US Treasury Auction Calendar

Feb-21 19:13By: Bill Sokolis
US

Tsy futures inch lower, modest selling after weak $42B 2Y note auction (91282CGN5) tails: 4.673% high yield vs. 4.667% WI; 2.61x bid-to-cover vs. 2.94x prior.

  • Indirect take-up slips to 62.04% vs. 64.99% prior month, direct take-up 22.99% vs. 18.73% prior, primary dealer take-up 14.97% vs. 16.28%.
Date Time Amt Security Cusip. Yield
21-Feb 1130ET $60B 13W Bill (912796ZF9), 4.72%
21-Feb 1130ET $48B 26W Bill (912796Z44), 4.915%
21-Feb 1300ET $34B 52W Bill (912796Z28), 4.795%
21-Feb 1300ET $42B 2Y Note (91282CGN5), 4.673% vs. 4.667%
22-Feb 1130ET $36B 17W Bill (912797FQ5)
22-Feb 1130ET $22B 2Y Note FRN R/O (91282CGF2)
22-Feb 1300ET $43B 5Y Note (91282CGP0)
23-Feb 1130ET $75B 4W Bill (912796Z85)
23-Feb 1130ET $60B 8W Bill (912796CV9)
23-Feb 1300ET $15B 16D Bill CMB (912796YL7)
23-Feb 1300ET $35B 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