US Treasury Auction Calendar

May-07 17:12By: Bill Sokolis
US

Treasury $58B 3Y Note auction trades through

Treasury futures holding gains (TYM4 109-06, +9.5) after $58B 3Y note auction (91282CKR1) trades through: 4.605% high yield vs. 4.607% WI; 2.63x bid-to-cover (Jan high) vs. 2.50x prior month.

  • Indirect take-up climbs to highest since March at 65.52% vs. 60.26% prior; direct bidder take-up slips to 19.60% vs. 20.43% prior; primary dealer take-up falls to 14.87% vs. 19.13% prior.
  • The next 3Y auction is tentatively scheduled for June 10.
Date Time Amt Security Cusip, Yield
7-May 1130ET $75B 42D CMB Bill (912796ZW2), 5.280%
7-May 1300ET $58B 3Y Note (91282CKR1), 4.605% vs. 4.607% WI
8-May 1130ET $60B 17W Bill (912797LG0)
8-May 1300ET $42B 10Y Note (91282CKQ3)
9-May 1130ET $80B 4W Bill (91797KE6)
9-May 1130ET $80B 8W Bill (912797KN6)
9-May 1300ET $25B 30Y Bond (912810UA4)
13-May 1130ET TBA 13W Bill (912797KB2)
13-May 1130ET TBA 26W Bill (912797LD7)
14-May 1130ET TBA 52W Bill (912797LB1)
14-May 1130ET TBA 42D Bill (912796Y45)
22-May 1300ET $16B 20Y Bond 16-May
23-May 1300ET $16B 10Y TIPS R/O 16-May
28-May 1130ET $69B 2Y Note 23-May
28-May 1300ET $70B 5Y Note 23-May
29-May 1130EY TBA 2Y FRN R/O 23-May
29-May 1300ET $44B 7Y Note 23-May
10-Jun 1300ET $58B 3Y Note 6-Jun
11-Jun 1300ET $39B 10Y Note R/O 6-Jun
13-Jun 1300ET $22B 30Y Bond R/O 6-Jun
18-Jun 1300ET $21B 5Y TIPS R/O 13-Jun
20-Jun 1300ET $13B 20Y Bond R/O 13-Jun
25-Jun 1300ET $69B 2Y Note 20-Jun
26-Jun 1130ET TBA 2Y FRN R/O 20-Jun
26-Jun 1300ET $70B 5Y Note 20-Jun
27-Jun 1300ET $44B 7Y Note 20-Jun
9-Jul 1300ET $58B 3Y Note 3-Jul
10-Jul 1300ET $39B 10Y Note R/O 3-Jul
11-Jul 1300ET $22B 30Y Bond R/O 3-Jul
17-Jul 1300ET $13B 20Y Bond R/O 11-Jul
18-Jul 1300ET $19B 10Y TIPS 11-Jul
23-Jul 1300ET $69B 2Y Note 18-Jul
24-Jul 1130ET TBA 2Y Note FRN 18-Jul
24-Jul 1300ET $70B 5Y Note 18-Jul
25-Jul 1300ET $44B 7Y Note 18-Jul