US Treasury Auction Calendar
Nov-08 18:09By: Bill Sokolis
US
- Treasury futures dip but quickly rebound after the $40B 10Y note auction (91282CJJ1) tailed: 4.519% high yield vs. 4.515% WI; 2.45x bid-to-cover vs. 2.50x prior.
- Indirect take-up slips to 69.73 vs. 60.34% prior; direct bidder take-up 15.17% from 20.91% prior; primary dealer take-up 15.10% vs. 18.75%.
- The next 10Y auction (re-open) is tentatively scheduled for December 11.
| Date | Time | Amt | Security | Cusip/Yield |
| 8-Nov | 1130ET | $56B | 17W Bill | (912797JH1), 5.285% |
| 8-Nov | 1300ET | $40B | 10Y Note | (91282CJJ1), 4.519% vs. 4.515% WI |
| 9-Nov | 1130ET | $95B | 4W Bill | (912797HU4) |
| 9-Nov | 1130ET | $85B | 8W Bill | (912797HY6) |
| 9-Nov | 1300ET | $24B | 30Y Bond | (912810TV0) |
| 13-Nov | 1130ET | TBA | 13W Bill | (912797GN1) |
| 13-Nov | 1130ET | TBA | 26W Bill | (912797FH5) |
| 20-Nov | 1130ET | TBA | 13W Bill | 16-Nov |
| 20-Nov | 1130ET | TBA | 26W Bill | 16-Nov |
| 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 R/O | 4-Jan |
| 11-Jan | 1300ET | TBA | 30Y Bond R/O | 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 | 2Y Note FRN | 18-Jan |
| 24-Jan | 1300ET | TBA | 5Y Note | 18-Jan |
| 25-Jan | 1300ET | TBA | 7Y Note | 18-Jan |
| 6-Feb | 1300ET | TBA | 3Y Note | 31-Jan |
| 7-Feb | 1300ET | TBA | 10Y Note | 31-Jan |
| 8-Feb | 1300ET | TBA | 30Y Bond | 31-Jan |
| 21-Feb | 1300ET | TBA | 2Y Note FRN R/O | 15-Feb |
| 21-Feb | 1300ET | TBA | 20Y Bond | 15-Feb |
| 22-Feb | 1300ET | TBA | 30Y TIPS | 15-Feb |
| 26-Feb | 1300ET | TBA | 2Y Note | 22-Feb |
| 26-Feb | 1300ET | TBA | 5Y Note | 22-Feb |
| 27-Feb | 1300ET | TBA | 7Y Note | 22-Feb |
| 11-Mar | 1300ET | TBA | 3Y Note | 7-Mar |
| 12-Mar | 1300ET | TBA | 10Y Note R/O | 7-Mar |
| 13-Mar | 1300ET | TBA | 30Y Bond R/O | 7-Mar |
| 19-Mar | 1300ET | TBA | 20Y Bond R/O | 14-Mar |
| 21-Mar | 1300ET | TBA | 10Y TIPS R/O | 14-Mar |
| 25-Mar | 1300ET | TBA | 2Y Note | 21-Mar |
| 26-Mar | 1300ET | TBA | 5Y Note | 21-Mar |
| 27-Mar | 1130ET | TBA | 2Y FRN R/O | 21-Mar |
| 27-Mar | 1300ET | TBA | 7Y Note | 21-Mar |
| 9-Apr | 1300ET | TBA | 3Y Note | 4-Apr |
| 10-Apr | 1300ET | TBA | 10Y Note R/O | 4-Apr |
| 11-Apr | 1300ET | TBA | 30Y Bond R/O | 4-Apr |
| 17-Apr | 1300ET | TBA | 20Y Bond R/O | 11-Apr |
| 18-Apr | 1300ET | TBA | 5Y TIPS | 11-Apr |
| 23-Apr | 1300ET | TBA | 2Y Note | 18-Apr |
| 24-Apr | 1130ET | TBA | 2Y Note FRN | 18-Apr |
| 24-Apr | 1300ET | TBA | 5Y Note | 18-Apr |
| 25-Apr | 1300ET | TBA | 7Y Note | 18-Apr |
