US Treasury Auction Calendar
May-09 17:54By: Bill Sokolis
US
Review 30Y Bond Auction: Trades Through Again
Treasury futures climbing off lows (USM4 116-14, +3) after $25B 30Y auction (912810AU4) auction trades 0.6bp through: 4.635% high yield vs. 4.641% WI; 2.41x bid-to-cover vs. 2.37x in the prior month.
- Indirect take-up inches up to 64.86% vs. 64.38% prior (Nov'23 low); direct bidder take-up 19.78% vs. 18.28% prior; primary dealer take-up 15.36% vs. 17.34%.
- The next 30Y auction (re-open) is tentatively scheduled for June 13.
| Date | Time | Amt | Security | Cusip, Yield |
| 9-May | 1130ET | $80B | 4W Bill | (91797KE6), 5.270% |
| 9-May | 1130ET | $80B | 8W Bill | (912797KN6), 5.275% |
| 9-May | 1300ET | $25B | 30Y Bond | (912810UA4), 4.635% vs. 4.642% WI |
| 13-May | 1130ET | $70B | 13W Bill | (912797KB2) |
| 13-May | 1130ET | $70B | 26W Bill | (912797LD7) |
| 14-May | 1130ET | $46B | 52W Bill | (912797LB1) |
| 14-May | 1130ET | $75B | 42D Bill R/O | (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 |
