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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.
DateTimeAmtSecurityCusip, Yield
26-Mar1130ET$70B42D Bill CMB(912797HQ3), 5.280%
26-Mar1300ET$67B5Y Note(91282CKG5), 4.235% vs. 4.242% WI
27-Mar1130ET$28B2Y FRN R/O(91282CJU6)
27-Mar1130ET$60B17W Bill(912797KR7)
27-Mar1300ET$43B7Y Note(91282CKF7)
28-Mar1130ET$75B4W Bill(912797JQ1)
28-Mar1130ET$80B8W Bill(912797JY4)
1-Apr1130ETTBA13W Bill(912796Y52)
1-Apr1130ETTBA26W Bill(912797GW1)
9-Apr1300ETTBA3Y Note4-Apr
10-Apr1300ETTBA10Y Note R/O4-Apr
11-Apr1300ETTBA30Y Bond R/O4-Apr
17-Apr1300ETTBA20Y Bond R/O11-Apr
18-Apr1300ETTBA5Y TIPS11-Apr
23-Apr1300ETTBA2Y Note18-Apr
24-Apr1130ETTBA2Y Note FRN18-Apr
24-Apr1300ETTBA5Y Note18-Apr
25-Apr1300ETTBA7Y Note18-Apr
7-May1300ETTBA3Y Note1-May
8-May1300ETTBA10Y Note1-May
9-May1300ETTBA30Y Bond1-May
22-May1300ETTBA20Y Bond16-May
23-May1300ETTBA10Y TIPS R/O16-May
28-May1130ETTBA2Y Note23-May
28-May1300ETTBA5Y Note23-May
29-May1130EYTBA2Y FRN R/O23-May
29-May1300ETTBA7Y Note23-May
10-Jun1300ETTBA3Y Note6-Jun
11-Jun1300ETTBA10Y Note R/O6-Jun
13-Jun1300ETTBA30Y Bond R/O6-Jun
18-Jun1300ETTBA5Y TIPS R/O13-Jun
20-Jun1300ETTBA20Y Bond R/O13-Jun
25-Jun1300ETTBA2Y Note20-Jun
26-Jun1130ETTBA2Y FRN R/O20-Jun
26-Jun1300ETTBA5Y Note20-Jun
27-Jun1300ETTBA7Y Note20-Jun
9-Jul1300ETTBA3Y Note3-Jul
10-Jul1300ETTBA10Y Note R/O3-Jul
11-Jul1300ETTBA30Y Bond R/O3-Jul
17-Jul1300ETTBA20Y Bond R/O11-Jul
18-Jul1300ETTBA10Y TIPS11-Jul
23-Jul1300ETTBA2Y Note18-Jul
24-Jul1130ETTBA2Y Note FRN18-Jul
24-Jul1300ETTBA5Y Note18-Jul
25-Jul1300ETTBA7Y Note18-Jul
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  • 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.
DateTimeAmtSecurityCusip, Yield
26-Mar1130ET$70B42D Bill CMB(912797HQ3), 5.280%
26-Mar1300ET$67B5Y Note(91282CKG5), 4.235% vs. 4.242% WI
27-Mar1130ET$28B2Y FRN R/O(91282CJU6)
27-Mar1130ET$60B17W Bill(912797KR7)
27-Mar1300ET$43B7Y Note(91282CKF7)
28-Mar1130ET$75B4W Bill(912797JQ1)
28-Mar1130ET$80B8W Bill(912797JY4)
1-Apr1130ETTBA13W Bill(912796Y52)
1-Apr1130ETTBA26W Bill(912797GW1)
9-Apr1300ETTBA3Y Note4-Apr
10-Apr1300ETTBA10Y Note R/O4-Apr
11-Apr1300ETTBA30Y Bond R/O4-Apr
17-Apr1300ETTBA20Y Bond R/O11-Apr
18-Apr1300ETTBA5Y TIPS11-Apr
23-Apr1300ETTBA2Y Note18-Apr
24-Apr1130ETTBA2Y Note FRN18-Apr
24-Apr1300ETTBA5Y Note18-Apr
25-Apr1300ETTBA7Y Note18-Apr
7-May1300ETTBA3Y Note1-May
8-May1300ETTBA10Y Note1-May
9-May1300ETTBA30Y Bond1-May
22-May1300ETTBA20Y Bond16-May
23-May1300ETTBA10Y TIPS R/O16-May
28-May1130ETTBA2Y Note23-May
28-May1300ETTBA5Y Note23-May
29-May1130EYTBA2Y FRN R/O23-May
29-May1300ETTBA7Y Note23-May
10-Jun1300ETTBA3Y Note6-Jun
11-Jun1300ETTBA10Y Note R/O6-Jun
13-Jun1300ETTBA30Y Bond R/O6-Jun
18-Jun1300ETTBA5Y TIPS R/O13-Jun
20-Jun1300ETTBA20Y Bond R/O13-Jun
25-Jun1300ETTBA2Y Note20-Jun
26-Jun1130ETTBA2Y FRN R/O20-Jun
26-Jun1300ETTBA5Y Note20-Jun
27-Jun1300ETTBA7Y Note20-Jun
9-Jul1300ETTBA3Y Note3-Jul
10-Jul1300ETTBA10Y Note R/O3-Jul
11-Jul1300ETTBA30Y Bond R/O3-Jul
17-Jul1300ETTBA20Y Bond R/O11-Jul
18-Jul1300ETTBA10Y TIPS11-Jul
23-Jul1300ETTBA2Y Note18-Jul
24-Jul1130ETTBA2Y Note FRN18-Jul
24-Jul1300ETTBA5Y Note18-Jul
25-Jul1300ETTBA7Y Note18-Jul