US Treasury Auction Calendar
Jan-17 18:37By: Bill Sokolis
US
Tsy futures dipped (TYH3 111-13.5) after $13B 20Y bond auction re-open (912810TW8) tailed: drawing 4.423% high yield vs. 4.415% WI; 2.53x bid-to-cover vs. prior month's 2.55x.
- Indirect take-up 62.16% vs. 66.4% last month; direct bidder take-up 20.51% vs. 20.71% prior; primary dealer take-up 17.33% vs. 12.89%.
- The next 20Y auction (new) is tentatively scheduled for February 21.
| Date | Time | Amt | Security | Cusip, Yield |
| 17-Jan | 1130ET | $58B | 17W Bill | (912797JX6), 5.185% |
| 17-Jan | 1300ET | TBA | 20Y Bond R/O | (912810TW8), 4.423% vs. 4.415% WI |
| 18-Jan | 1130ET | $85B | 4W Bill | (912797JE8) |
| 18-Jan | 1130ET | $85B | 8W Bill | (912797JJ7) |
| 18-Jan | 1300ET | TBA | 10Y TIPS | (91282CJY8) |
| 22-Jan | 1130ET | TBA | 13W Bill | (912797HG5) |
| 22-Jan | 1130ET | TBA | 26W Bill | (912797JT5) |
| 23-Jan | 1130ET | TBA | 52W Bill | (912797JR9) |
| 23-Jan | 1300ET | TBA | 2Y Note | (91282CJV4) |
| 24-Jan | 1130ET | TBA | 2Y Note FRN | (91282CJU6) |
| 24-Jan | 1130ET | TBA | 17W Bill | 18-Jan |
| 24-Jan | 1300ET | TBA | 5Y Note | (91282CJW2) |
| 25-Jan | 1300ET | TBA | 7Y Note | (91282CJX0) |
| 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 |
