US Treasury Auction Calendar
Sep-27 18:30By: Bill Sokolis
US
Tsys bounced briefly after strong $49B 5Y note auction (91282CJA0): 4.659% high yield vs. 4.672% WI; 2.52x bid-to-cover vs. 2.54x in the prior month
- Indirect take-up at 71.15% vs. 67.92% prior; Direct take-up 17.62% vs. 18.25% prior; Primary dealer take-up 11.23% vs. 13.83%.
- The next 5Y auction is tentatively scheduled for Oct 25
| Date | Time | Amt | Security | Cusip, Yield |
| 27-Sep | 1130ET | $24B | 2Y Note FRN Reopen | (91282CHS3), 0.18% vs. 0.165% prior |
| 27-Sep | 1130ET | $52B | 17W Bill | (912797JB4), 5.345% |
| 27-Sep | 1300ET | $49B | 5Y Note | (91282CJA0), 4.659% vs. 4.672% WI |
| 28-Sep | 1130ET | $85B | 4W Bill | (912797HD2) |
| 28-Sep | 1130ET | $75B | 8W Bill | (912797HM2) |
| 28-Sep | 1300ET | $37B | 7Y Note | (91282CHZ7) |
| 2-Oct | 1130ET | TBA | 13W Bill | (912797FW2) |
| 2-Oct | 1130ET | TBA | 26W Bill | (912797GZ4) |
| 3-Oct | 1130ET | TBA | 52W Bill | (912797GW1) |
| 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 |
