Treasury futures slip lower, trade mixed after the $32B 10Y note auction (91282CGM7) re-open tailed again with 3.455% high yield vs. 3.432% WI; 2.36x bid-to-cover vs. 2.35x prior.
Date | Time | Amt | Security | Cusip, Yield |
12-Apr | 1130ET | $36B | 17W Bill | (912797GG6), 4.98% |
12-Apr | 1300ET | $32B | 10Y Note R/O | (91282CGM7), 3.455% vs. 3.432% WI |
13-Apr | 1130ET | $60B | 4W Bill | (912797FE2) |
13-Apr | 1130ET | $50B | 8W Bill | (912797FN2) |
13-Apr | 1300ET | $18B | 30Y Bond R/O | (912810TN8) |
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 |
9-May | 1300ET | TBA | 3Y Note | 3-May |
10-May | 1300ET | TBA | 10Y Note | 3-May |
11-May | 1300ET | TBA | 30Y Bond | 3-May |
17-May | 1300ET | TBA | 20Y Bond | 11-May |
18-May | 1300ET | TBA | 10Y TIPS R/O | 11-May |
23-May | 1300ET | TBA | 2Y Note | 18-May |
24-May | 1300ET | TBA | 2Y FRN Note R/O | 18-May |
24-May | 1300ET | TBA | 5Y Note | 18-May |
25-May | 1300ET | TBA | 7Y Note | 18-May |
12-Jun | 1130ET | TBA | 3Y Note | 8-Jun |
12-Jun | 1300ET | TBA | 10Y Note R/O | 8-Jun |
13-Jun | 1300ET | TBA | 30Y Bond R/O | 8-Jun |
21-Jun | 1300ET | TBA | 20Y Bond R/O | 15-Jun |
22-Jun | 1300ET | TBA | 5Y TIPS R/O | 15-Jun |
26-Jun | 1300ET | TBA | 2Y Note | 22-Jun |
27-Jun | 1300ET | TBA | 5Y Note | 22-Jun |
28-Jun | 1130ET | TBA | 2Y FRN R/O | 22-Jun |
28-Jun | 1300ET | TBA | 7Y Note | 22-Jun |
11-Jul | 1300ET | TBA | 3Y Note | 6-Jul |
12-Jul | 1300ET | TBA | 10Y Note R/O | 6-Jul |
13-Jul | 1300ET | TBA | 30Y Bond R/O | 6-Jul |
19-Jul | 1300ET | TBA | 20Y Bond R/O | 13-Jul |
20-Jul | 1300ET | TBA | 10Y TIPS | 13-Jul |
24-Jul | 1300ET | TBA | 2Y Note | 20-Jul |
25-Jul | 1300ET | TBA | 5Y Note | 20-Jul |
26-Jul | 1300ET | TBA | 2Y FRN | 20-Jul |
27-Jul | 1300ET | TBA | 7Y Note | 20-Jul |