US Treasury Auction Calendar

Jul-09 17:35By: Bill Sokolis
US

Tsy $58B 3Y note stops .6bp through

Treasury futures pare losses slightly (TYU4 110-12, -7) after $58B 3Y note auction (91282CKZ3) stops .6bp through: 4.399% high yield vs. 4.405% WI; 2.67x bid-to-cover vs. 2.43x prior.

  • Indirect take-up slips to 63.97% vs. 64.14% prior; direct bidder take-up rebounds to 21.26% vs. 15.9% prior; primary dealer take-up falls to 14.78% vs. 19.96% prior.
  • The next 3Y auction is tentatively scheduled for August 6.
9-Jun 1130ET $46B 52W Bill (912797LW5), 4.775%
9-Jun 1130ET $70B 42D Bill CMB (912797KC0), 5.27%
9-Jul 1300ET $58B 3Y Note (91282CKZ3), 4.399% vs. 4.405% WI
10-Jul 1130ET $60B 17W Bill (912797MB0)
10-Jul 1300ET $39B 10Y Note R/O (91282CKQ3)
11-Jul 1130ET $90B 4W Bill (912797KX4)
11-Jul 1130ET $85B 8W Bill (912797LG0)
11-Jul 1300ET $22B 30Y Bond R/O (912810UA4)
15-Jul 1130ET TBA 13W Bill (912797KU0)
15-Jul 1130ET TBA 26W Bill (912797LY1)
16-Jul 1130ET TBA 42D Bill CMB (912797KD8)
17-Jul 1300ET $13B 20Y Bond R/O (912810UB2)
18-Jul 1300ET $19B 10Y TIPS (91282CLE9)
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