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US Treasury Auction Calendar

Treasuries held lows after 5Y auction tailed

  • Tsy futures remain weaker after the $70B 5Y note auction (91282CKP5) tailed: drawing 4.659% high yield vs. 4.655% WI; 2.39x bid-to-cover vs. 2.41x for the prior auction.
  • Indirect take-up 65.47% vs. 70.45% prior, directs took 19.24% vs.16.81% prior, while primary dealer take-up climbed to highest level since February at 15.02% vs. 12.73% prior.
  • The next 5Y auction is tentatively scheduled for May 28.
DateTimeAmtSecurityCusip, Yield
24-Apr1130ET$30B2Y Note FRN(91282CKM2), 0.15%
24-Apr1130ET$60B17W Bills(912797KZ9), 5.24%
24-Apr1300ET$70B5Y Note(91282CKP5), 4.659% vs. 4.655% WI
25-Apr1130ET$70B4W Bill(912797JY4)
25-Apr1130ET$75B8W Bill(912797KG1)
25-Apr1300ET$44B7Y Note(91282CKN0)
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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