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