US Treasury Auction Calendar
Mar-25 17:39By: Bill Sokolis
US
2Y Note Auction: Small Tail
- Tsy futures trade near recent lows after the $66B 2Y note auction (91282CKH3) draws 4.595% high yield vs. 4.592% WI; 2.62x bid-to-cover vs. 2.49x prior.
- Indirect take-up at 65.76% vs. 65.16% prior, directs took 20.88% vs. 20.11% last month, primary dealer take-up 13.36% vs. 14.73% prior.
- The next 2Y auction is tentatively scheduled for April 23.
| Date | Time | Amt | Security | Cusip, Yield |
| 25-Mar | 1130ET | $73B | 13W Bill | (912796Y45) 5.23% |
| 25-Mar | 1130ET | $70B | 26W Bill | (912797KM8) 5.105% |
| 25-Mar | 1300ET | $66B | 2Y Note | (91282CKH3), 4.595% vs. 4.592% WI |
| 26-Mar | 1130ET | $70B | 42D Bill CMB | (912797HQ3) |
| 26-Mar | 1300ET | $67B | 5Y Note | (91282CKG5) |
| 27-Mar | 1130ET | $28B | 2Y FRN R/O | (91282CJU6) |
| 27-Mar | 1130ET | TBA | 17W Bill | (912797KR7) |
| 27-Mar | 1300ET | $43B | 7Y Note | (91282CKF7) |
| 28-Mar | 1130ET | TBA | 4W Bill | (912797JQ1) |
| 28-Mar | 1130ET | TBA | 8W Bill | (912797JY4) |
| 1-Apr | 1130ET | TBA | 13W Bill | (912796Y52) |
| 1-Apr | 1130ET | TBA | 26W Bill | (912797GW1) |
| 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 |
