ET | TBA | 30Y TIPS Re-open | 11-Aug |
23-Aug | 1300ET | TBA | 2Y Note | 18-Aug |
24-Aug | 1130ET | TBA | 2Y Note FRN | 18-Aug |
24-Aug | 1300ET | TBA | 5Y Note | 18-Aug |
25-Aug | 1300ET | TBA | 7Y Note | 18-Aug |
12-Sep | 1130ET | TBA | 3Y Note | 8-Sep |
12-Sep | 1300ET | TBA | 10Y Note re-open | 8-Sep |
13-Sep | 1300ET | TBA | 30Y Bond re-open | 8-Sep |
20-Sep | 1300ET | TBA | 20Y Bond re-open | 15-Sep |
22-Sep | 1300ET | TBA | 10Y TIPS re-open | 15-Sep |
26-Sep | 1300ET | TBA | 2Y Note | 22-Sep |
27-Sep | 1300ET | TBA | 5Y Note | 22-Sep |
28-Sep | 1300ET | TBA | 2Y FRN re-open | 22-Sep |
28-Sep | 1300ET | TBA | 7Y Note | 22-Sep |
11-Oct | 1300ET | TBA | 3Y Note | 6-Oct |
12-Oct | 1300ET | TBA | 10Y Note re-open | 6-Oct |
13-Oct | 1300ET | TBA | 30Y Bond re-open | 6-Oct |
19-Oct | 1300ET | TBA | 20Y Bond re-open | 13-Oct |
20-Oct | 1300ET | TBA | 5Y TIPS | 13-Oct |
25-Oct | 1300ET | TBA | 2Y Note | 20-Oct |
26-Oct | 1130ET | TBA | 2Y FRN | 20-Oct |
26-Oct | 1300ET | TBA | 5Y Note | 20-Oct |
27-Oct | 1300ET | TBA | 7Y Note | 20-Oct |