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U.S. Treasury Auction Calendar

Tsys gap lower after $27B 30Y Bond auction (912810SZ2) tails 1.0Bp: 2.040% high yield vs. 2.030% WI; 2.21x bid-to-cover off 2.29x 5 auction avg.

  • Indirect take-up of 60.65% vs. 61.30% 5M avg;
  • Direct bidder take-up 21.00% vs. 5M avg of 19.37%;
  • Primary dealer take-up 18.35% vs. 5M average of 19.32%.
  • The next 30Y-Bond auction is scheduled for September 9
DateTimeAmtSecurityCusip, Yield
12-Aug1130ET$40B4W-Bill(912796L31), 0.045%
12-Aug1130ET$35B8W-Bill(912796M30), 0.055%
12-Aug1300ET$27B30Y-Bond(912810SZ2), 2.040% vs. 2.030% WI
16-Aug1130ET$51B13W-Bill(912796H69)
16-Aug1130ET$48B26W-Bill(912796L80)
17-Aug1130ET$20B42D-Bill CMB(912796F61)
17-Aug1130ET$50B57D-Bill CMB(912796ZB8)
18-Aug1300ET$27B20Y-Bond(912810SZ2)
19-Aug1130ETTBA4W-Bill17-Aug
19-Aug1130ETTBA8W-Bill17-Aug
19-Aug1300ET$8B30Y-TIPS R/O(912810SZV1)
23-Aug1130ETTBA13W-Bill19-Aug
23-Aug1130ETTBA26W-Bill19-Aug
24-Aug1300ETTBA2Y-Note19-Aug
25-Aug1300ETTBA5Y-Note19-Aug
25-Aug1300ETTBA2Y Note FRN R/O19-Aug
26-Aug1130ETTBA4W-Bill19-Aug
26-Aug1130ETTBA8W-Bill24-Aug
26-Aug1300ETTBA7Y-Note24-Aug
30-Aug1130ETTBA13W-Bill26-Aug
30-Aug1130ETTBA26W-Bill26-Aug
2-Sep1130ETTBA4W-Bill31-Aug
2-Sep1130ETTBA8W-Bill31-Aug
7-Sep1130ETTBA13W-Bill2-Sep
7-Sep1130ETTBA26W-Bill2-Sep
7-Sep1130ETTBA52W-Bill2-Sep
7-Sep1300ETTBA3Y-Note2-Sep
8-Sep1300ETTBA10Y-Note R/O2-Sep
9-Sep1130ETTBA4W-Bill2-Sep
9-Sep1130ETTBA8W-Bill7-Sep
9-Sep1300ETTBA30Y-Bond R/O7-Sep
13-Sep1130ETTBA13W-Bill9-Sep
13-Sep1130ETTBA26W-Bill9-Sep
16-Sep1130ETTBA4W-Bill14-Sep
16-Sep1130ETTBA8W-Bill14-Sep
20-Sep1130ETTBA13W-Bill16-Sep
20-Sep1130ETTBA26W-Bill16-Sep
21-Sep1130ETTBA20Y-Bond R/O16-Sep
22-Sep1300ETTBA2Y-Note FRN16-Sep
23-Sep1300ETTBA10Y-TIPS R/O16-Sep
23-Sep1130ETTBA4W-Bill21-Sep
23-Sep1130ETTBA8W-Bill21-Sep
27-Sep1130ETTBA13W-Bill23-Sep
27-Sep1130ETTBA26W-Bill23-Sep
27-Sep1300ETTBA2Y-Note23-Sep
27-Sep1300ETTBA5Y-Note23-Sep
28-Sep1300ETTBA7Y-Note23-Sep
30-Sep1130ETTBA4W-Bill23-Sep
30-Sep1130ETTBA8W-Bill28-Sep
4-Oct1130ETTBA13W-Bill30-Sep
4-Oct1130ETTBA26W-Bill30-Sep
5-Oct1130ETTBA52W-Bill30-Sep
7-Oct1130ETTBA4W-Bill5-Oct
7-Oct1130ETTBA8W-Bill5-Oct
12-Oct1130ETTBA13W-Bill7-Oct
12-Oct1130ETTBA26W-Bill7-Oct
12-Oct1130ETTBA3Y Note7-Oct
12-Oct1300ETTBA10Y Note R/O7-Oct
13-Oct1300ETTBA30Y Bond R/O7-Oct
14-Oct1130ETTBA4W-Bill12-Oct
14-Oct1130ETTBA8W-Bill12-Oct
18-Oct1130ETTBA13W-Bill14-Oct
18-Oct1130ETTBA26W-Bill14-Oct
20-Oct1300ETTBA20Y Bond R/O14-Oct
21-Oct1130ETTBA4W-Bill19-Oct
21-Oct1130ETTBA8W-Bill19-Oct
21-Oct1300ETTBA5Y TIPS14-Oct
25-Oct1130ETTBA13W-Bill21-Oct
25-Oct1130ETTBA26W-Bill21-Oct
26-Oct1300ETTBA2Y Note21-Oct
27-Oct1130ETTBA2Y Note FRN21-Oct
27-Oct1300ETTBA5Y Note21-Oct
28-Oct1130ETTBA4W-Bill26-Oct
28-Oct1130ETTBA8W-Bill26-Oct
28-Oct1300ETTBA7Y Note21-Oct
1-Nov1130ETTBA13W-Bill28-Oct
1-Nov1130ETTBA26W-Bill28-Oct
2-Nov1130ETTBA2W-Bill28-Oct

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