US Treasury Auction Calendar

Sep-12 20:00By: Bill Sokolis
US

Treasury futures remain near lows (USZ4 126-04, -21) after the $22B 30Y auction re-open (912810UC0) tails slightly: 4.015% high yield vs. 4.000% WI; 2.38x bid-to-cover vs. 2.31x in the prior month.

  • Indirect take-up 68.68% vs. 65.32% prior; direct bidder take-up 15.66% vs. 15.50% prior; primary dealer take-up 15.66% vs. 19.18% prior (highest since November).
  • The next 30Y auction (re-open) is tentatively scheduled for October 10.
12-Sep 1130ET $80B 4W Bill (912797LT2), 4.965%
12-Sep 1130ET $80B 8W Bill (912797MB0), 4.990%
12-Sep 1300ET $22B 30Y Bond (912810UC0), 4.015% vs. 4.000% WI
16-Sep 1130ET $76B 13W Bill (912797LQ8)
16-Sep 1130ET $70B 26W Bill (912797KJ5)
17-Sep 1130ET $60B 42D Bill CMB (912797HE0)
17-Sep 1300ET $13B 20Y Bond R/O (912810UD8)
18-Sep 1130ET TBA 17W Bill TBA
19-Sep 1130ET TBA 4W Bill TBA
19-Sep 1130ET TBA 8W Biill TBA
19-Sep 1300ET $17B 10Y TIPS R/O (91282CLE9)
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
4-Nov 1300ET TBA 3Y Note 30-Oct
5-Nov 1300ET TBA 10Y Note 30-Oct
6-Nov 1300ET TBA 30Y Bond 30-Oct
20-Nov 1300ET TBA 20Y Bond 14-Nov
21-Nov 1300ET TBA 10Y TIPS 14-Nov
25-Nov 1300ET TBA 2Y Note 21-Nov
26-Nov 1130ET TBA 2Y FRN 21-Nov
26-Nov 1300ET TBA 5Y Note 21-Nov
27-Nov 1300ET TBA 7Y Note 21-Nov
10-Dec 1300ET TBA 3Y Note 5-Dec
11-Dec 1300ET TBA 10Y Note R/O 5-Dec
12-Dec 1300ET TBA 30Y Bond R/O 5-Dec
17-Dec 1300ET TBA 20Y Bond R/O 12-Dec
19-Dec 1300ET TBA 5Y TIPS R/O 12-Dec
23-Dec 1300ET TBA 2Y Note 19-Dec
24-Dec 1130ET TBA 2Y FRN 19-Dec
24-Dec 1300ET TBA 5Y Note 19-Dec
26-Dec 1300ET TBA 7Y Note 19-Dec
7-Jan 1300ET TBA 3Y Note 2-Jan
8-Jan 1300ET TBA 10Y Note R/O 2-Jan
9-Jan 1300ET TBA 30Y Bond R/O 2-Jan
22-Jan 1300ET TBA 20Y Bond R/O 16-Jan
23-Jan 1300ET TBA 10Y TIPS 16-Jan
27-Jan 1130ET TBA 2Y Note 23-Jan
27-Jan 1300ET TBA 5Y Note 23-Jan
28-Jan 1130ET TBA 2Y FRN 23-Jan
28-Jan 1300ET TBA 7Y Note 23-Jan