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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.
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Free AccessUS Treasury Auction Calendar
Review 2Y Note Auction: Stops Through
- Tsy futures extend session highs but quickly recede to pre-auction levels after the $69B 2Y note auction (91282CLB5) stos through with 4.434% high yield vs. 4.455% WI; 2.81x bid-to-cover vs. 2.75x prior.
- Indirect take-up at 76.57% vs. 65.5% prior, directs took 14.42% vs. 20.93% last month, primary dealer take-up 9.01% vs. 13.48% prior.
- The next 2Y auction is tentatively scheduled for August 27.
Date | Time | Amt | Security | Cusip, Yield |
23-Jul | 1130ET | $70B | 42D Bill CMB | (912797GL5), 5.27% |
23-Jul | 1300ET | $69B | 2Y Note | (91282CLB5), 4.434% vs. 4.455% WI |
24-Jul | 1130ET | $30B | 2Y Note FRN | (91282CLA7) |
24-Jul | 1130ET | $60B | 17W Bill | (912797MD6) |
24-Jul | 1300ET | $70B | 5Y Note | (91282CLC3) |
25-Jul | 1130ET | $90B | 4W Bill | (912797KZ9) |
25-Jul | 1130ET | $85B | 8W Bill | (912797LJ4) |
25-Jul | 1300ET | $44B | 7Y Note | (91282CLD1) |
29-Jul | 1130ET | TBA | 13W Bill | (912797HE0) |
29-Jul | 1130ET | TBA | 26W Bill | (912797LZ8) |
30-Jul | 1130ET | TBA | 42D Bill CMB | (912797KK2) |
6-Aug | 1300ET | $58B | 3Y Note | 31-Jul |
7-Aug | 1300ET | $42B | 10Y Note | 31-Jul |
8-Aug | 1300ET | $25B | 30Y Note | 31-Jul |
21-Aug | 1300ET | TBA | 30Y Tips R/O | 15-Aug |
22-Aug | 1300ET | $16B | 20Y Bond | 15-Aug |
27-Aug | 1300ET | $69B | 2Y Note | 22-Aug |
28-Aug | 1130ET | TBA | 2Y Note FRN R/O | 22-Aug |
28-Aug | 1300ET | $70B | 5Y Note | 22-Aug |
29-Aug | 1300ET | $44B | 7Y Note | 22-Aug |
10-Sep | 1300ET | $58B | 3Y Note | 5-Sep |
11-Sep | 1300ET | $39B | 10Y Note | 5-Sep |
12-Sep | 1300ET | $22B | 30Y Bond | 5-Sep |
17-Sep | 1300ET | $13B | 20Y Bond R/O | 12-Sep |
19-Sep | 1300ET | TBA | 10Y TIPS R/O | 12-Sep |
24-Sep | 1300ET | $69B | 2Y Note | 19-Sep |
25-Sep | 1130ET | TBA | 2Y Note FRN | 19-Sep |
25-Sep | 1300ET | $70B | 5Y Note | 19-Sep |
26-Sep | 1300ET | $44B | 7Y Note | 19-Sep |
8-Oct | 1300ET | $58B | 3Y Note | 3-Oct |
9-Oct | 1300ET | $39B | 10Y Note R/O | 3-Oct |
10-Oct | 1300ET | $22B | 30Y Note R/O | 3-Oct |
23-Oct | 1300ET | $13B | 20Y Bond R/O | 17-Oct |
24-Oct | 1300ET | TBA | 5Y TIPS | 17-Oct |
28-Oct | 1130ET | $69B | 2Y Note | 24-Oct |
28-Oct | 1300ET | $70B | 5Y Note | 24-Oct |
29-Oct | 1130ET | TBA | 2Y FRN Note | 24-Oct |
29-Oct | 1300ET | $44B | 7Y Note | 24-Oct |
To read the full story
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Please enter your details below.
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.