US Treasury Auction Calendar

May-17 17:27By: Bill Sokolis
US

Review 20Y Bond Auction: Trades Through

  • Tsy futures inching off lows after $15B 20Y bond auction (912810TS7) trades through: 3.954% high yield vs. 3.962% WI; 2.56x bid-to-cover vs. prior month's 2.66x.
  • Indirect take-up 70.58% vs. 68.72% last month; direct bidder take-up 18.12% vs. 19.24% prior; primary dealer take-up 11.31% vs. 12.05%. Next 20Y auction (re-open) is tentatively scheduled for June 21.
Date Time Amt Security Cusip, Yield
17-May 1130ET $39B 17W Bill (912797GT8), 5.10%
17-May 1300ET $15B 20Y Bond (912810TS7), 3.954% vs. 3.962% WI
18-May 1130ET $35B 4W Bill (912797FP7)
18-May 1130ET $35B 8W Bill (912797FY8)
18-May 1300ET $15B 10Y TIPS R/O (91282CGK1)
22-May 1130ET TBA 13W Bill (912796Z44)
22-May 1130ET TBA 26W Bill (912797FL6)
23-May 1300ET TBA 2Y Note (91282CHD6)
24-May 1300ET TBA 2Y FRN Note R/O (91282CGY1)
24-May 1300ET TBA 5Y Note (91282CHE4)
25-May 1300ET TBA 7Y Note (91282CHF1)
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 R/O 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