US Treasury Auction Calendar
Jan-11 18:13By: Bill Sokolis
US Treasury/Agency Auction Calendar+ 3
Tsy futures bounce higher after $32B 10Y note auction re-open (91282CFV8) stops through w/ 3.575% high yield vs. 3.580% WI; 2.53x bid-to-cover vs. 2.31x prior.
- Indirect take-up 67.02% vs. 59.45% prior; direct bidder take-up 17.92% from 18.70% prio, primary dealer take-up 15.06% vs. 21.86%.
- Next (new) 10Y auction is tentatively scheduled for February 8.
| Date | Time | Amt | Security | Cusip, Yield |
| 11-Jan | 1130ET | $36B | 17W Bill | (912797FE2), 4.680% |
| 11-Jan | 1300ET | $32B | 10Y Note Reopen | (91282CFV8), 3.575% vs. 3.580% WI |
| 12-Jan | 1130ET | $60B | 4W Bill | (912796ZU6) |
| 12-Jan | 1130ET | $55B | 8W Bill | (912796Z69) |
| 12-Jan | 1300ET | $60B | 35-Day Bill | (912796T33) |
| 12-Jan | 1300ET | $18B | 30Y Bond Reopen | (912810TL2) |
| 17-Jan | 1130ET | TBA | 13W Bill | (912796V48) |
| 17-Jan | 1130ET | TBA | 26W Bill | (912796ZZ5) |
| 18-Jan | 1300ET | TBA | 20Y Bond Reopen | (912810TM0) |
| 19-Jan | 1300ET | TBA | 10Y TIPS | (91282CGK1) |
| 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 |
