US Treasury Auction Calendar

Sep-12 17:32By: Bill Sokolis
US
  • Treasury futures holding narrow range after the $35B 10Y note auction reopen (91282CHT1) comes out in line: 4.289% high yield vs. 4.287% WI; 2.52x bid-to-cover vs. 2.56x prior.
  • Indirect take-up slips to 66.31 vs. 72.20% prior; direct bidder take-up 19.92% from 18.3% prior; primary dealer take-up 13.77% vs. 9.5%.
  • The next 10Y auction (re-open) is tentatively scheduled for October 11.
Date Time Amt Security Cusip, Yield
12-Sep 1130ET $60B 42D Bill CMB (912797FC6), 5.285%
12-Sep 1300ET $35B 10Y Note Reopen (91282CHT1), 4.289% vs. 4.287% WI
13-Sep 1130ET $50B 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