US Treasury Auction Calendar
Jul-24 17:10By: Bill Sokolis
US
5Y Note Auction: Small Tail
- Tsy futures pare gains slightly after the $70B 5Y note auction (91282CLC3) tail: drawing 4.121% high yield vs. 4.111% WI; 2.40x bid-to-cover vs. 2.36x for the prior auction.
- Indirect take-up 67.25% vs. 68.9% prior, directs took 18.78% vs.17.7% prior, primary dealer take-up 13.97% vs. 17.7% prior.
- The next 5Y auction is tentatively scheduled for August 24.
| Date | Time | Amt | Security | Cusip, Yield |
| 24-Jul | 1130ET | $30B | 2Y Note FRN | (91282CLA7), 0.182% |
| 24-Jul | 1130ET | $60B | 17W Bill | (912797MD6), 5.115% |
| 24-Jul | 1300ET | $70B | 5Y Note | (91282CLC3), 4.121% vs. 4.111% WI |
| 25-Jul | 1130ET | $90B | 4W Bill | (912797KZ9) |
| 25-Jul | 1130ET | $85B | 8W Bill | (912797LJ4) |
| 25-Jul | 1300ET | $44B | 7Y Note | (91282CLD1) |
| 29-Jul | 1130ET | TBA | 13W Bill | (912797HE0) |
| 29-Jul | 1130ET | TBA | 26W Bill | (912797LZ8) |
| 30-Jul | 1130ET | TBA | 42D Bill CMB | (912797KK2) |
| 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 |
