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US Treasury Auction Calendar

Review 30Y Bond Auction: Trades Through Again

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

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