June 28, 2022 17:17 GMT
US Treasury Auction Calendar
Weak 7Y Auction
Review $40B 7Y Auction, Third Time Not the Charm. Bonds sell off lows after weak $40B 7Y note auction (91282CEV9) tails (third consecutive weak sale): 3.280% high yield vs. 3.260% WI; 2.48x bid-to-cover vs. 2.69x last month.
- Indirect take-up: recede to 61.86% vs. 77.86% in May
- Direct take-up: climbs to 20.41% vs. 15.76%
- Primary dealer take-up: rebounds to 17.73% vs. last moth's record low of 6.38%.
Date | Time | Amt | Security | Cusip, Yld |
27-Jun | 1300ET | $46B | 2Y Note | (91282CEX5), 3.084% vs. 3.077% WI |
27-Jun | 1300ET | $47B | 5Y Note | (91282CEW7), 3.271% vs. 3.237% WI |
28-Jun | 1300ET | $40B | 7Y Note | (91282CEV9), 3.280% vs. 3.260% WI |
29-Jun | 1130ET | $30B | 119D-Bill CMB | (912796YG8) |
30-Jun | 1130ET | $35B | 4W-Bill | (912796X46) |
30-Jun | 1130ET | $30B | 8W-Bill | (912796XP9) |
11-Jul | 1300ET | TBA | 3Y Note | 7-Jul |
12-Jul | 1300ET | TBA | 10Y Note R/O | 7-Jul |
13-Jul | 1300ET | TBA | 30Y Bond R/O | 7-Jul |
20-Jul | 1300ET | TBA | 10Y TIPS | 14-Jul |
21-Jul | 1300ET | TBA | 20Y Bond R/O | 14-Jul |
25-Jul | 1300ET | TBA | 2Y Note | 21-Jul |
26-Jul | 1300ET | TBA | 5Y Note | 21-Jul |
27-Jul | 1300ET | TBA | 2Y Note FRN | 21-Jul |
28-Jul | 1300ET | TBA | 7Y Note | 21-Jul |
9-Aug | 1300ET | TBA | 3Y Note | 3-Aug |
10-Aug | 1300ET | TBA | 10Y Note | 3-Aug |
11-Aug | 1300ET | TBA | 30Y Bond | 3-Aug |
17-Aug | 1300ET | TBA | 20Y Bond | 11-Aug |
18-Aug | 1300ET | TBA | 30Y TIPS Re-open | 11-Aug |
23-Aug | 1300ET | TBA | 2Y Note | 18-Aug |
24-Aug | 1130ET | TBA | 2Y Note FRN | 18-Aug |
24-Aug | 1300ET | TBA | 5Y Note | 18-Aug |
25-Aug | 1300ET | TBA | 7Y Note | 18-Aug |
12-Sep | 1130ET | TBA | 3Y Note | 8-Sep |
12-Sep | 1300ET | TBA | 10Y Note re-open | 8-Sep |
13-Sep | 1300ET | TBA | 30Y Bond re-open | 8-Sep |
20-Sep | 1300ET | TBA | 20Y Bond re-open | 15-Sep |
22-Sep | 1300ET | TBA | 10Y TIPS re-open | 15-Sep |
26-Sep | 1300ET | TBA | 2Y Note | 22-Sep |
27-Sep | 1300ET | TBA | 5Y Note | 22-Sep |
28-Sep | 1300ET | TBA | 2Y FRN | 22-Sep |
28-Sep | 1300ET | TBA | 7Y Note | 22-Sep |
11-Oct | 1300ET | TBA | 3Y Note | 6-Oct |
12-Oct | 1300ET | TBA | 10Y Note | 6-Oct |
13-Oct | 1300ET | TBA | 30Y Bond | 6-Oct |
19-Oct | 1300ET | TBA | 20Y Bond re-open | 13-Oct |
20-Oct | 1300ET | TBA | 5Y TIPS | 13-Oct |
25-Oct | 1300ET | TBA | 2Y Note | 20-Oct |
26-Oct | 1130ET | TBA | 2Y FRN | 20-Oct |
26-Oct | 1300ET | TBA | 5Y Note | 20-Oct |
27-Oct | 1300ET | TBA | 7Y Note | 20-Oct |
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