US Treasury Auction Calendar

Aug-11 17:18By: Bill Sokolis
US Treasury/Agency Auction Calendar+ 3

30Y auction tailed, Tsys extend sell-off.

Tys extend lows after $21B 30Y auction (912810TJ7) tails: 3.106% high yield vs. 3.092% WI; 2.31x bid-to-cover vs. 2.44x the prior month.

  • Indirect take-up recedes to 70.65% vs. 73.20% in Jul; direct bidder take-up climbs to 18.51% vs. 16.34% prior; primary dealer take-up 10.84% vs.14.46%.
  • The next 30Y auction (re-open) is tentatively scheduled for September 13
Date

Time Amt Security Cusip, Yield
11-Aug 1130ET $55B 4W-Bill (912796XV6), 2.430%
11-Aug 1130ET $50B 8W-Bill (912796YD5), 2.150%
11-Aug 1300ET $21B 30Y Bond (912810TJ7), 3.106% vs. 3.092% WI
15-Aug 1130ET $54B 13W-Bill (912796W62)
15-Aug 1130ET $42B 26W-Bill (912796YA1)
17-Aug 1300ET $15B 20Y Bond (912810TK4)
18-Aug 1300ET $8B 30Y TIPS Re-open (912810TE8)
23-Aug 1300ET TBA 2Y Note 18-Aug
24-Aug 1130ET TBA 2Y Note FRN 18-Aug
24-Aug 1300ET TBA 5Y Note 18-Aug
25-Aug 1300ET TBA 7Y Note 18-Aug
12-Sep 1130ET TBA 3Y Note 8-Sep
12-Sep 1300ET TBA 10Y Note re-open 8-Sep
13-Sep 1300ET TBA 30Y Bond re-open 8-Sep
20-Sep 1300ET TBA 20Y Bond re-open 15-Sep
22-Sep 1300ET TBA 10Y TIPS re-open 15-Sep
26-Sep 1300ET TBA 2Y Note 22-Sep
27-Sep 1300ET TBA 5Y Note 22-Sep
28-Sep 1300ET TBA 2Y FRN re-open 22-Sep
28-Sep 1300ET TBA 7Y Note 22-Sep
11-Oct 1300ET TBA 3Y Note 6-Oct
12-Oct 1300ET TBA 10Y Note re-open 6-Oct
13-Oct 1300ET TBA 30Y Bond re-open 6-Oct
19-Oct 1300ET TBA 20Y Bond re-open 13-Oct
20-Oct 1300ET TBA 5Y TIPS 13-Oct
25-Oct 1300ET TBA 2Y Note 20-Oct
26-Oct 1130ET TBA 2Y FRN 20-Oct
26-Oct 1300ET TBA 5Y Note 20-Oct
27-Oct 1300ET TBA 7Y Note 20-Oct