US Treasury Auction Calendar

Jul-11 17:53By: Bill Sokolis
US Treasury/Agency Auction Calendar+ 3

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