April 09, 2024 17:14 GMT
US Treasury Auction Calendar
Treasury futures pare gains (TYM4 109-20, +11.5) after weak $58B 3Y note auction (91282CKJ9) tails: 4.548% high yield vs. 4.527% WI (largest tail since February 2023); 2.50x bid-to-cover vs. 2.60x prior month.
- Indirect take-up falls to 60.26% (lowest since December) vs. 70.05% prior; direct bidder take-up climbs to 20.43% vs. 15.56% prior; primary dealer take-up 19.31% (highest since December) vs. 14.40%.
- The next 3Y auction is tentatively scheduled for May 7.
Date | Time | Amt | Security | Cusip, Yield |
9-Apr | 1130ET | $65B | 42D Bill CMB | (912797HR1), 5.275% |
9-Apr | 1300ET | $58B | 3Y Note | (91282CKJ9), 4.548% vs. 4.527% WI |
10-Apr | 1130ET | TBA | 17W Bill | (912797KX4) |
10-Apr | 1300ET | $39B | 10Y Note R/O | (91282CJZ5) |
11-Apr | 1130ET | TBA | 4W Bill | (912797JW8) |
11-Apr | 1130ET | TBA | 8W Bill | (912797KE6) |
11-Apr | 1300ET | $22B | 30Y Bond R/O | (912810TX6) |
15-Apr | 1130ET | TBA | 13W Bill | (912797JS7) |
15-Apr | 1130ET | TBA | 26W Bill | (912797KU0) |
16-Apr | 1130ET | TBA | 52W Bill | (912797KS5) |
17-Apr | 1300ET | TBA | 20Y Bond R/O | (912810TZ1) |
18-Apr | 1300ET | TBA | 5Y TIPS | (91282CKL4) |
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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