US Treasury Auction Calendar
Dec-28 18:20By: Bill Sokolis
US
Tsys futures extending lows (TYH4 112-28.5 low) after the $40B 7Y note auction (91282CJQ5) tails 1.9bp: 3.859% high yield vs. 3.840% WI; 2.50x bid-to-cover vs. 2.44x last month.
- Indirect take-up 63.71% vs. 63.90% prior; Direct take-up: 19.37% vs. 15.85% prior; Primary dealer take-up to 16.92% vs. 20.3% prior auction.
- The next 7Y auction is tentatively scheduled for January 25.
| Date | Time | Amt | Security | Cusip |
| 28-Dec | 1130ET | $80B | 4W Bill | (912797JB4), 5.325% |
| 28-Dec | 1130ET | $80B | 8W Bill | (912797JF5), 5.285% |
| 28-Dec | 1300ET | $40B | 7Y Note | (91282CJQ5), 3.859% vs. 3.840% WI |
| 2-Jan | 1130ET | $75B | 13W Bill | (912797GZ4) |
| 2-Jan | 1130ET | $68B | 26W Bill | (912796Y52) |
| 2-Jan | 1300ET | $70B | 42D-Bill CMB | (912797GN1) |
| 3-Jan | 1130ET | TBA | 17W Bill | |
| 4-Jan | 1130ET | TBA | 4W Bill | |
| 4-Jan | 1130ET | TBA | 8W Bill | |
| 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 |
