US Treasury Auction Calendar

Mar-13 17:10By: Bill Sokolis
US

Strong 30Y Bond auction reopen, stops through for the fourth consecutive auction.

Treasury futures paring losses (USM4 120-17, -7 vs. 120-04 low) after $22B 30Y auction (912810TX6) re-open stops through for the fourth consecutive time: 4.331% high yield vs. 4.352% WI; 2.47x bid-to-cover vs. 2.40x in the prior month.

  • Indirect take-up 69.29% vs. 70.70% prior; direct bidder take-up climbs to 16.77% vs. 14.49% prior; primary dealer take-up 13.93% vs. 14.52%.
  • The next 30Y auction (re-open) is tentatively scheduled for April 11.
Date Time Amt Security Cusip, Yield
13-Mar 1130ET $60B 17W Bills (912797KP1), 5.210%
13-Mar 1300ET $22B 30Y Bond R/O (912810TX6), 4.331% vs. 4.352% WI
14-Mar 1130ET TBA 4W Bill (912797JN8)
14-Mar 1130ET TBA 8W Bill (912797JW8)
18-Mar 1130ET TBA 13W Bill 14-Mar
18-Mar 1130ET TBA 26W Bill 14-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