US Treasury Auction Calendar
Jun-28 17:35By: Bill Sokolis
US
Review $35B 7Y Auction, Stops Through Tsys futures extend session highs (TYU3 taps 113-07) after the $35B 7Y note auction (91282CHJ3) trades through: 3.839% high yield vs. 3.847% WI; 2.65x bid-to-cover vs. 2.61x last month.
- Indirect take-up 75.31% vs. 72.30% prior; Direct take-up: 16.55% vs. 17.29% prior; Primary dealer take-up to 8.14% vs. 10.42% prior auction.
- The next 7Y auction is tentatively scheduled for July 27.
| Date | Time | Amt | Security | CUSIP, Yield |
| 28-Jun | 1130ET | $46B | 17W Bill | (912797HD2), 5.225% |
| 28-Jun | 1130ET | $22B | 2Y FRN R/O | (91282CGY1), 0.134% vs0.170% prior |
| 28-Jun | 1300ET | $35B | 7Y Note | (91282CHJ3), 3.839% vs. 3.847% WI |
| 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 |
