US Treasury Auction Calendar

Jun-11 17:23By: Bill Sokolis
US

Treasuries rally after strong 10Y auction re-open stops 2.1bp through.

  • Treasury futures climb higher (TYU4 +9.5 to 109-12.5) after the $39B 10Y auction re-open (91282CQK3) stops 2.1bp through: 4.438% high yield vs. 4.459% WI; 2.67x bid-to-cover vs. 2.49x prior.
  • Indirect take-up climbs to 74.60% vs. 65.52% prior; direct bidder take-up falls to 13.81% from 18.74% prior; primary dealer take-up down to 11.59% vs. 15.73% prior.
  • The next 10Y auction (re-open) is tentatively scheduled for July 10.
Date Time Amt Security Cusip, Yield
11-Jun 1130ET $46B 52W Bill (912797LN5), 4.915%
11-Jun 1130ET $60B 42D Bill CMB (912797JT5), 5.270%
11-Jun 1300ET $39B 10Y Note R/O (91282CKQ3), 4.438% vs. 4.459% WI
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