US Treasury Auction Calendar
Aug-07 18:04By: Bill Sokolis
US
Review 10Y Auction: Weak Sale, 3Bp Tail
- Treasury futures extend session lows (TYU4 -18.5 to 112-26), but rebounds to 112-29 after the $42B 10Y auction (91282CLF6) tails 3bp: 3.960% high yield vs. 3.930% WI; 2.32x bid-to-cover is lowest since Dec'22 vs. 2.58x prior last month.
- Indirect take-up 66.17% from 67.61% prior; direct bidder take-up falls to 15.95% from 20.86% prior; primary dealer take-up largest since April at 17.88% vs. 11.53% prior.
- The next 10Y auction (re-open) is tentatively scheduled for September 11.
| Date | Time | Amt | Security | Cusip, Yield |
| 7-Aug | 1130ET | $60B | 17W Bill | (912797MN4), 4.99% |
| 7-Aug | 1300ET | $42B | 10Y Note | (91282CLF6), 3.960% vs. 3.930% WI |
| 8-Aug | 1130ET | $95B | 4W Bill | (912797LG0) |
| 8-Aug | 1130ET | $90B | 8W Bill | (912797LS4) |
| 8-Aug | 1300ET | $25B | 30Y Note | (912810UC0) |
| 12-Aug | 1130ET | TBA | 13W Bill | (912797LD7) |
| 12-Aug | 1130ET | TBA | 26W Bill | (912797MK0) |
| 13-Aug | 1130ET | TBA | 42D Bill CMB | (912797KM8) |
| 21-Aug | 1300ET | TBA | 30Y Tips R/O | 15-Aug |
| 22-Aug | 1300ET | $16B | 20Y Bond | 15-Aug |
| 27-Aug | 1300ET | $69B | 2Y Note | 22-Aug |
| 28-Aug | 1130ET | TBA | 2Y Note FRN R/O | 22-Aug |
| 28-Aug | 1300ET | $70B | 5Y Note | 22-Aug |
| 29-Aug | 1300ET | $44B | 7Y Note | 22-Aug |
| 10-Sep | 1300ET | $58B | 3Y Note | 5-Sep |
| 11-Sep | 1300ET | $39B | 10Y Note | 5-Sep |
| 12-Sep | 1300ET | $22B | 30Y Bond | 5-Sep |
| 17-Sep | 1300ET | $13B | 20Y Bond R/O | 12-Sep |
| 19-Sep | 1300ET | TBA | 10Y TIPS R/O | 12-Sep |
| 24-Sep | 1300ET | $69B | 2Y Note | 19-Sep |
| 25-Sep | 1130ET | TBA | 2Y Note FRN | 19-Sep |
| 25-Sep | 1300ET | $70B | 5Y Note | 19-Sep |
| 26-Sep | 1300ET | $44B | 7Y Note | 19-Sep |
| 8-Oct | 1300ET | $58B | 3Y Note | 3-Oct |
| 9-Oct | 1300ET | $39B | 10Y Note R/O | 3-Oct |
| 10-Oct | 1300ET | $22B | 30Y Note R/O | 3-Oct |
| 23-Oct | 1300ET | $13B | 20Y Bond R/O | 17-Oct |
| 24-Oct | 1300ET | TBA | 5Y TIPS | 17-Oct |
| 28-Oct | 1130ET | $69B | 2Y Note | 24-Oct |
| 28-Oct | 1300ET | $70B | 5Y Note | 24-Oct |
| 29-Oct | 1130ET | TBA | 2Y FRN Note | 24-Oct |
| 29-Oct | 1300ET | $44B | 7Y Note | 24-Oct |
