May 09, 2024 17:54 GMT
US Treasury Auction Calendar
Treasury futures climbing off lows (USM4 116-14, +3) after $25B 30Y auction (912810AU4) auction trades 0.6bp through: 4.635% high yield vs. 4.641% WI; 2.41x bid-to-cover vs. 2.37x in the prior month.
- Indirect take-up inches up to 64.86% vs. 64.38% prior (Nov'23 low); direct bidder take-up 19.78% vs. 18.28% prior; primary dealer take-up 15.36% vs. 17.34%.
- The next 30Y auction (re-open) is tentatively scheduled for June 13.
Date | Time | Amt | Security | Cusip, Yield |
9-May | 1130ET | $80B | 4W Bill | (91797KE6), 5.270% |
9-May | 1130ET | $80B | 8W Bill | (912797KN6), 5.275% |
9-May | 1300ET | $25B | 30Y Bond | (912810UA4), 4.635% vs. 4.642% WI |
13-May | 1130ET | $70B | 13W Bill | (912797KB2) |
13-May | 1130ET | $70B | 26W Bill | (912797LD7) |
14-May | 1130ET | $46B | 52W Bill | (912797LB1) |
14-May | 1130ET | $75B | 42D Bill R/O | (912796Y45) |
22-May | 1300ET | $16B | 20Y Bond | 16-May |
23-May | 1300ET | $16B | 10Y TIPS R/O | 16-May |
28-May | 1130ET | $69B | 2Y Note | 23-May |
28-May | 1300ET | $70B | 5Y Note | 23-May |
29-May | 1130EY | TBA | 2Y FRN R/O | 23-May |
29-May | 1300ET | $44B | 7Y Note | 23-May |
10-Jun | 1300ET | $58B | 3Y Note | 6-Jun |
11-Jun | 1300ET | $39B | 10Y Note R/O | 6-Jun |
13-Jun | 1300ET | $22B | 30Y Bond R/O | 6-Jun |
18-Jun | 1300ET | $21B | 5Y TIPS R/O | 13-Jun |
20-Jun | 1300ET | $13B | 20Y Bond R/O | 13-Jun |
25-Jun | 1300ET | $69B | 2Y Note | 20-Jun |
26-Jun | 1130ET | TBA | 2Y FRN R/O | 20-Jun |
26-Jun | 1300ET | $70B | 5Y Note | 20-Jun |
27-Jun | 1300ET | $44B | 7Y Note | 20-Jun |
9-Jul | 1300ET | $58B | 3Y Note | 3-Jul |
10-Jul | 1300ET | $39B | 10Y Note R/O | 3-Jul |
11-Jul | 1300ET | $22B | 30Y Bond R/O | 3-Jul |
17-Jul | 1300ET | $13B | 20Y Bond R/O | 11-Jul |
18-Jul | 1300ET | $19B | 10Y TIPS | 11-Jul |
23-Jul | 1300ET | $69B | 2Y Note | 18-Jul |
24-Jul | 1130ET | TBA | 2Y Note FRN | 18-Jul |
24-Jul | 1300ET | $70B | 5Y Note | 18-Jul |
25-Jul | 1300ET | $44B | 7Y Note | 18-Jul |
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