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 |
