US Treasury Auction Calendar

Apr-12 18:37By: Bill Sokolis
US

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.

  • Indirect take-up 62.95% vs. 62.29% prior; direct bidder take-up 19.91% from 19.98% prior; primary dealer take-up bounces to 17.14% vs. 17.7%.
  • Next (new) 10Y auction is tentatively scheduled for May 10.
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