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 |
