US Treasury Auction Calendar
May-23 18:14By: Bill Sokolis
US
Tsy futures paring losses after the $42B 2Y note auction (91282CHD6) trades through: 4.300% high yield vs. 4.315% WI; 2.90x bid-to-cover vs. 2.68x prior.
- Indirect take-up climbs to 68.21% vs. 61.20% prior month, direct take-up falls back to 15.60% vs. 19.87% prior, primary dealer take-up 16.19% vs. 18.93%,
- The next 2Y auction is tentatively scheduled for Jun 26.
| Date | Time | Amt | Security | Cusip, Yield |
| 23-May | 1130ET | $35B | 21D Bill CMB | (912796X53), 6.2% |
| 23-May | 1300ET | $42B | 2Y Note | (91282CHD6), 4.300% vs. 4.315% WI |
| 24-May | 1130ET | $42B | 17W Bill | (912797GU5) |
| 24-May | 1130ET | $22B | 2Y FRN Note R/O | (91282CGY1) |
| 24-May | 1300ET | $43B | 5Y Note | (91282CHE4) |
| 25-May | 1130ET | $35B | 4W Bill | (912797FQ5) |
| 25-May | 1130ET | $35B | 8W Bill | (912797FZ5) |
| 25-May | 1300ET | $35B | 7Y Note | (91282CHF1) |
| 30-May | 1130ET | TBA | 13W Bill | (912796Z51) |
| 30-May | 1130ET | TBA | 26W Bill | (912796ZD4) |
| 31-May | 1130ET | TBA | 17W Bill | 30-May |
| 1-Jun | 1130ET | TBA | 4W Bill | 30-May |
| 1-Jun | 1130ET | TBA | 8W Bill | 30-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 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 |
| 8-Aug | 1300ET | TBA | 3Y Note | 2-Aug |
| 9-Aug | 1300ET | TBA | 10Y Note | 2-Aug |
| 10-Aug | 1300ET | TBA | 30Y Bond | 2-Aug |
| 23-Aug | 1130ET | TBA | 2Y Note FRN Reopen | 17-Aug |
| 23-Aug | 1300ET | TBA | 20Y Bond | 17-Aug |
| 24-Aug | 1300ET | TBA | 30Y TIPS Re-open | 17-Aug |
| 28-Aug | 1130ET | TBA | 2Y Note | 24-Aug |
| 28-Aug | 1300ET | TBA | 5Y Note | 24-Aug |
| 29-Aug | 1300ET | TBA | 7Y Note | 24-Aug |
| 11-Sep | 1300ET | TBA | 3Y Note | 7-Sep |
| 12-Sep | 1300ET | TBA | 10Y Note Reopen | 7-Sep |
| 13-Sep | 1300ET | TBA | 30Y Bond Reopen | 7-Sep |
| 19-Sep | 1300ET | TBA | 10Y TIPS Reopen | 14-Sep |
| 21-Sep | 1300ET | TBA | 20Y Bond Reopen | 14-Sep |
| 26-Sep | 1300ET | TBA | 2Y Note | 21-Sep |
| 27-Sep | 1130ET | TBA | 2Y Note FRN Reopen | 21-Sep |
| 27-Sep | 1300ET | TBA | 5Y Note | 21-Sep |
| 28-Sep | 1300ET | TBA | 7Y Note | 21-Sep |
| 10-Oct | 1300ET | TBA | 3Y Note | 5-Oct |
| 11-Oct | 1300ET | TBA | 10Y Note Reopen | 5-Oct |
| 12-Oct | 1300ET | TBA | 30Y Bond Reopen | 5-Oct |
| 18-Oct | 1300ET | TBA | 20Y Bond Reopen | 12-Oct |
| 19-Oct | 1300ET | TBA | 5Y TIPS | 12-Oct |
| 24-Oct | 1300ET | TBA | 2Y Note | 19-Oct |
| 25-Oct | 1130ET | TBA | 2Y Note FRN | 19-Oct |
| 25-Oct | 1300ET | TBA | 5Y Note | 19-Oct |
| 27-Oct | 1300ET | TBA | 7Y Note | 19-Oct |
