US Treasury Auction Calendar

Jan-24 18:16By: Bill Sokolis
US

Treasury futures gapped lower/tested lows (5Y yield climbs to 4.0671%) after $61B 5Y note auction (91282CJW2) tails: 4.055% high yield vs. 4.035% WI; 2.31x bid-to-cover vs. 2.50x in the prior month.

  • Dealer take-up climbed to 20.37% vs 14.04% in December. Indirect take-up: 60.94% vs 70.6% prior, directs 18.69% vs 15.36% prior.
  • The next 5Y auction is tentatively scheduled for February 26
Date Time Amt Security Cusip, Yield
24-Jan 1130ET $28B 2Y Note FRN (91282CJU6), 0.245% vs. 0.200% prior
24-Jan 1130ET TBA 17W Bill (912797JY4), 5.185%
24-Jan 1300ET $61B 5Y Note (91282CJW2), 4.055% vs. 4.035% WI
25-Jan 1130ET $85B 4W Bill (912797JF5)
25-Jan 1130ET $85B 8W Bill (912797JK4)
25-Jan 1300ET $41B 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