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US Treasury Auction Calendar

Tsy futures back to recent session lows after $12B 20Y bond auction re-open (912810TK4) tails: 4.395% high yield vs. 4.375% WI; 2.5x bid-to-cover vs. prior month's 2.65x.
  • Indirect take-up falls to 63.70% vs. 75.32% prior month; direct bidder take-up 19.86% vs. 16.62% prior; primary dealer take-up 16.43% vs. 8.06%.
  • Next 20Y auction (re-open) is tentatively scheduled for November 16.
19-Oct1130ET$33B17W Bill(912796Y60), 4.140%
19-Oct1300ET$12B20Y Bond re-open(912810TK4), 4.395% vs. 4.375% WI
20-Oct1130ET$65B4W Bill(912796YR4)
20-Oct1130ET$55B8W Bill(912796YZ6)
20-Oct1300ET$21B5Y TIPS(91282CFR7)
25-Oct1300ETTBA2Y Note(91282CFQ9)
26-Oct1130ETTBA2Y FRN(91282CFS5)
26-Oct1300ETTBA5Y Note(91282CFU0)
27-Oct1300ETTBA7Y Note(91282CFT3)
8-Nov1300ETTBA3Y Note2-Nov
9-Nov1300ETTBA10Y Note2-Nov
10-Nov1300ETTBA30Y Bond2-Nov
16-Nov1300ETTBA20Y Bond10-Nov
17-Nov1300ETTBA10Y TIPS Re-open10-Nov
21-Nov1130ETTBA2Y Note17-Nov
21-Nov1300ETTBA5Y Note17-Nov
22-Nov1130ETTBA2Y Note FRN R/O17-Nov
22-Nov1300ETTBA7Y Note17-Nov
12-Dec1130ETTBA3Y Note8-Dec
12-Dec1300ETTBA10Y Note Reopen8-Dec
13-Dec1300ETTBA30Y Bond Reopen8-Dec
21-Dec1300ETTBA5Y TIPS Reopen15-Dec
22-Dec1300ETTBA20Y Bond Reopen15-Dec
27-Dec1300ETTBA2Y Note22-Dec
28-Dec1130ETTBA2Y Note FRN R/O22-Dec
28-Dec1300ETTBA5Y Note22-Dec
29-Dec1300ETTBA7Y Note22-Dec
10-Jan1300ETTBA3Y Note5-Jan
11-Jan1300ETTBA10Y Note Reopen5-Jan
12-Jan1300ETTBA30Y Bond Reopen5-Jan
18-Jan1300ETTBA20Y Bond Reopen12-Jan
19-Jan1300ETTBA10Y TIPS12-Jan
24-Jan1300ETTBA2Y Note19-Jan
25-Jan1130ETTBA2Y Note FRN19-Jan
25-Jan1300ETTBA5Y Note19-Jan
26-Jan1300ETTBA7Y Note19-Jan

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