US Treasury Auction Calendar
Apr-24 18:10By: Bill Sokolis
US
Treasuries held lows after 5Y auction tailed
- Tsy futures remain weaker after the $70B 5Y note auction (91282CKP5) tailed: drawing 4.659% high yield vs. 4.655% WI; 2.39x bid-to-cover vs. 2.41x for the prior auction.
- Indirect take-up 65.47% vs. 70.45% prior, directs took 19.24% vs.16.81% prior, while primary dealer take-up climbed to highest level since February at 15.02% vs. 12.73% prior.
- The next 5Y auction is tentatively scheduled for May 28.
| Date | Time | Amt | Security | Cusip, Yield |
| 24-Apr | 1130ET | $30B | 2Y Note FRN | (91282CKM2), 0.15% |
| 24-Apr | 1130ET | $60B | 17W Bills | (912797KZ9), 5.24% |
| 24-Apr | 1300ET | $70B | 5Y Note | (91282CKP5), 4.659% vs. 4.655% WI |
| 25-Apr | 1130ET | $70B | 4W Bill | (912797JY4) |
| 25-Apr | 1130ET | $75B | 8W Bill | (912797KG1) |
| 25-Apr | 1300ET | $44B | 7Y Note | (91282CKN0) |
| 7-May | 1300ET | TBA | 3Y Note | 1-May |
| 8-May | 1300ET | TBA | 10Y Note | 1-May |
| 9-May | 1300ET | TBA | 30Y Bond | 1-May |
| 22-May | 1300ET | TBA | 20Y Bond | 16-May |
| 23-May | 1300ET | TBA | 10Y TIPS R/O | 16-May |
| 28-May | 1130ET | TBA | 2Y Note | 23-May |
| 28-May | 1300ET | TBA | 5Y Note | 23-May |
| 29-May | 1130EY | TBA | 2Y FRN R/O | 23-May |
| 29-May | 1300ET | TBA | 7Y Note | 23-May |
| 10-Jun | 1300ET | TBA | 3Y Note | 6-Jun |
| 11-Jun | 1300ET | TBA | 10Y Note R/O | 6-Jun |
| 13-Jun | 1300ET | TBA | 30Y Bond R/O | 6-Jun |
| 18-Jun | 1300ET | TBA | 5Y TIPS R/O | 13-Jun |
| 20-Jun | 1300ET | TBA | 20Y Bond R/O | 13-Jun |
| 25-Jun | 1300ET | TBA | 2Y Note | 20-Jun |
| 26-Jun | 1130ET | TBA | 2Y FRN R/O | 20-Jun |
| 26-Jun | 1300ET | TBA | 5Y Note | 20-Jun |
| 27-Jun | 1300ET | TBA | 7Y Note | 20-Jun |
| 9-Jul | 1300ET | TBA | 3Y Note | 3-Jul |
| 10-Jul | 1300ET | TBA | 10Y Note R/O | 3-Jul |
| 11-Jul | 1300ET | TBA | 30Y Bond R/O | 3-Jul |
| 17-Jul | 1300ET | TBA | 20Y Bond R/O | 11-Jul |
| 18-Jul | 1300ET | TBA | 10Y TIPS | 11-Jul |
| 23-Jul | 1300ET | TBA | 2Y Note | 18-Jul |
| 24-Jul | 1130ET | TBA | 2Y Note FRN | 18-Jul |
| 24-Jul | 1300ET | TBA | 5Y Note | 18-Jul |
| 25-Jul | 1300ET | TBA | 7Y Note | 18-Jul |
