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 |
