Today's quarterly refunding brought a more market-friendly announcement than expected/feared, both on long-end auction sizes and on Treasury's guidance that "Treasury anticipates that one additional quarter of increases to coupon auction sizes will likely be needed beyond the increases announced today" (some had expected increases through not just Feb but potentially the May refunding).
US Tsy
Date | Time | Amt | Security | Cusip, Yield |
1-Nov | 1130ET | $56B | 17W Bill | (912797JG3), 5.340% |
2-Nov | 1130ET | $95B | 4W Bill | (912797HN0) |
2-Nov | 1130ET | $85B | 8W Bill | (912797HX8) |
6-Nov | 1130ET | TBA | 13W Bill | (912797GM3) |
6-Nov | 1130ET | TBA | 26W Bill | (912797HQ3) |
7-Nov | 1300ET | $48B | 3Y Note | (91282CJK8) |
8-Nov | 1300ET | $40B | 10Y Note | (91282CJJ1) |
9-Nov | 1300ET | $24B | 30Y Bond | (912810TV0) |
20-Nov | 1130ET | TBA | 13W Bill | |
20-Nov | 1130ET | TBA | 26W Bill | |
20-Nov | 1300ET | $16B | 20Y Bond | 16-Nov |
21-Nov | 1130ET | $26B | 2Y Note FRN R/O | 16-Nov |
21-Nov | 1300ET | $15B | 10Y TIPS R/O | 16-Nov |
27-Nov | 1130ET | $54B | 2Y Note | 22-Nov |
27-Nov | 1300ET | $55B | 5Y Note | 22-Nov |
28-Nov | 1300ET | $39B | 7Y Note | 22-Nov |
11-Dec | 1130ET | $48B | 3Y Note | 7-Dec |
11-Dec | 1300ET | $37B | 10Y Note R/O | 7-Dec |
12-Dec | 1300ET | $21B | 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 |