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 |
