US Treasury Auction Calendar: 2Y Tail
Apr-22 17:40By: Bill Sokolis
US Treasuries+ 1
Tsy futures retreated slightly (TYM5 -1 at 110-25) after the latest $69B 2Y note auction (91282CMY4) tailed: 3.795% high yield vs. 3.790% WI; 2.52x bid-to-cover vs. 2.66x prior.
- Peripheral stats has Indirect take-up falls to 56.18% from 75.77% prior, directs surge to 30.08% vs. 13.58% prior, primary dealer take-up 13.74% vs. 10.65% prior.
- The next 2Y auction is tentatively scheduled for May 27.
| 22-Apr | 1130ET | $70B | 6W Bills | (912797NP8), 4.240% |
| 22-Apr | 1300ET | $69B | 2Y Note | (91282CMY4), 3.795% vs. 3.790% WI |
| 23-Apr | 1130ET | TBA | 17W Bills | (912797QL4) |
| 23-Apr | 1130ET | $30B | 2Y FRN | (91282CMX6) |
| 23-Apr | 1300ET | $70B | 5Y Note | (91282CMZ1) |
| 24-Apr | 1130ET | TBA | 4W Bills | (912797PK7) |
| 24-Apr | 1130ET | TBA | 8W Bills | (912797PT8) |
| 24-Apr | 1300ET | $44B | 7Y Note | (91282CNA5) |
| 28-Apr | 1130ET | TBA | 13W Bills | (912797PG6) |
| 28-Apr | 1130ET | TBA | 26W Bills | (912767NA1) |
| 29-Apr | 1130ET | TBA | 6W Bills | (912797LN5) |
| 30-Apr | 0830ET | TBA | Tsy Refunding Annc | |
| 30-Apr | 1130ET | TBA | 17W Bills | |
| 1-May | 1130ET | TBA | 4W Bills | |
| 1-May | 1130ET | TBA | 8W Bills | |
| 5-May | 1300ET | TBA | 3Y Note | 30-Apr |
| 6-May | 1300ET | TBA | 10Y Note | 30-Apr |
| 8-May | 1300ET | TBA | 30Y Bond | 30-Apr |
| 21-May | 1300ET | TBA | 10Y TIPS | 15-May |
| 22-May | 1300ET | TBA | 20Y Bond | 15-May |
| 27-May | 1300ET | TBA | 2Y Note | 22-May |
| 28-May | 1130ET | TBA | 2Y FRN | 22-May |
| 28-May | 1300ET | TBA | 5Y Note | 22-May |
| 29-May | 1300ET | TBA | 7Y Note | 22-May |
| 10-Jun | 1300ET | TBA | 3Y Note | 5-Jun |
| 11-Jun | 1300ET | TBA | 10Y Note R/O | 5-Jun |
| 12-Jun | 1300ET | TBA | 30Y Bond R/O | 5-Jun |
| 16-Jun | 1300ET | TBA | 20Y Bond R/O | 12-Jun |
| 17-Jun | 1300ET | TBA | 5Y TIPS R/O | 12-Jun |
| 24-Jun | 1300ET | TBA | 2Y Note | 18-Jun |
| 25-Jun | 1300ET | TBA | 2Y FRN | 18-Jun |
| 25-Jun | 1300ET | TBA | 5Y Note | 18-Jun |
| 26-Jun | 1300ET | TBA | 7Y Note | 18-Jun |
| 8-Jul | 1300ET | TBA | 3Y Note | 3-Jul |
| 9-Jul | 1300ET | TBA | 10Y Note R/O | 3-Jul |
| 10-Jul | 1300ET | TBA | 30Y Bond R/O | 3-Jul |
| 23-Jul | 1300ET | TBA | 20Y Bond R/O | 17-Jul |
| 24-Jul | 1300ET | TBA | 10Y TIPS | 17-Jul |
| 28-Jul | 1130ET | TBA | 2Y Note | 24-Jul |
| 28-Jul | 1300ET | TBA | 5Y Note | 24-Jul |
| 29-Jul | 1130ET | TBA | 2Y FRN | 24-Jul |
| 29-Jul | 1300ET | TBA | 7Y Note | 24-Jul |
