US Treasury Auction Calendar
Sep-17 17:58By: Bill Sokolis
US
Review 20Y Bond Auction Re-Open: 2Bp Tail
Tsy futures dip/hold near session lows (TYZ4 trading 115-09.5, -8.5), after $13B 20Y bond auction reopen (912810UD8) tailed: 4.039% high yield vs. 4.018% WI; 2.51x bid-to-cover (lowest since May) vs. prior month's 2.54x.
- Indirect take-up falls back to 65.09% vs. 71.00% last month; direct bidder take-up 16.28% vs. 19.27% prior; primary dealer take-up at surged to 18.62% vs. 9.72% prior.
- The next 20Y auction (re-open) is tentatively scheduled for October 23.
| Date | Time | Amt | Security | Cusip, Yield |
| 17-Sep | 1130ET | $60B | 42D Bill CMB | (912797HE0), 4.920% |
| 17-Sep | 1300ET | $13B | 20Y Bond R/O | (912810UD8), 4.039% vs. 4.018% WI |
| 18-Sep | 1130ET | $60B | 17W Bill | (912797MY0) |
| 19-Sep | 1130ET | $80B | 4W Bill | (912797LU9) |
| 19-Sep | 1130ET | $80B | 8W Biill | (912797MC8) |
| 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 |
