US Treasury Auction Calendar
Dec-26 18:14By: Bill Sokolis
US
- Tsy futures bounce (TYH4 +2 at 112-21, FVH4 steady) after the $57B 2Y note auction (91282CJS1) trades through: 4.314% high yield vs. 4.320% WI; 2.68x bid-to-cover vs. 2.54x prior.
- Indirect take-up climbed back to 61.85% vs. 57.38% prior (5-auction average of 65.2%), directs took 19.51% vs. 23.86% last month (20.05% 5-auction average), primary dealer take-up 18.63%
- The next 2Y auction is tentatively scheduled for January 23.
| Date | Time | Amt | Security | Cusip, Yield |
| 26-Dec | 1130ET | $75B | 13W Bill | (912797GY7), 5.260% |
| 26-Dec | 1130ET | $68B | 26W Bill | (912796Y45), 5.080% |
| 26-Dec | 1300ET | $44B | 52W Bill | (912796ZV4), 4.595% |
| 26-Dec | 1300ET | $57B | 2Y Note | (91282CJS1), 4.314% vs. 4.320% WI |
| 27-Dec | 1130ET | $70B | 42D Bill CMB | (912797GM3) |
| 27-Dec | 1130ET | $56B | 17W Bill | (912797JQ1) |
| 27-Dec | 1300ET | $26B | 2Y FRN R/O | (91282CJD4) |
| 27-Dec | 1300ET | $58B | 5Y Note | (91282CJR3) |
| 28-Dec | 1130ET | $80B | 4W Bill | (912797JB4) |
| 28-Dec | 1130ET | $80B | 8W Bill | (912797JF5) |
| 28-Dec | 1300ET | $40B | 7Y Note | (91282CJQ5) |
| 2-Jan | 1130ET | TBA | 13W Bill | (912797GZ4) |
| 2-Jan | 1130ET | TBA | 26W Bill | (912796Y52) |
| 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 |
