US Treasury Auction Calendar
Dec-11 23:09By: Bill Sokolis
US
- 10Y Auction: Treasury futures extended lows (TYH4 109-31.5) but just as quickly rebound (110-03.5 last) after the $37B 10Y note auction re-open (91282CJJ1) tailed: 4.296% high yield vs. 4.282% WI; 2.53x bid-to-cover vs. 2.45x prior.
- Indirect take-up 63.83 vs. 69.73% prior; direct bidder take-up 18.87% from 15.17% prior; primary dealer take-up 17.30% vs. 15.10%.
- 3Y Auction: Treasury futures holding narrow range near session lows after $50B 3Y note auction (91282CJP7) tailed: 4.490% high yield vs. 4.472% WI; 2.42x bid-to-cover vs. 2.67x prior month.
- Indirect take-up receded to 52.08% vs. 60.60% prior; direct bidder take-up 21.69% vs. 19.13% prior; primary dealer take-up climbs to 26.24% vs. 16.26%.
| DATE | TIME | AMT | SECURITY | CUSIP, YIELD |
| 11-Dec | 1130ET | $50B | 3Y Note | (91282CJP7), 4.490% vs. 4.472% WI |
| 11-Dec | 1130ET | $68B | 26W Bill | (912797FS1), 5.19% |
| 11-Dec | 1300ET | $37B | 10Y Note R/O | (91282CJJ1), 4.296% vs. 4.282% WI |
| 11-Dec | 1300ET | $75B | 13W Bill | (912797GX9), 5.260% |
| 12-Dec | 1300ET | $70B | 42D Bill CMB | (912796ZY8) |
| 12-Dec | 1300ET | $21B | 30Y Bond R/O | (912810TV0) |
| 13-Dec | 1130ET | TBA | 17W Bill | (912797JN8) |
| 14-Dec | 1130ET | TBA | 4W Bill | (912797HZ3) |
| 14-Dec | 1130ET | TBA | 8W Bill | (912797JD0) |
| 18-Dec | 1130ET | TBA | 13W Bill | (912797LL9) |
| 18-Dec | 1130ET | TBA | 26W Bill | (912796ZW2) |
| 20-Dec | 1300ET | TBA | 20Y Bond R/O | (912810TW8) |
| 21-Dec | 1300ET | TBA | 5Y TIPS R/O | (91282CJH5) |
| 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 |
