US Treasury Auction Calendar
Jun-10 17:20By: Bill Sokolis
US
3Y Note Tails, Tsy futures extend session lows
Treasury futures extend lows (TYU4 109-01.5, -8.5) after $58B 3Y note auction (91282CKV2) tails 1.1bp: 4.659% high yield vs. 4.648% WI; 2.43x bid-to-cover vs. 2.63x prior month (Jan high).
- Indirect take-up slips to 64.14% vs. 65.52% prior; direct bidder take-up falls to 15.90% vs. 19.6% prior; primary dealer take-up rebounds to 19.96% vs. 14.87% prior.
- The next 3Y auction is tentatively scheduled for July 9.
| Date | Time | Amt | Security | Cusip, |
| 10-Jun | 1130ET | $70B | 13W Bill | (912797KK2), 5.250% |
| 10-Jun | 1130ET | $70B | 26W Bill | (912797LP0), 5.165% |
| 10-Jun | 1300ET | $58B | 3Y Note | (91282CKV2), 4.659% vs. 4.648% WI |
| 11-Jun | 1130ET | $46B | 52W Bill | (912797LN5) |
| 11-Jun | 1130ET | $60B | 42D Bill CMB | (912797JT5) |
| 11-Jun | 1300ET | $39B | 10Y Note R/O | (91282CKQ3) |
| 12-Jun | 1130ET | TBA | 17W Bill | (912797LT2) |
| 13-Jun | 1130ET | TBA | 4W Bill | (912797KP1) |
| 13-Jun | 1130ET | TBA | 8W Bill | (912797KX4) |
| 13-Jun | 1300ET | $22B | 30Y Bond R/O | (912810UA4) |
| 17-Jun | 1130ET | TBA | 13W Bill | (912797KL0) |
| 17-Jun | 1130ET | TBA | 26W Bill | (912797LQ8) |
| 18-Jun | 1130ET | TBA | 42D Bill CMB | (912797JT5) |
| 18-Jun | 1300ET | $21B | 20Y Bond R/O | (912810UB2) |
| 20-Jun | 1300ET | $13B | 5Y TIPS R/O | (91282CKL4) |
| 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 |
