US Treasury Auction Calendar

Nov-10 19:19By: Bill Sokolis
US Treasury/Agency Auction Calendar+ 3

Tys climb back near midday highs after strong $21B 30Y auction (912810TL2): 3.2bp stop-through with 4.080% high yield vs. 4.112% WI; 2.42x bid-to-cover vs. 2.39x prior month.

  • Indirect take-up 69.93% vs. 69.13% prior; direct bidder take-up 20.39% vs. 18.65% prior; primary dealer take-up 9.68% vs.12.22%. The next 30Y auction (re-open) is tentatively scheduled for December 13.
Date Time Amt Security Cusip, Yield
10-Nov 1130ET $65B 4W Bill (912796YY9), 3.580%
10-Nov 1130ET $55B 8W Bill (912796ZJ1), 3.850%
10-Nov 1300ET $21B 30Y Bond (912810TL2), 4.080% vs. 4.112% WI
14-Nov 1130ET TBA 13W Bill (912796YA1)
14-Nov 1130ET TBA 26W Bill (912796W47)
16-Nov 1300ET TBA 20Y Bond (912810TM0)
17-Nov 1300ET TBA 10Y TIPS Re-open (91282CEZ0)
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
7-Feb 1300ET TBA 3Y Note 1-Feb
8-Feb 1300ET TBA 10Y Note 1-Feb
9-Feb 1300ET TBA 30Y Bond 1-Feb
15-Feb 1300ET TBA 20Y Bond 9-Feb
16-Feb 1300ET TBA 30Y TIPS 9-Feb
21-Feb 1300ET TBA 2Y Note 16-Feb
22-Feb 1130ET TBA 2Y Note FRN R/O 16-Feb
22-Feb 1300ET TBA 5Y Note 16-Feb
23-Feb 1300ET TBA 7Y Note 16-Feb
7-Mar 1300ET TBA 3Y Note 2-Mar
8-Mar 1300ET TBA 10Y Note R/O 2-Mar
9-Mar 1300ET TBA 30Y Bond R/O 2-Mar
21-Mar 1300ET TBA 20Y Bond R/O 16-Mar
23-Mar 1300ET TBA 10Y TIPS R/O 16-Mar
27-Mar 1300ET TBA 2Y Note 23-Mar
28-Mar 1300ET TBA 5Y Note 23-Mar
29-Mar 1130ET TBA 2Y Note FRN R/O 23-Mar
29-Mar 1300ET TBA 7Y Note 23-Mar
11-Apr 1300ET TBA 3Y Note 6-Apr
12-Apr 1300ET TBA 10Y Note R/O 6-Apr
13-Apr 1300ET TBA 30Y Bond R/O 6-Apr
19-Apr 1300ET TBA 20Y Bond R/O 13-Apr
20-Apr 1300ET TBA 5Y TIPS 13-Apr
25-Apr 1300ET TBA 2Y Note 20-Apr
26-Apr 1130ET TBA 2Y Note FRN 20-Apr
26-Apr 1300ET TBA 5Y Note 20-Apr
27-Apr 1300ET TBA 7Y Note 20-Apr