US Treasury Auction Calendar
Oct-12 17:37By: Bill Sokolis
US
Treasury futures extend lows after $20B 30Y auction reopen (912810TT5) tailed by 3.5bp: 4.837% high yield vs. 4.802% WI; 2.35x bid-to-cover vs. 2.46x in the prior month.
- Indirect take-up 65.13% vs. 64.49% prior; direct bidder take-up 16.71% vs. 19.74% prior; primary dealer take-up 18.17% vs. 15.78%.
- The next 30Y auction (re-open) is tentatively scheduled for November 9.
| Date | Time | Amt | Security | Cusip, Yield |
| 12-Oct | 1130ET | $95B | 4W Bill | (912797HK6), 5.325% |
| 12-Oct | 1130ET | $85B | 8W Bill | (912796CX5), 5.345% |
| 12-Oct | 1300ET | $20B | 30Y Bond Reopen | (912810TT5), 4.837% vs. 4.802% WI |
| 16-Oct | 1130ET | $75B | 13W Bill | (912797GD3) |
| 16-Oct | 1130ET | $68B | 26W Bill | (912796CX5) |
| 17-Oct | 1130ET | $75B | 42D Bill CMB | (912796ZD4) |
| 18-Oct | 1300ET | $13B | 20Y Bond Reopen | (912810TU2) |
| 19-Oct | 1300ET | $22B | 5Y TIPS | (91282CJH5) |
| 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 |
