July 25, 2024 17:25 GMT
US Treasury Auction Calendar
- 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.
Date | Time | Amt | Security | CUSIP, Yield |
25-Jul | 1130ET | $90B | 4W Bill | (912797KZ9), 5.285% |
25-Jul | 1130ET | $85B | 8W Bill | (912797LJ4), 5.260% |
25-Jul | 1300ET | $44B | 7Y Note | (91282CLD1), 4.162% |
29-Jul | 1130ET | $76B | 13W Bill | (912797HE0) |
29-Jul | 1130ET | $70B | 26W Bill | (912797LZ8) |
30-Jul | 1130ET | $70B | 42D Bill CMB | (912797KK2) |
31-Jul | 1130ET | TBA | 17W Bill | 30-Jul |
1-Aug | 1130ET | TBA | 4W Bill | 31-Jul |
1-Aug | 1130ET | TBA | 8W Bill | 31-Jul |
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 |
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