US Treasury Auction Calendar

Jun-27 17:50By: Bill Sokolis
US

Review 7Y Note Auction: Stops Through

  • Tsys futures gain slightly (TYU4 110-09 last, +7) after the $44B 7Y note auction (91282CKW0) trades through: 4.276% vs. WI of 4.278%; bid-to-cover climbs to at 2.58x vs. 2.43x prior.
  • Indirect take-up at climbs to 69.65% vs. 66.90% last month; Direct take-up at 18.48% vs. 16.1% prior, Dealers take falls to new low of 11.87% vs. 17.0% prior.
Date Time Amt Security Cusip, Yield
27-Jun 1130ET $80B 4W Bill (912797KR7), 5.270%
27-Jun 1130ET $75B 8W Bill (912797KZ9), 5.260%
27-Jun 1300ET $44B 7Y Note (91282CKW0), 4.276% vs. 4.278% WI
1-Jul 1130ET TBA 13W Bill (912797GW1)
1-Jul 1130ET TBA 26W Bill (912797LR6)
2-Jul 1130ET TBA 41D Bill CMB (912797KB2)
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
6-Aug 1300ET $58B 3Y Note 31-Jul
7-Aug 1300ET $42B 10Y Note 31-Jul
8-Aug 1300ET $25B 30Y Note 31-Jul
21-Aug 1300ET TBA 30Y Tips R/O 15-Aug
22-Aug 1300ET $16B 20Y Bond 15-Aug
27-Aug 1300ET $69B 2Y Note 22-Aug
28-Aug 1130ET TBA 2Y Note FRN R/O 22-Aug
28-Aug 1300ET $70B 5Y Note 22-Aug
29-Aug 1300ET $44B 7Y Note 22-Aug
10-Sep 1300ET $58B 3Y Note 5-Sep
11-Sep 1300ET $39B 10Y Note 5-Sep
12-Sep 1300ET $22B 30Y Bond 5-Sep
17-Sep 1300ET $13B 20Y Bond R/O 12-Sep
19-Sep 1300ET TBA 10Y TIPS R/O 12-Sep
24-Sep 1300ET $69B 2Y Note 19-Sep
25-Sep 1130ET TBA 2Y Note FRN 19-Sep
25-Sep 1300ET $70B 5Y Note 19-Sep
26-Sep 1300ET $44B 7Y Note 19-Sep
8-Oct 1300ET $58B 3Y Note 3-Oct
9-Oct 1300ET $39B 10Y Note R/O 3-Oct
10-Oct 1300ET $22B 30Y Note R/O 3-Oct
23-Oct 1300ET $13B 20Y Bond R/O 17-Oct
24-Oct 1300ET TBA 5Y TIPS 17-Oct
28-Oct 1130ET $69B 2Y Note 24-Oct
28-Oct 1300ET $70B 5Y Note 24-Oct
29-Oct 1130ET TBA 2Y FRN Note 24-Oct
29-Oct 1300ET $44B 7Y Note 24-Oct