US Treasury Auction Calendar
Aug-24 17:22By: Bill Sokolis
US Treasury/Agency Auction Calendar+ 3
Tsy futures holding near midday lows after $45B 5Y note auction (91282CFH9) tail: 3.230% high yield vs. 3.217% WI; 2.30x bid-to-cover vs. 2.46x last month.
- Indirect take-up recedes to 61.18% vs. 66.37% high in July; Direct take-up climbs to 18.22% vs. 16.81% prior; Primary dealer take-up 20.61% vs. 16.81%.
| 23-Aug | 1300ET | $44B | 2Y Note | (91282CFG1), 3.307% vs. 3.290% WI |
| 24-Aug | 1130ET | $30B | 119D Bill CMB | (912796ZA0), 2.970% |
| 24-Aug | 1130ET | $22B | 2Y Note FRN | (91282CFD8), 0.090% vs. 0.037% prior |
| 24-Aug | 1300ET | $45B | 5Y Note | (91282CFH9), 3.230% vs. 3.217% WI |
| 25-Aug | 1130ET | $55B | 4W Bill | (912796XX2) |
| 25-Aug | 1130ET | $50B | 8W Bill | (912796YF0) |
| 25-Aug | 1300ET | $37B | 7Y Note | (91282CFJ5) |
| 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 |
| 8-Nov | 1300ET | TBA | 3Y Note | 2-Nov |
| 9-Nov | 1300ET | TBA | 10Y Note | 2-Nov |
| 10-Nov | 1300ET | TBA | 30Y Bond | 2-Nov |
| 16-Nov | 1300ET | TBA | 20Y Bond | 10-Nov |
| 17-Nov | 1300ET | TBA | 10Y TIPS Re-open | 10-Nov |
| 21-Nov | 1130ET | TBA | 2Y Note | 17-Nov |
| 21-Nov | 1300ET | TBA | 5Y Note | 17-Nov |
| 22-Nov | 1130ET | TBA | 2Y Note FRN R/O | 17-Nov |
| 22-Nov | 1300ET | TBA | 7Y Note | 17-Nov |
| 12-Dec | 1130ET | TBA | 3Y Note | 8-Dec |
| 12-Dec | 1300ET | TBA | 10Y Note Reopen | 8-Dec |
| 13-Dec | 1300ET | TBA | 30Y Bond Reopen | 8-Dec |
| 21-Dec | 1300ET | TBA | 5Y TIPS Reopen | 15-Dec |
| 22-Dec | 1300ET | TBA | 20Y Bond Reopen | 15-Dec |
| 27-Dec | 1300ET | TBA | 2Y Note | 22-Dec |
| 28-Dec | 1130ET | TBA | 2Y Note FRN R/O | 22-Dec |
| 28-Dec | 1300ET | TBA | 5Y Note | 22-Dec |
| 29-Dec | 1300ET | TBA | 7Y Note | 22-Dec |
| 10-Jan | 1300ET | TBA | 3Y Note | 5-Jan |
| 11-Jan | 1300ET | TBA | 10Y Note Reopen | 5-Jan |
| 12-Jan | 1300ET | TBA | 30Y Bond Reopen | 5-Jan |
| 18-Jan | 1300ET | TBA | 20Y Bond Reopen | 12-Jan |
| 19-Jan | 1300ET | TBA | 10Y TIPS | 12-Jan |
| 24-Jan | 1300ET | TBA | 2Y Note | 19-Jan |
| 25-Jan | 1130ET | TBA | 2Y Note FRN | 19-Jan |
| 25-Jan | 1300ET | TBA | 5Y Note | 19-Jan |
| 26-Jan | 1300ET | TBA | 7Y Note | 19-Jan |
