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US Treasury Auction Calendar

  • Tsy futures remain under pressure -- near late morning lows after another tail: $59B 5Y note auction (91282CDK4) with 1.319% high yield vs. 1.309% WI; 2.34x bid-to-cover recedes vs. last month's 2.55x.
  • Tsy futures extending session lows after $58B 2Y note auction (91282CDM0) tailed with 0.623% high yield vs. 0.610% WI; 2.36x bid-to-cover drops vs Oct's 2.69x well over five auction avg: 2.54x.
DateTimeAmtSecurityHigh Yield, WI
22-Nov1130ET$51B26W-Bill0.07%
22-Nov1130ET$58B2Y Note0.623% vs. 0.610% WI
22-Nov1300ET$57B13W-Bill0.05%
22-Nov1300ET$59B5Y Note1.319% vs. 1.309% WI
23-Nov1130ET$40B35D-Bill CMB(912796Y94)
23-Nov1130ET$24B2Y FRN R/O(91282CDE8)
23-Nov1300ET$59B7Y Note(91282CDL2)
24-Nov1130ETTBA4W-Bill(912796P86)
24-Nov1130ETTBA8W-Bill(912796Q85)
29-Nov1130ETTBA13W-Bill(912796L98)
29-Nov1130ETTBA26W-Bill(912796Q44)
30-Nov1130ETTBA52W-Bill(912796P94)
2-Dec1130ETTBA4W-Bill30-Nov
2-Dec1130ETTBA8W-Bill30-Nov
6-Dec1130ETTBA13W-Bill2-Dec
6-Dec1130ETTBA26W-Bill2-Dec
7-Dec1300ET$54B3Y Note2-Dec
8-Dec1300ET$36B10Y Note R/O(91282CDJ7)
9-Dec1130ETTBA4W-Bill7-Dec
9-Dec1130ETTBA8W-Bill7-Dec
9-Dec1300ET$22B30Y Bond R/O(912810TB4)
13-Dec1130ETTBA13W-Bill9-Dec
13-Dec1130ETTBA26W-Bill9-Dec
16-Dec1130ETTBA4W-Bill14-Dec
16-Dec1130ETTBA8W-Bill14-Dec
20-Dec1130ETTBA13W-Bill16-Dec
20-Dec1130ETTBA26W-Bill16-Dec
22-Dec1300ET$20B20Y Bond R/O16-Dec
23-Dec1130ETTBA4W-Bill21-Dec
23-Dec1130ETTBA8W-Bill21-Dec
23-Dec1300ET$17B5Y TIPS R/O16-Dec
27-Dec1130ETTBA13W-Bill23-Dec
27-Dec1130ETTBA26W-Bill23-Dec
27-Dec1300ET$56B2Y Note23-Dec
28-Dec1130ETTBA52W Bill23-Dec
28-Dec1300ET$57B5Y Note23-Dec
29-Dec1300ET$24B2Y FRN R/O23-Dec
30-Dec1130ETTBA4W-Bill28-Dec
30-Dec1130ETTBA8W-Bill28-Dec

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