US Treasury Auction Calendar
Jul-11 18:16By: Bill Sokolis
US
Treasury futures remain mixed, short end weaker but off lows after in-line $40B 3Y note auction (91282CHM6): 4.534% high yield vs. 4.535% WI; 2.88x bid-to-cover vs. 2.70x prior month.
- Indirect take-up back up to 69.43% vs. 61.53% prior; direct bidder take-up at 19.79% vs. 21.74% prior; primary dealer take-up 10.78% vs. 16.74%. The next 3Y auction is tentatively scheduled for Aug 8.
| Date | Time | Amt | Security | Cusip, Yield |
| 11-Jul | 1130ET | $38B | 52W Bill | (912797GB7), 5.13% |
| 11-Jul | 1130ET | $50B | 42D Bill CMB | (912796Z44), 5.21% |
| 11-Jul | 1300ET | $40B | 3Y Note | (91282CHM6), 4.534% vs. 4.532% WI |
| 12-Jul | 1130ET | $46B | 17W Bill | (912797HK6) |
| 12-Jul | 1300ET | $32B | 10Y Note R/O | (91282CHC8) |
| 13-Jul | 1130ET | $70B | 4W Bill | (912797GG6) |
| 13-Jul | 1130ET | $60B | 8W Bill | (912797GS0) |
| 13-Jul | 1300ET | $18B | 30Y Bond R/O | (91282CHC8) |
| 19-Jul | 1300ET | TBA | 20Y Bond R/O | (912810TS7) |
| 20-Jul | 1300ET | TBA | 10Y TIPS | (91282CHP9) |
| 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 |
