US Treasury Auction Calendar
Jul-28 10:27By: Bill Sokolis
US
Tsys futures dip after the $35B 7Y note auction (91282CHR5) tails: 4.087% high yield vs. 4.072% WI; 2.48x bid-to-cover vs. 2.65x last month.
- Indirect take-up 69.75% vs. 75.31% prior; Direct take-up: 15.91% vs. 16.55% prior; Primary dealer take-up 14.34% vs. 8.14% prior auction. The next 7Y auction is tentatively scheduled for August 29.
| Date | Time | Amt | Security | Cusip, Yield |
| 27-Jul | 1130ET | $70B | 4W Bill | (912797GJ0), 5.275% |
| 27-Jul | 1130ET | $60B | 8W Bill | (912797GU5), 5.285% |
| 27-Jul | 1300ET | $35B | 7Y Note | (91282CHR5), 4.087% vs. 4.072% WI |
| 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 |
