US Treasury Auction Calendar
Sep-11 17:16By: Bill Sokolis
US
- Treasury futures trade weaker but off lows after $44B 3Y note auction (91282CHY0) tails: 4.660% high yield vs. 4.647% WI; 2.75x bid-to-cover vs. 2.9x prior month.
- Indirect take-up falls to 57.67% vs. 73.97% prior; direct bidder take-up climbs to 22.08% vs. 15.7% prior; primary dealer take-up 20.25% vs. 10.33%. The next 3Y auction is tentatively scheduled for October 10.
| Date | Time | Amt | Security | Cusip, Yield |
| 11-Sep | 1130ET | $69B | 13W Bill | (912797FU6), 5.315% |
| 11-Sep | 1130ET | $62B | 26W Bill | (912797GX9), 5.300% |
| 11-Sep | 1300ET | $44B | 3Y Note | (91282CHY0), 4.660% vs. 4.647% WI |
| 12-Sep | 1130ET | $60B | 42D Bill CMB | (912797FC6) |
| 12-Sep | 1300ET | $35B | 10Y Note Reopen | (91282CHT1) |
| 13-Sep | 1130ET | TBA | 17W Bill | (912797HZ3) |
| 13-Sep | 1300ET | $20B | 30Y Bond Reopen | (912810TT5) |
| 14-Sep | 1130ET | $80B | 4W Bill | (912797HB6) |
| 14-Sep | 1130ET | $70B | 8W Bill | (912797HK6) |
| 18-Sep | 1130ET | TBA | 13W Bill | (912797FV4) |
| 18-Sep | 1130ET | TBA | 26W Bill | (912797LL9) |
| 19-Sep | 1300ET | TBA | 20Y Bond Reopen | (912810TU2) |
| 21-Sep | 1300ET | TBA | 10Y TIPS Reopen | (91282CHP9) |
| 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 |
