March 26, 2024 18:29 GMT
US TREASURY AUCTION CALENDAR
- Tsy futures bounce back near opening levels after the $67B 5Y note auction (91282CKG5) traded through: drawing 4.235% high yield vs. 4.242% WI; 2.41x bid-to-cover steady to the prior auction.
- Indirect take-up surges to 70.45% vs. 59.33% prior, directs took 16.81% vs.19.66% prior, while primary dealer take-up fell to 12.73% vs. 16.82% prior.
- The next 5Y auction is tentatively scheduled for April 24.
Date | Time | Amt | Security | Cusip, Yield |
26-Mar | 1130ET | $70B | 42D Bill CMB | (912797HQ3), 5.280% |
26-Mar | 1300ET | $67B | 5Y Note | (91282CKG5), 4.235% vs. 4.242% WI |
27-Mar | 1130ET | $28B | 2Y FRN R/O | (91282CJU6) |
27-Mar | 1130ET | $60B | 17W Bill | (912797KR7) |
27-Mar | 1300ET | $43B | 7Y Note | (91282CKF7) |
28-Mar | 1130ET | $75B | 4W Bill | (912797JQ1) |
28-Mar | 1130ET | $80B | 8W Bill | (912797JY4) |
1-Apr | 1130ET | TBA | 13W Bill | (912796Y52) |
1-Apr | 1130ET | TBA | 26W Bill | (912797GW1) |
9-Apr | 1300ET | TBA | 3Y Note | 4-Apr |
10-Apr | 1300ET | TBA | 10Y Note R/O | 4-Apr |
11-Apr | 1300ET | TBA | 30Y Bond R/O | 4-Apr |
17-Apr | 1300ET | TBA | 20Y Bond R/O | 11-Apr |
18-Apr | 1300ET | TBA | 5Y TIPS | 11-Apr |
23-Apr | 1300ET | TBA | 2Y Note | 18-Apr |
24-Apr | 1130ET | TBA | 2Y Note FRN | 18-Apr |
24-Apr | 1300ET | TBA | 5Y Note | 18-Apr |
25-Apr | 1300ET | TBA | 7Y Note | 18-Apr |
7-May | 1300ET | TBA | 3Y Note | 1-May |
8-May | 1300ET | TBA | 10Y Note | 1-May |
9-May | 1300ET | TBA | 30Y Bond | 1-May |
22-May | 1300ET | TBA | 20Y Bond | 16-May |
23-May | 1300ET | TBA | 10Y TIPS R/O | 16-May |
28-May | 1130ET | TBA | 2Y Note | 23-May |
28-May | 1300ET | TBA | 5Y Note | 23-May |
29-May | 1130EY | TBA | 2Y FRN R/O | 23-May |
29-May | 1300ET | TBA | 7Y Note | 23-May |
10-Jun | 1300ET | TBA | 3Y Note | 6-Jun |
11-Jun | 1300ET | TBA | 10Y Note R/O | 6-Jun |
13-Jun | 1300ET | TBA | 30Y Bond R/O | 6-Jun |
18-Jun | 1300ET | TBA | 5Y TIPS R/O | 13-Jun |
20-Jun | 1300ET | TBA | 20Y Bond R/O | 13-Jun |
25-Jun | 1300ET | TBA | 2Y Note | 20-Jun |
26-Jun | 1130ET | TBA | 2Y FRN R/O | 20-Jun |
26-Jun | 1300ET | TBA | 5Y Note | 20-Jun |
27-Jun | 1300ET | TBA | 7Y Note | 20-Jun |
9-Jul | 1300ET | TBA | 3Y Note | 3-Jul |
10-Jul | 1300ET | TBA | 10Y Note R/O | 3-Jul |
11-Jul | 1300ET | TBA | 30Y Bond R/O | 3-Jul |
17-Jul | 1300ET | TBA | 20Y Bond R/O | 11-Jul |
18-Jul | 1300ET | TBA | 10Y TIPS | 11-Jul |
23-Jul | 1300ET | TBA | 2Y Note | 18-Jul |
24-Jul | 1130ET | TBA | 2Y Note FRN | 18-Jul |
24-Jul | 1300ET | TBA | 5Y Note | 18-Jul |
25-Jul | 1300ET | TBA | 7Y Note | 18-Jul |
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