US Treasury Auction Calendar
Aug-28 17:23By: Bill Sokolis
US
Little reaction from Tsy futures after the $45B 2Y note auction (91282CHV6) trades through: 5.024% high yield vs. 5.030% WI; 2.94x bid-to-cover vs. 2.86x prior.
- Indirect take-up climbed to 65.01% vs. 65.45% prior month, direct take-up 20.01% vs. 20.77% prior, primary dealer take-up 14.89% vs. 13.79%,
- The next 2Y auction is tentatively scheduled for September 27.
- The next leg of today's Treasury supply is $46B 5Y notes is at 1300ET
Little reaction to the day's second note auction comes out on the screws: $46B 5Y note auction (91282CHX2): 4.400% high yield vs. 4.400% WI; 2.54x bid-to-cover vs. 2.60x in the prior month
- Indirect take-up at 67.92% vs. 64.38% prior; Direct take-up 18.25% vs. 22.13% prior; Primary dealer take-up 13.83% vs. 13.49%.
- The next 5Y auction is tentatively scheduled for Sep 27.
| Date | Time | Amt | Security | Cusip, Yield |
| 28-Aug | 1130ET | $70B | 26W Bill | (912797GP6), 5.350% |
| 28-Aug | 1130ET | $45B | 2Y Note | (91282CHV6), 5.024% vs. 5.030% |
| 28-Aug | 1300ET | $69B | 13W Bill | (912796ZD4), 5.340% |
| 28-Aug | 1300ET | $46B | 5Y Note | (91282CHX2), 4.400% vs. 4.400% WI |
| 29-Aug | 1130ET | $60B | 42D Bill CMB | (912797FA0) |
| 29-Aug | 1300ET | $36B | 7Y Note | (91282CHW4) |
| 30-Aug | 1130ET | TBA | 17W Bill | (912797HX8) |
| 31-Aug | 1130ET | TBA | 4W Bill | (912797GV3) |
| 31-Aug | 1130ET | TBA | 8W Bill | (912797HD2) |
| 5-Sep | 1130ET | TBA | 13W Bill | (912797FT9) |
| 5-Sep | 1130ET | TBA | 26W Bill | (912797GQ4) |
| 5-Sep | 1300ET | TBA | 52W Bill | (912797GL5) |
| 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 |
