Tys climb back near midday highs after strong $21B 30Y auction (912810TL2): 3.2bp stop-through with 4.080% high yield vs. 4.112% WI; 2.42x bid-to-cover vs. 2.39x prior month.
Date | Time | Amt | Security | Cusip, Yield |
10-Nov | 1130ET | $65B | 4W Bill | (912796YY9), 3.580% |
10-Nov | 1130ET | $55B | 8W Bill | (912796ZJ1), 3.850% |
10-Nov | 1300ET | $21B | 30Y Bond | (912810TL2), 4.080% vs. 4.112% WI |
14-Nov | 1130ET | TBA | 13W Bill | (912796YA1) |
14-Nov | 1130ET | TBA | 26W Bill | (912796W47) |
16-Nov | 1300ET | TBA | 20Y Bond | (912810TM0) |
17-Nov | 1300ET | TBA | 10Y TIPS Re-open | (91282CEZ0) |
21-Nov | 1130ET | TBA | 2Y Note | 17-Nov |
21-Nov | 1300ET | TBA | 5Y Note | 17-Nov |
22-Nov | 1130ET | TBA | 2Y Note FRN R/O | 17-Nov |
22-Nov | 1300ET | TBA | 7Y Note | 17-Nov |
12-Dec | 1130ET | TBA | 3Y Note | 8-Dec |
12-Dec | 1300ET | TBA | 10Y Note Reopen | 8-Dec |
13-Dec | 1300ET | TBA | 30Y Bond Reopen | 8-Dec |
21-Dec | 1300ET | TBA | 5Y TIPS Reopen | 15-Dec |
22-Dec | 1300ET | TBA | 20Y Bond Reopen | 15-Dec |
27-Dec | 1300ET | TBA | 2Y Note | 22-Dec |
28-Dec | 1130ET | TBA | 2Y Note FRN R/O | 22-Dec |
28-Dec | 1300ET | TBA | 5Y Note | 22-Dec |
29-Dec | 1300ET | TBA | 7Y Note | 22-Dec |
10-Jan | 1300ET | TBA | 3Y Note | 5-Jan |
11-Jan | 1300ET | TBA | 10Y Note Reopen | 5-Jan |
12-Jan | 1300ET | TBA | 30Y Bond Reopen | 5-Jan |
18-Jan | 1300ET | TBA | 20Y Bond Reopen | 12-Jan |
19-Jan | 1300ET | TBA | 10Y TIPS | 12-Jan |
24-Jan | 1300ET | TBA | 2Y Note | 19-Jan |
25-Jan | 1130ET | TBA | 2Y Note FRN | 19-Jan |
25-Jan | 1300ET | TBA | 5Y Note | 19-Jan |
26-Jan | 1300ET | TBA | 7Y Note | 19-Jan |
7-Feb | 1300ET | TBA | 3Y Note | 1-Feb |
8-Feb | 1300ET | TBA | 10Y Note | 1-Feb |
9-Feb | 1300ET | TBA | 30Y Bond | 1-Feb |
15-Feb | 1300ET | TBA | 20Y Bond | 9-Feb |
16-Feb | 1300ET | TBA | 30Y TIPS | 9-Feb |
21-Feb | 1300ET | TBA | 2Y Note | 16-Feb |
22-Feb | 1130ET | TBA | 2Y Note FRN R/O | 16-Feb |
22-Feb | 1300ET | TBA | 5Y Note | 16-Feb |
23-Feb | 1300ET | TBA | 7Y Note | 16-Feb |
7-Mar | 1300ET | TBA | 3Y Note | 2-Mar |
8-Mar | 1300ET | TBA | 10Y Note R/O | 2-Mar |
9-Mar | 1300ET | TBA | 30Y Bond R/O | 2-Mar |
21-Mar | 1300ET | TBA | 20Y Bond R/O | 16-Mar |
23-Mar | 1300ET | TBA | 10Y TIPS R/O | 16-Mar |
27-Mar | 1300ET | TBA | 2Y Note | 23-Mar |
28-Mar | 1300ET | TBA | 5Y Note | 23-Mar |
29-Mar | 1130ET | TBA | 2Y Note FRN R/O | 23-Mar |
29-Mar | 1300ET | TBA | 7Y Note | 23-Mar |
11-Apr | 1300ET | TBA | 3Y Note | 6-Apr |
12-Apr | 1300ET | TBA | 10Y Note R/O | 6-Apr |
13-Apr | 1300ET | TBA | 30Y Bond R/O | 6-Apr |
19-Apr | 1300ET | TBA | 20Y Bond R/O | 13-Apr |
20-Apr | 1300ET | TBA | 5Y TIPS | 13-Apr |
25-Apr | 1300ET | TBA | 2Y Note | 20-Apr |
26-Apr | 1130ET | TBA | 2Y Note FRN | 20-Apr |
26-Apr | 1300ET | TBA | 5Y Note | 20-Apr |
27-Apr | 1300ET | TBA | 7Y Note | 20-Apr |