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 |
