DIARY-U.S. Treasuries, Thursday, Oct. 4

ALL TIMES EDT/GMT: TREASURY:

Treasury Department announces sales of 3- and 6-month bills, 3- and 10-year notes, and 30-year bonds, 11 a.m. (1500 GMT).

FEDERAL RESERVE:

The Federal Reserve releases minutes from the Sept. 12-13 meeting of its policy-setting Federal Open Market Committee, 2 p.m. (1800 GMT).

Fed releases weekly money stock, liquid assets and debt measures and the weekly report on factors affecting reserves of depository institutions and the condition statement of the Federal Reserve banks, 4:30 p.m. (2030 GMT).

Federal Reserve Bank of St. Louis President James Bullard speaks on "U.S. Economy and Monetary Policy" before the Economics Club of Memphis, in Memphis, Tennessee, 8:45 p.m. (0045 GMT).

ECONOMIC INDICATORS :

Challenger, Gray & Christmas Inc releases its report on job cuts for September, 7:30 a.m. (1130 GMT). Challenger reported 32,239 layoffs in the prior month.

Labor Department releases first-time claims for jobless benefits for the week ended Oct. 29, 8:30 a.m. (1230 GMT) Economists in a Reuters survey forecast a total of 370,000 new filings compared with 359,000 in the prior week.

Commerce Department releases August factory orders, 10 a.m. (1400 GMT). Economists in a Reuters survey expect a fall of 5.8 percent compared with a 2.8 percent increase in the prior month.

ICSC releases chain store sales for September versus a year ago, no set time. In August, sales rose 2.6 percent versus a year earlier.

((U.S. Treasury Desk, +1-646-223-6300))