US Treasury Auction Calendar
Feb-15 19:45By: Bill Sokolis
US
Tsy futures holding weaker/off midday lows after $15B 20Y bond auction (912810TQ1) comes out nearly on the screws: 3.977% high yield vs. 3.975% WI; 2.54x bid-to-cover vs. prior month's 2.83x.
- Indirect take-up 75.30% vs. 76.25% prior month; direct bidder take-up 17.97% vs. 15.61% prior; primary dealer take-up falls to 6.73% vs. 8.14%. Next 20Y auction (re-open) is tentatively scheduled for March 21.
| Date | Time | Amt | Security | Cusip, Yield |
| 15-Feb | 1130ET | $36B | 17W Bill | (912797FP7), 4.80% |
| 15-Feb | 1300ET | $15B | 20Y Bond | (912810TQ1), 3.977% vs. 3.975% WI |
| 16-Feb | 1130ET | TBA | 4W Bill | (912796Z77) |
| 16-Feb | 1130ET | TBA | 8W Bill | (912796CU1) |
| 16-Feb | 1300ET | $9B | 30Y TIPS | (912810TP3) |
| 21-Feb | 1130ET | TBA | 13W Bill | (912796ZF9) |
| 21-Feb | 1130ET | TBA | 26W Bill | (912796Z44) |
| 21-Feb | 1300ET | TBA | 52W Bill | (912796Z28) |
| 21-Feb | 1300ET | TBA | 2Y Note | (91282CGN5) |
| 22-Feb | 1130ET | TBA | 2Y Note FRN R/O | (91282CGF2) |
| 22-Feb | 1300ET | TBA | 5Y Note | (91282CGP0) |
| 23-Feb | 1300ET | TBA | 7Y Note | (91282CGQ8) |
| 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 |
| 9-May | 1300ET | TBA | 3Y Note | 3-May |
| 10-May | 1300ET | TBA | 10Y Note | 3-May |
| 11-May | 1300ET | TBA | 30Y Bond | 3-May |
| 17-May | 1300ET | TBA | 20Y Bond | 11-May |
| 18-May | 1300ET | TBA | 10Y TIPS R/O | 11-May |
| 23-May | 1300ET | TBA | 2Y Note | 18-May |
| 24-May | 1300ET | TBA | 2Y FRN Note R/O | 18-May |
| 24-May | 1300ET | TBA | 5Y Note | 18-May |
| 25-May | 1300ET | TBA | 7Y Note | 18-May |
| 12-Jun | 1130ET | TBA | 3Y Note | 8-Jun |
| 12-Jun | 1300ET | TBA | 10Y Note R/O | 8-Jun |
| 13-Jun | 1300ET | TBA | 30Y Bond R/O | 8-Jun |
| 21-Jun | 1300ET | TBA | 20Y Bond R/O | 15-Jun |
| 22-Jun | 1300ET | TBA | 5Y TIPS R/O | 15-Jun |
| 26-Jun | 1300ET | TBA | 2Y Note | 22-Jun |
| 27-Jun | 1300ET | TBA | 5Y Note | 22-Jun |
| 28-Jun | 1130ET | TBA | 2Y FRN | 22-Jun |
| 28-Jun | 1300ET | TBA | 7Y Note | 22-Jun |
| 11-Jul | 1300ET | TBA | 3Y Note | 6-Jul |
| 12-Jul | 1300ET | TBA | 10Y Note R/O | 6-Jul |
| 13-Jul | 1300ET | TBA | 30Y Bond R/O | 6-Jul |
| 19-Jul | 1300ET | TBA | 20Y Bond R/O | 13-Jul |
| 20-Jul | 1300ET | TBA | 10Y TIPS | 13-Jul |
| 24-Jul | 1300ET | TBA | 2Y Note | 20-Jul |
| 25-Jul | 1300ET | TBA | 5Y Note | 20-Jul |
| 26-Jul | 1300ET | TBA | 2Y FRN | 20-Jul |
| 27-Jul | 1300ET | TBA | 7Y Note | 20-Jul |
