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US Treasury Auction Calendar

7Y Note Auction: Stops Through, Tsys Bounce

  • Tsys futures gain slightly (TYU4 110-30 last, +8.5) after the $44B 7Y note auction (91282CLD1) trades through: 4.162% vs. WI of 4.168%; bid-to-cover climbs to at 2.64x vs. 2.58x prior.
  • Indirect take-up at climbs to 74.38% vs. 69.65% last month; Direct take-up at 16.76% vs. 18.48% prior, Dealers take falls to new low of 8.87% vs. 11.87% prior.
DateTimeAmtSecurityCUSIP, Yield
25-Jul1130ET$90B4W Bill(912797KZ9), 5.285%
25-Jul1130ET$85B8W Bill(912797LJ4), 5.260%
25-Jul1300ET$44B7Y Note(91282CLD1), 4.162%
29-Jul1130ET$76B13W Bill(912797HE0)
29-Jul1130ET$70B26W Bill(912797LZ8)
30-Jul1130ET$70B42D Bill CMB(912797KK2)
31-Jul1130ETTBA17W Bill30-Jul
1-Aug1130ETTBA4W Bill31-Jul
1-Aug1130ETTBA8W Bill31-Jul
6-Aug1300ET$58B3Y Note31-Jul
7-Aug1300ET$42B10Y Note31-Jul
8-Aug1300ET$25B30Y Note31-Jul
21-Aug1300ETTBA30Y Tips R/O15-Aug
22-Aug1300ET$16B20Y Bond15-Aug
27-Aug1300ET$69B2Y Note22-Aug
28-Aug1130ETTBA2Y Note FRN R/O22-Aug
28-Aug1300ET$70B5Y Note22-Aug
29-Aug1300ET$44B7Y Note22-Aug
10-Sep1300ET$58B3Y Note5-Sep
11-Sep1300ET$39B10Y Note5-Sep
12-Sep1300ET$22B30Y Bond5-Sep
17-Sep1300ET$13B20Y Bond R/O12-Sep
19-Sep1300ETTBA10Y TIPS R/O12-Sep
24-Sep1300ET$69B2Y Note19-Sep
25-Sep1130ETTBA2Y Note FRN19-Sep
25-Sep1300ET$70B5Y Note19-Sep
26-Sep1300ET$44B7Y Note19-Sep
8-Oct1300ET$58B3Y Note3-Oct
9-Oct1300ET$39B10Y Note R/O3-Oct
10-Oct1300ET$22B30Y Note R/O3-Oct
23-Oct1300ET$13B20Y Bond R/O17-Oct
24-Oct1300ETTBA5Y TIPS17-Oct
28-Oct1130ET$69B2Y Note24-Oct
28-Oct1300ET$70B5Y Note24-Oct
29-Oct1130ETTBA2Y FRN Note24-Oct
29-Oct1300ET$44B7Y Note24-Oct

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