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US Treasury Auction Calendar

Second consecutive stop -- Tsy futures bounce off lows following strong $60B 2Y (91282CCU3) note draws 0.242% vs. 0.252% WI.

  • Bid-to-cover was 2.65x well over 5 month average of 2.53x.
  • Indirect take-up climbs to 60.54% from 52.76% in July (50.94% 5M avg); direct bidder take-up of 21.18% continues to outpace 5M avg of 18.77%; primary dealer take-up falls to 18.28% vs. 5-month average of 30.29%.
DateTimeAmtSecurityCusip/Yield
24-Aug1130ET$40B67D-Bill CMB(91282ZC6), 0.060%
24-Aug1300ET$60B2Y-Note(91282CCU3), 0.242% vs. 0.252% WI
25-Aug1130ET$30B119D-Bill CMB(912796P86)
25-Aug1130ET$26B2Y Note FRN R/O(91282CCQ2)
25-Aug1300ET$61B5Y-Note(91282CCW9)
26-Aug1130ET$30B4W-Bill(912796L56)
26-Aug1130ET$30B8W-Bill(912796M55)
26-Aug1300ET$62B7Y-Note(91282CCV1)
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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