US Treasury Auction Calendar
Nov-20 19:17By: Bill Sokolis
US
Tsy futures climb higher (TYZ3 +3 to 108-27 high)after $16B 20Y bond auction (912810TW8) trades through: draws 4.780% high yield vs. 4.790% WI; 2.58x bid-to-cover vs. prior month's 2.59x.
- Indirect take-up 73.98% vs. 72.9% last month (highest since June, and vs 69.5% average); direct bidder take-up 16.51% vs. 15.2% prior; primary dealer take-up 9.51% vs. 11.9% (highest since April).
- The next 20Y auction (re-open) is tentatively scheduled for December 20.
| 20-Nov | 1130ET | $75B | 13W Bill | (912796Z28), 5.27% |
| 20-Nov | 1130ET | $68B | 26W Bill | (912797HR1), 5.23% |
| 20-Nov | 1300ET | $16B | 20Y Bond | (912810TW8), 4.78% vs. 4.79% WI |
| 21-Nov | 1130ET | $75B | 41D CMB Bill | (912797FW2) |
| 21-Nov | 1130ET | $26B | 2Y Note FRN R/O | (91282CJD4) |
| 21-Nov | 1300ET | $15B | 10Y TIPS R/O | (91282CHP9) |
| 22-Nov | 1130ET | TBA | 4W Bill | (912797HW0) |
| 22-Nov | 1130ET | TBA | 8W Bill | (812797JA6) |
| 22-Nov | 1130ET | TBA | 17W Bill | (912797JK4) |
| 27-Nov | 1130ET | TBA | 26W Bill | (912797HS9) |
| 27-Nov | 1130ET | TBA | 2Y Note | (91282CJL6) |
| 27-Nov | 1300ET | TBA | 13W Bill | (912797GP6) |
| 27-Nov | 1300ET | TBA | 5Y Note | (91282CJN2) |
| 28-Nov | 1130ET | TBA | 52W Bill | (912797HP5) |
| 28-Nov | 1300ET | TBA | 7Y Note | (91282CJM4) |
| 29-Nov | 1130ET | TBA | 17W Bill | TBA |
| 30-Nov | 1130ET | TBA | 4W Bill | TBA |
| 30-Nov | 1130ET | TBA | 8W Bill | TBA |
| 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 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 |
