Treasury futures inching higher after the $18B 30Y auction re-open (912810TL2) comes in on the screws: 3.661% high yield vs. 3.662% WI; 2.36x bid-to-cover vs. 2.35x prior month.
Date | Time | Amt | Security | Cusip, Yield |
13-Apr | 1130ET | $60B | 4W Bill | (912797FE2), 4.030% |
13-Apr | 1130ET | $50B | 8W Bill | (912797FN2), 4.790% |
13-Apr | 1300ET | $18B | 30Y Bond R/O | (912810TN8), 3.661% vs. 3.662% WI |
17-Apr | 1130ET | $57B | 13W Bill | (912796ZZ5) |
17-Apr | 1130ET | $48B | 26W Bill | (912797FB8) |
18-Apr | 1130ET | $34B | 52W Bill | (912796CX5) |
19-Apr | 1300ET | $12B | 20Y Bond R/O | (912710TQ1) |
20-Apr | 1300ET | $21B | 5Y TIPS | (91282CGW5) |
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 |