Free Trial

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.
DateTimeAmtSecurityCusip, Yield
9-May1130ET$80B4W Bill(91797KE6), 5.270%
9-May1130ET$80B8W Bill(912797KN6), 5.275%
9-May1300ET$25B30Y Bond(912810UA4), 4.635% vs. 4.642% WI
13-May1130ET$70B13W Bill(912797KB2)
13-May1130ET$70B26W Bill(912797LD7)
14-May1130ET$46B52W Bill(912797LB1)
14-May1130ET$75B42D Bill R/O(912796Y45)
22-May1300ET$16B20Y Bond16-May
23-May1300ET$16B10Y TIPS R/O16-May
28-May1130ET$69B2Y Note23-May
28-May1300ET$70B5Y Note23-May
29-May1130EYTBA2Y FRN R/O23-May
29-May1300ET$44B7Y Note23-May
10-Jun1300ET$58B3Y Note6-Jun
11-Jun1300ET$39B10Y Note R/O6-Jun
13-Jun1300ET$22B30Y Bond R/O6-Jun
18-Jun1300ET$21B5Y TIPS R/O13-Jun
20-Jun1300ET$13B20Y Bond R/O13-Jun
25-Jun1300ET$69B2Y Note20-Jun
26-Jun1130ETTBA2Y FRN R/O20-Jun
26-Jun1300ET$70B5Y Note20-Jun
27-Jun1300ET$44B7Y Note20-Jun
9-Jul1300ET$58B3Y Note3-Jul
10-Jul1300ET$39B10Y Note R/O3-Jul
11-Jul1300ET$22B30Y Bond R/O3-Jul
17-Jul1300ET$13B20Y Bond R/O11-Jul
18-Jul1300ET$19B10Y TIPS11-Jul
23-Jul1300ET$69B2Y Note18-Jul
24-Jul1130ETTBA2Y Note FRN18-Jul
24-Jul1300ET$70B5Y Note18-Jul
25-Jul1300ET$44B7Y Note18-Jul
274 words

To read the full story

Close

Why MNI

MNI is the leading provider

of intelligence and analysis on the Global Fixed Income, Foreign Exchange and Energy markets. We use an innovative combination of real-time analysis, deep fundamental research and journalism to provide unique and actionable insights for traders and investors. Our "All signal, no noise" approach drives an intelligence service that is succinct and timely, which is highly regarded by our time constrained client base.

Our Head Office is in London with offices in Chicago, Washington and Beijing, as well as an on the ground presence in other major financial centres across the world.

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.
DateTimeAmtSecurityCusip, Yield
9-May1130ET$80B4W Bill(91797KE6), 5.270%
9-May1130ET$80B8W Bill(912797KN6), 5.275%
9-May1300ET$25B30Y Bond(912810UA4), 4.635% vs. 4.642% WI
13-May1130ET$70B13W Bill(912797KB2)
13-May1130ET$70B26W Bill(912797LD7)
14-May1130ET$46B52W Bill(912797LB1)
14-May1130ET$75B42D Bill R/O(912796Y45)
22-May1300ET$16B20Y Bond16-May
23-May1300ET$16B10Y TIPS R/O16-May
28-May1130ET$69B2Y Note23-May
28-May1300ET$70B5Y Note23-May
29-May1130EYTBA2Y FRN R/O23-May
29-May1300ET$44B7Y Note23-May
10-Jun1300ET$58B3Y Note6-Jun
11-Jun1300ET$39B10Y Note R/O6-Jun
13-Jun1300ET$22B30Y Bond R/O6-Jun
18-Jun1300ET$21B5Y TIPS R/O13-Jun
20-Jun1300ET$13B20Y Bond R/O13-Jun
25-Jun1300ET$69B2Y Note20-Jun
26-Jun1130ETTBA2Y FRN R/O20-Jun
26-Jun1300ET$70B5Y Note20-Jun
27-Jun1300ET$44B7Y Note20-Jun
9-Jul1300ET$58B3Y Note3-Jul
10-Jul1300ET$39B10Y Note R/O3-Jul
11-Jul1300ET$22B30Y Bond R/O3-Jul
17-Jul1300ET$13B20Y Bond R/O11-Jul
18-Jul1300ET$19B10Y TIPS11-Jul
23-Jul1300ET$69B2Y Note18-Jul
24-Jul1130ETTBA2Y Note FRN18-Jul
24-Jul1300ET$70B5Y Note18-Jul
25-Jul1300ET$44B7Y Note18-Jul