US Treasury Auction Calendar
Sep-24 17:38By: Bill Sokolis
MNI (CHICAGO)
- Tsy futures holding firmer in the short end after an on-the-screws $69B 2Y note auction (91282CLP4): 3.520% high yield vs. 3.520% WI; 2.59x bid-to-cover vs. 2.68x prior.
- Indirect take-up 67.59% vs. 68.96% prior, directs 19.62% vs. 19.11% last month, primary dealer take-up 12.79% vs. 11.93% prior.
- The next 2Y auction is tentatively scheduled for October 28.
| 24-Sep | 1130ET | $60B | 42D Bill CMB | (912797LC9), 4.62% |
| 24-Sep | 1300ET | $69B | 2Y Note | (91282CLP4), 3.520% vs. 3.520% WI |
| 25-Sep | 1130ET | TBA | 2Y Note FRN | (91282CLA7) |
| 25-Sep | 1300ET | $70B | 5Y Note | (91282CLN9) |
| 26-Sep | 1300ET | $44B | 7Y Note | (91282CLM1) |
| 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 |
