US Treasury Auction Calendar
Oct-26 18:18By: Bill Sokolis
US Treasury/Agency Auction Calendar+ 3
Tsy futures climbing back near session highs after $43B 5Y note auction (91282CFU0) trades through: 4.192% high yield vs. 4.207% WI; 2.48x bid-to-cover vs. 2.27x the prior month.
- Indirect take-up climbs to 67.98% vs. 59.58% prior; Direct take-up 15.56% vs. 18.70% prior; Primary dealer take-up 16.46% vs. 21.72%.
- The next 5Y auction is tentatively scheduled for November 21.
| Date | Time | Amt | Security | CUSIP, Yld | |
| 26-Oct | 1130ET | $33B | 17W Bill | (912796Y78), 4.18% | |
| 26-Oct | 1130ET | $24B | 2Y FRN | (91282CFS5), 0.14% vs. 0.092% prior | |
| 26-Oct | 1300ET | $43B | 5Y Note | (91282CFU0), 4.192% vs. 4.207% WI | |
| 27-Oct | 1130ET | $65B | 4W Bill | (912796YS2) | |
| 27-Oct | 1130ET | $55B | 8W Bill | (912796ZA0) | |
| 27-Oct | 1300ET | $35B | 7Y Note | (91282CFT3) | |
| 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 |
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