US Treasury Auction Calendar

Apr-13 17:08By: Bill Sokolis
US

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.

  • Indirect take-up 69.12% vs. 70.72% prior; direct bidder take-up 19.80% vs. 19.84% prior; primary dealer take-up 11.09% vs. 9.45%.
  • The next 30Y auction (re-open) is tentatively scheduled for May 11.
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