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CHF LIBOR FIX - 04-03-2021

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EUR LIBOR FIX - 04-03-2021

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JPY LIBOR FIX - 04-03-2021

By Bill Sokolis
     CHICAGO (MNI) - 
Tentative Auction Schedule of U.S. Treasury Securities
DATE     TIME   AMOUNT   SECURITY    (CUSIP)/ANNC   COMMENT
-------------------------------------------------
02 Mar  1130ET   $45B    13W Bill     912796TX7     1.155%
02 Mar  1130ET   $39B    26W Bill     912796XH7     1.010%
05 Mar  1130ET   $50B    4W Bill      9127962A6     0.925%
05 Mar  1130ET   $45B    8W Bill      9127962K4     0.820%
-------------------------------------------------
09 Mar  1130ET   $42B    13W Bill     912796TZ2     0.390%
09 Mar  1130ET   $36B    26W Bill     912796TJ8     0.400%
10 Mar  1300ET   $38B    3Y Note      912828ZD5     0.563%
11 Mar  1300ET   $24B    10Y Note R/O 912828Z94     0.849%
12 Mar  1300ET   $16B    30Y Bond R/O 912810SL3     1.320%
12 Mar  1130ET   $50B    4W Bill      9127962B4     0.395%
12 Mar  1130ET   $40B    8W Bill      9127962L2     0.290%
-------------------------------------------------
16 Mar  1130ET   $42B    13W Bill     912796SV2     0.290%
16 Mar  1130ET   $36B    26W Bill     9127962G3     0.300%
19 Mar  1130ET   $50B    4W Bill      9127962C2     0.030%
19 Mar  1130ET   $40B    8W Bill      9127962M0     0.030%
19 Mar  1300ET   $20B    79D Bill     912796TZ2     0.050%
19 Mar  1300ET   $12B    10Y TIPS R/O 912828Z37     0.680%
-------------------------------------------------
23 Mar  1130ET   $45B    13W Bill     912796UA5     0.000%
23 Mar  1130ET   $39B    26W Bill     9127962H1     0.080%
24 Mar  1130ET   $26B    52W Bill     9127962F5     0.260%
24 Mar  1300ET   $40B    2Y Note      912828ZG8     0.398%
25 Mar  1130ET   $18B    2Y FRN R/O   912828Z45     0.220%
25 Mar  1300ET   $41B    5Y Note      912828ZF0     0.535%
26 Mar  1130ET   TBA     4W Bill      9127962D0     0.000%
26 Mar  1130ET   TBA     8W Bill      9127962N8     0.000% 
26 Mar  1300ET   $32B    7Y Note      912828ZE3     0.680%
-------------------------------------------------
30 Mar  1130ET   $51B    13W Bill     912796UB3     0.085%
30 Mar  1130ET   $42B    26W Bill     9127962J7     0.100%
31 Mar  1130ET   $60B    42D Bill     912796TV1     0.080%
31 Mar  1130ET   $45B    69D Bill     9127962U2     0.070%
01 Apr  1130ET   $45B    39D Bill     9127962L2     0.080%
01 Apr  1130ET   $40B   119D Bill     912796WY1     0.130%
02 Apr  1130ET   $80B    4W Bill      9127962K4     0.090%
02 Apr  1130ET   $60B    8W Bill      9127962P3     0.095%
02 Apr  1300ET   $40B   102D Bill     9127963D9     0.125%
02 Apr  1300ET   $40B   154D Bill     9127963X5     0.150%
-------------------------------------------------
06 Apr  1130ET   $54B    13W Bill     912796WW5     0.125%
06 Apr  1130ET   $45B    26W Bill     912796TN9     0.160%
06 Apr  1300ET   $60B    43D Bill     912796SR1     0.095%
06 Apr  1300ET   $40B    3Y Note      912828ZH6     0.348%
07 Apr  1130ET   $45B    69D Bill     9127962V0     0.135%
07 Apr  1130ET   $40B   119D Bill     912796WZ8     0.180%
07 Apr  1300ET   $25B    10Y Note R/O 912828Z94     0.782%
08 Apr  1130ET   $40B   103D Bill     9127963F4     0.200%
08 Apr  1130ET   $40B   154D Bill     9127963Y3     0.250%
08 Apr  1300ET   $40B    40D Bill     9127962M0     0.160%
08 Apr  1300ET   $17B    30Y Bond R/O 912810SL3     1.325%
09 Apr  1130ET   $90B    4W Bill      9127962L2     0.190%
09 Apr  1130ET   $70B    8W Bill      9127962U2     0.290%
-------------------------------------------------
13 Apr  1130ET   $57B    13W Bill     912796SZ3     0.280%
13 Apr  1130ET   $48B    26W Bill     9127962R9     0.290%
13 Apr  1300ET   $35B    69D Bill     9127962W8     0.270%
14 Apr  1300ET   $65B    43D Bill     912796TW9     0.190%
14 Apr  1300ET   $25B   119D Bill     912796TD1     0.220%
15 Apr  1300ET   $30B   103D Bill                   0.165%
15 Apr  1300ET   $30B   154D Bill                   0.190%
16 Apr  1130ET   $90B    4W Bill      9127962M0     0.150%
16 Apr  1130ET   $70B    8W Bill      9127962V0     0.150%
-------------------------------------------------
20 Apr  1130ET   $57B    13W Bill     912796WX3     0.125%
20 Apr  1130ET   $48B    26W Bill     9127962S7     0.145%
20 Apr  1300ET   $65B    43D Bill     9127962S7     0.120%
21 Apr  1130ET   $28B    52W Bill     9127962Q1     0.165%
21 Apr  1130ET   $25B   119D Bill     912796XF1     0.110%
22 Apr  1130ET   $30B   103D Bill     9127963M9     0.105%
22 Apr  1130ET   $30B   154D Bill     9127964A4     0.135%
23 Apr  1130ET   $90B    4W Bill      9127962N8     0.090%
23 Apr  1130ET   $70B    8W Bill      9127962W8     0.120%
23 Apr  1300ET   $17B    5Y TIPS      912828ZJ2    -0.320%
-------------------------------------------------
27 Apr  1130ET   $48B    26W Bill     9127962T5     0.150%
27 Apr  1130ET   $42B    2Y Note      912828ZM5     0.229%
27 Apr  1300ET   $57B    13W Bill     912796WY1     0.120%
27 Apr  1300ET   $43B    5Y Note      912828ZL7     0.394%
28 Apr  1130ET   $55B    43D Bill     912796TZ2     0.085%
28 Apr  1130ET   $22B    2Y Note FRN  912828ZK9     0.114%
28 Apr  1300ET   $35B    7Y Note      912828ZN3     0.525%
29 Apr  1130ET   $25B   119D Bill     912796XG9     0.110%
29 Apr  1130ET   $25B   273D Bill     912796UC1     0.165%
29 Apr  1300ET   $30B   103D Bill     9127963N7     0.115%
30 Apr  1130ET   $90B    4W Bill      9127962P3     0.095%
30 Apr  1130ET   $70B    8W Bill      9127962X6     0.095%
30 Apr  1300ET   $30B   154D Bill     9127964G1     0.140%
-------------------------------------------------
04 May  1130ET   $60B    13W Bill     912796WZ8     0.110%
04 May  1130ET   $51B    26W Bill     912796TP4     0.130%
04 May  1300ET   $30B   105D Bill     9127963P2     0.115%
05 May  1130ET   $65B    42D Bill     912796SV2     0.115%
05 May  1130ET   $30B   119D Bill     912796XH7     0.130%
06 May  1130ET   $35B   154D Bill     9127964H9     0.150%
07 May  1130ET   $80B    4W Bill      9127962U2     0.095%
07 May  1130ET   $70B    8W Bill      9127963C1     0.110%
07 May  1300ET   $30B   105D Bill     9127963Q0     0.125%
-------------------------------------------------
11 May  1130ET   $63B    13W Bill     912796TD1     0.125%
11 May  1130ET   $54B    26W Bill     9127962Z1     0.155%
11 May  1300ET   $42B    3Y Note      912828ZP8     0.230%
12 May  1130ET   $65B    42D Bill     912796UA5     0.110%
12 May  1130ET   $35B   119D Bill     912796TJ8     0.145%
12 May  1300ET   $32B    10Y Note     912828ZQ6     0.700%
13 May  1130ET   $35B   105D Bill     9127963R8     0.140%
13 May  1130ET   $40B   154D Bill     9127964J5     0.155%
13 May  1300ET   $22B    30Y Bond     912810SN9     1.342%
14 May  1130ET   $80B    4W Bill      9127962V0     0.090%
14 May  1130ET   $70B    8W Bill      9127963D9     0.110%
-------------------------------------------------
18 May  1130ET   $63B    13W Bill     (912796XF1)   0.130%
18 May  1130ET   $54B    26W Bill     (9127963A5)   0.150%
19 May  1130ET   $65B    42D Bill     (912796UB3)   0.105%
19 May  1130ET   $40B   119D Bill     (9127962G3)   0.140%
19 May  1300ET   $31B    52W Bill     (9127962Y4)   0.162%
20 May  1130ET   $40B   105D Bill     (9127963X5)   0.142%
20 May  1130ET   $40B   154D Bill     (9127964K2)   0.152%
20 May  1300ET   $20B    20Y Note     (912810SR0)   1.125%
21 May  1130ET   $80B    4W Bill      (9127962W8)   0.091%
21 May  1130ET   $70B    8W Bill      (9127963F4)   0.106%
21 May  1300ET   $12B 10Y TIPS Reopen (912828Z37)   0.125%
-------------------------------------------------
26 May  1130ET   $63B    13W Bill     (912796XG9)   0.130%
26 May  1130ET   $54B    26W Bill     (9127963B3)   0.160%
26 May  1300ET   $65B    42D Bill     (912796WW5)   0.120%
26 May  1300ET   $44B    2Y Note      (912828ZR4)   0.178%
27 May  1000ET   $40B   119D Bill     (9127962H1)   0.170%
27 May  1000ET   $25B   273D Bill     (912796XE4)   0.180%
27 May  1130ET   $40B   105D Bill     (9127963Y3)   0.165%
27 May  1130ET   $20B 2Y Note R/O FRN (912828ZK9)   0.098%
27 May  1300ET   $45B    5Y Note      (912828ZT0)   0.334%
28 May  1130ET   $80B    4W Bill      (9127962X6)   0.130%
28 May  1130ET   $70B    8W Bill      (9127963G2)   0.135%
28 May  1300ET   $40B   154D Bill     (9127964Q9)   0.170%
28 May  1300ET   $38B    7Y Note      (912828ZS2)   0.553%
-------------------------------------------------
01 Jun  1130ET   $63B    13W Bill     (912796XH7)
01 Jun  1130ET   $54B    26W Bill     (912796TU3)
02 Jun  1130ET   $65B    42D Bill     (9127962J7)
02 Jun  1130ET   $40B   119D Bill     (912796SZ3)
04 Jun  1130ET   TBA     4W Bill      02 Jun Annc (9127963C1)
04 Jun  1130ET   TBA     8W Bill      02 Jun Annc (9127963M9)
-------------------------------------------------
08 Jun  1130ET   TBA     13W Bill     04 Jun Annc (912796TJ8)
08 Jun  1130ET   TBA     26W Bill     04 Jun Annc (9127963J6)
08 Jun  1300ET   TBA     3Y Note      04 Jun Annc (912828ZU7)
09 Jun  1300ET   TBA   10Y Note R/O   04 Jun Annc (912828ZQ6) 
11 Jun  1130ET   TBA     4W Bill      09 Jun Annc (912810SN9)
11 Jun  1130ET   TBA     8W Bill      09 Jun Annc
11 Jun  1300ET   TBA   30Y Bond R/O   04 Jun Annc
-------------------------------------------------
For additional information regarding Tsy auction anncs/results:
http://www.treasurydirect.gov/instit/annceresult/press/press.htm
--MNI Chicago Bureau; tel: +1 312-431-0089; email: bill.sokolis@marketnews.com
[TOPICS: MTABLE]
MNI Chicago Bureau | +1 312-431-0089 | bill.sokolis@marketnews.com