US Treasury Auction Calendar
Apr-17 17:50By: Bill Sokolis
US
Treasuries rally after strong $13B 20Y bond auction, second consecutive stop through.
Tsy futures gap higher: TYM3 108-05.5 (well below technical resistance of 108-25.5 (April 12 High)) after strong $13B 20Y bond auction (912810TZ1) stops through for the second consecutive time: 4.818% high yield vs. 4.840% WI; 2.39x bid-to-cover vs. prior month's 2.79x.
- Indirect take-up the highest since Feb'23 at 74.71% vs. 73.49% last month; direct bidder take-up 16.21% vs. 17.16% prior; primary dealer take-up the lowest since Jun'23 at 9.09% vs. 9.35% prior.
- The next 20Y auction (re-open) is tentatively scheduled for May 22.
| Date | Time | Amt | Security | Cusip, Yield |
| 17-Apr | 1130ET | $60B | 17W Bill | (912797KY2) 5.240% |
| 17-Apr | 1300ET | $13B | 20Y Bond R/O | (912810TZ1), 4.818% vs. 4.840% WI |
| 18-Apr | 1130ET | $70B | 4W Bill | (912797JX6) |
| 18-Apr | 1130ET | $75B | 8W Bill | (912797KF3) |
| 18-Apr | 1300ET | $23B | 5Y TIPS | (91282CKL4) |
| 22-Apr | 1130ET | TBA | 13W Bill | (912797JT5) |
| 22-Apr | 1130ET | TBA | 26W Bill | (912797KV8) |
| 23-Apr | 1300ET | TBA | 2Y Note | (91282CKP5) |
| 24-Apr | 1130ET | TBA | 2Y Note FRN | (91282CKM2) |
| 24-Apr | 1130ET | TBA | 17W Bills | |
| 24-Apr | 1300ET | TBA | 5Y Note | (91282CKP5) |
| 25-Apr | 1300ET | TBA | 7Y Note | (91282CKN0) |
| 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 |
