US Treasury Auction Calendar
Jun-27 17:26By: Bill Sokolis
US
- Tsy futures recede after $43B 5Y note auction (91282CHK0) tails: 4.019% high yield vs. 4.012% WI; 2.52x bid-to-cover vs. 2.58x in the prior month.
- Indirect take-up at 68.10% vs. 72.71% prior; Direct take-up 19.69% vs. 17.96% prior; Primary dealer take-up 12.21% vs. 9.34%. The next 5Y auction is tentatively scheduled for July 25.
| Date | Time | Amt | Security | Cusip, Yield |
| 27-Jun | 1130ET | $50B | 42D Bill | (912796XY0), 5.105% |
| 27-Jun | 1300ET | $43B | 5Y Note | (91282CHK0), 5.019% vs. 5.012% |
| 28-Jun | 1130ET | $46B | 17W Bill | (912797HD2) |
| 28-Jun | 1130ET | $22B | 2Y FRN R/O | (91282CGY1) |
| 28-Jun | 1300ET | $35B | 7Y Note | (91282CHJ3) |
| 29-Jun | 1130ET | $70B | 4W Bill | (912797GA9) |
| 29-Jun | 1130ET | $60B | 8W Bill | (912797GJ0) |
| 3-Jul | 1130ET | TBA | 13W Bill | (912796YJ2) |
| 3-Jul | 1130ET | TBA | 26W Bill | (912797FW2) |
| 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 |
| 8-Aug | 1300ET | TBA | 3Y Note | 2-Aug |
| 9-Aug | 1300ET | TBA | 10Y Note | 2-Aug |
| 10-Aug | 1300ET | TBA | 30Y Bond | 2-Aug |
| 23-Aug | 1130ET | TBA | 2Y Note FRN Reopen | 17-Aug |
| 23-Aug | 1300ET | TBA | 20Y Bond | 17-Aug |
| 24-Aug | 1300ET | TBA | 30Y TIPS Re-open | 17-Aug |
| 28-Aug | 1130ET | TBA | 2Y Note | 24-Aug |
| 28-Aug | 1300ET | TBA | 5Y Note | 24-Aug |
| 29-Aug | 1300ET | TBA | 7Y Note | 24-Aug |
| 11-Sep | 1300ET | TBA | 3Y Note | 7-Sep |
| 12-Sep | 1300ET | TBA | 10Y Note Reopen | 7-Sep |
| 13-Sep | 1300ET | TBA | 30Y Bond Reopen | 7-Sep |
| 19-Sep | 1300ET | TBA | 10Y TIPS Reopen | 14-Sep |
| 21-Sep | 1300ET | TBA | 20Y Bond Reopen | 14-Sep |
| 26-Sep | 1300ET | TBA | 2Y Note | 21-Sep |
| 27-Sep | 1130ET | TBA | 2Y Note FRN Reopen | 21-Sep |
| 27-Sep | 1300ET | TBA | 5Y Note | 21-Sep |
| 28-Sep | 1300ET | TBA | 7Y Note | 21-Sep |
| 10-Oct | 1300ET | TBA | 3Y Note | 5-Oct |
| 11-Oct | 1300ET | TBA | 10Y Note Reopen | 5-Oct |
| 12-Oct | 1300ET | TBA | 30Y Bond Reopen | 5-Oct |
| 18-Oct | 1300ET | TBA | 20Y Bond Reopen | 12-Oct |
| 19-Oct | 1300ET | TBA | 5Y TIPS | 12-Oct |
| 24-Oct | 1300ET | TBA | 2Y Note | 19-Oct |
| 25-Oct | 1130ET | TBA | 2Y Note FRN | 19-Oct |
| 25-Oct | 1300ET | TBA | 5Y Note | 19-Oct |
| 27-Oct | 1300ET | TBA | 7Y Note | 19-Oct |
