US Treasury Auction Calendar
Aug-08 17:40By: Bill Sokolis
US
Treasury futures remain mostly firm, short end weaker but off lows after a strong $42B 3Y note auction (91282CHU8) trades 19bp through: 4.398% high yield vs. 4.417% WI; 2.9x bid-to-cover vs. 2.88x prior month.
- Indirect take-up climbs to 73.97% vs. 69.43% prior; direct bidder take-up recedes to 15.7% vs. 19.79% prior; primary dealer take-up 10.33% vs. 10.78%.
- The next 3Y auction is tentatively scheduled for September 11.
| Date | Time | Amt | Security | Cusip, Yield |
| 8-Aug | 1130ET | $55B | 42D CMB Bill | (912796CR8), 5.275% |
| 8-Aug | 1130ET | $40B | 52W Bill | (912797GK7), 5.060% |
| 8-Aug | 1300ET | $42B | 3Y Note | (91282CHU8), 4.398% vs. 4.417% WI |
| 9-Aug | 1130ET | $48B | 17W Bill | (912797HU4) |
| 9-Aug | 1300ET | $38B | 10Y Note | (91282CHT1) |
| 10-Aug | 1130ET | $75B | 4W Bill | (912797GS0) |
| 10-Aug | 1130ET | $65B | 8W Bill | (912797HA8) |
| 10-Aug | 1300ET | $23B | 30Y Bond | (912810TT5) |
| 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 |
| 26-Oct | 1300ET | TBA | 7Y Note | 19-Oct |
| 7-Nov | 1300ET | TBA | 3Y Note | 1-Nov |
| 8-Nov | 1300ET | TBA | 10Y Note | 1-Nov |
| 9-Nov | 1300ET | TBA | 30Y Bond | 1-Nov |
| 20-Nov | 1300ET | TBA | 20Y Bond | 16-Nov |
| 21-Nov | 1130ET | TBA | 2Y NOT FRN R/O | 16-Nov |
| 21-Nov | 1300ET | TBA | 10Y TIPS R/O | 16-Nov |
| 27-Nov | 1130ET | TBA | 2Y Note | 22-Nov |
| 27-Nov | 1300ET | TBA | 5Y Note | 22-Nov |
| 28-Nov | 1300ET | TBA | 7Y Note | 22-Nov |
| 11-Dec | 1130ET | TBA | 3Y Note | 7-Dec |
| 11-Dec | 1300ET | TBA | 10Y Note R/O | 7-Dec |
| 12-Dec | 1300ET | TBA | 30Y Bond R/O | 7-Dec |
| 20-Dec | 1300ET | TBA | 20Y Bond R/O | 14-Dec |
| 21-Dec | 1300ET | TBA | 5Y TIPS R/O | 14-Dec |
| 26-Dec | 1300ET | TBA | 2Y Note | 21-Dec |
| 27-Dec | 1130ET | TBA | 2Y FRN R/O | 21-Dec |
| 27-Dec | 1300ET | TBA | 5Y Note | 21-Dec |
| 28-Dec | 1300ET | TBA | 7Y Note | 21-Dec |
| 9-Jan | 1300ET | TBA | 3Y Note | 4-Jan |
| 10-Jan | 1300ET | TBA | 10Y Note | 4-Jan |
| 11-Jan | 1300ET | TBA | 30Y Bond | 4-Jan |
| 17-Jan | 1300ET | TBA | 20Y Bond R/O | 11-Jan |
| 18-Jan | 1300ET | TBA | 10Y TIPS | 11-Jan |
| 23-Jan | 1300ET | TBA | 2Y Note | 18-Jan |
| 24-Jan | 1130ET | TBA | 0Y Note FRN | 18-Jan |
| 24-Jan | 1300ET | TBA | 5Y Note | 18-Jan |
| 25-Jan | 1300ET | TBA | 7Y Note | 18-Jan |
