US Treasury Auction Calendar

Feb-07 18:32By: Bill Sokolis
US

Strong auction demand, 10Y stops 1.2Bp through.

  • Treasury futures pared losses briefly following decent $42B 10Y sale (91282CJZ5) stops 1.2bp through: 4.093% high yield vs. 4.105% WI; 2.56x bid-to-cover steady to prior.
  • Indirect take-up 70.97% vs. 66.11% prior; direct bidder take-up 16.05% from 18.74% prior; primary dealer take-up 12.98% vs. 15.15%.
  • The next 10Y auction is tentatively scheduled for March 12.
Date Time Amt Security Cusip, Yield
7-Feb 1130ET $60B 17W Bill (912797KE6), 5.180%
7-Feb 1300ET $42B 10Y Note (91282CJZ5), 4.093% vs. 4.105% WI
8-Feb 1130ET $95B 4W Bill (912797JH1)
8-Feb 1130ET $90B 8W Bill (912797JM0)
8-Feb 1300ET $25B 30Y Bond (912810TX6)
12-Feb 1130ET TBA 13W Bill (912797FH5)
12-Feb 1130ET TBA 26W Bill (912797GK7)
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
7-May 1300ET TBA 3Y Note 1-May
8-May 1300ET TBA 10Y Note 1-May
9-May 1300ET TBA 30Y Bond 1-May
22-May 1300ET TBA 20Y Bond 16-May
23-May 1300ET TBA 10Y TIPS R/O 16-May
28-May 1130ET TBA 2Y Note 23-May
28-May 1300ET TBA 5Y Note 23-May
29-May 1130EY TBA 2Y FRN R/O 23-May
29-May 1300ET TBA 7Y Note 23-May
10-Jun 1300ET TBA 3Y Note 6-Jun
11-Jun 1300ET TBA 10Y Note R/O 6-Jun
13-Jun 1300ET TBA 30Y Bond R/O 6-Jun
18-Jun 1300ET TBA 5Y TIPS R/O 13-Jun
20-Jun 1300ET TBA 20Y Bond R/O 13-Jun
25-Jun 1300ET TBA 2Y Note 20-Jun
26-Jun 1130ET TBA 2Y FRN R/O 20-Jun
26-Jun 1300ET TBA 5Y Note 20-Jun
27-Jun 1300ET TBA 7Y Note 20-Jun
9-Jul 1300ET TBA 3Y Note 3-Jul
10-Jul 1300ET TBA 10Y Note R/O 3-Jul
11-Jul 1300ET TBA 30Y Bond R/O 3-Jul
17-Jul 1300ET TBA 20Y Bond R/O 11-Jul
18-Jul 1300ET TBA 10Y TIPS 11-Jul
23-Jul 1300ET TBA 2Y Note 18-Jul
24-Jul 1130ET TBA 2Y Note FRN 18-Jul
24-Jul 1300ET TBA 5Y Note 18-Jul
25-Jul 1300ET TBA 7Y Note 18-Jul