November 09, 2022 19:36 GMT
US Treasury Auction Calendar
$35B 10Y Note auction tails, Tsys Sell-off
Tsy futures sell-off, curves steepening after $35B 10Y note auction (91282CFD8) tails yet again w/ 4.140% high yield vs. 4.107% WI; 2.23x bid-to-cover vs. 2.34x prior.
- Indirect take-up 57.5% vs. 56.79% prior; direct bidder take-up 18.07 from 23.51%, primary dealer take-up 24.43% vs. 19.70%.
- Next 10Y auction is tentatively scheduled for December 12.
DATE | TIME | AMT | SECURITY | CUSIP, YIELD |
9-Nov | 1130ET | $33B | 17W Bill | (912796Z69), 4.30% |
9-Nov | 1300ET | $35B | 10Y Note | (91282CFV8), 4.14% vs. 4.107% WI |
10-Nov | 1130ET | $65B | 4W Bill | (912796YY9) |
10-Nov | 1130ET | $55B | 8W Bill | (912796ZJ1) |
10-Nov | 1300ET | $21B | 30Y Bond | (912810TL2) |
14-Nov | 1130ET | TBA | 13W Bill | (912796YA1) |
14-Nov | 1130ET | TBA | 26W Bill | (912796W47) |
16-Nov | 1300ET | TBA | 20Y Bond | (912810TM0) |
17-Nov | 1300ET | TBA | 10Y TIPS Re-open | (91282CEZ0) |
21-Nov | 1130ET | TBA | 2Y Note | 17-Nov |
21-Nov | 1300ET | TBA | 5Y Note | 17-Nov |
22-Nov | 1130ET | TBA | 2Y Note FRN R/O | 17-Nov |
22-Nov | 1300ET | TBA | 7Y Note | 17-Nov |
12-Dec | 1130ET | TBA | 3Y Note | 8-Dec |
12-Dec | 1300ET | TBA | 10Y Note Reopen | 8-Dec |
13-Dec | 1300ET | TBA | 30Y Bond Reopen | 8-Dec |
21-Dec | 1300ET | TBA | 5Y TIPS Reopen | 15-Dec |
22-Dec | 1300ET | TBA | 20Y Bond Reopen | 15-Dec |
27-Dec | 1300ET | TBA | 2Y Note | 22-Dec |
28-Dec | 1130ET | TBA | 2Y Note FRN R/O | 22-Dec |
28-Dec | 1300ET | TBA | 5Y Note | 22-Dec |
29-Dec | 1300ET | TBA | 7Y Note | 22-Dec |
10-Jan | 1300ET | TBA | 3Y Note | 5-Jan |
11-Jan | 1300ET | TBA | 10Y Note Reopen | 5-Jan |
12-Jan | 1300ET | TBA | 30Y Bond Reopen | 5-Jan |
18-Jan | 1300ET | TBA | 20Y Bond Reopen | 12-Jan |
19-Jan | 1300ET | TBA | 10Y TIPS | 12-Jan |
24-Jan | 1300ET | TBA | 2Y Note | 19-Jan |
25-Jan | 1130ET | TBA | 2Y Note FRN | 19-Jan |
25-Jan | 1300ET | TBA | 5Y Note | 19-Jan |
26-Jan | 1300ET | TBA | 7Y Note | 19-Jan |
7-Feb | 1300ET | TBA | 3Y Note | 1-Feb |
8-Feb | 1300ET | TBA | 10Y Note | 1-Feb |
9-Feb | 1300ET | TBA | 30Y Bond | 1-Feb |
15-Feb | 1300ET | TBA | 20Y Bond | 9-Feb |
16-Feb | 1300ET | TBA | 30Y TIPS | 9-Feb |
21-Feb | 1300ET | TBA | 2Y Note | 16-Feb |
22-Feb | 1130ET | TBA | 2Y Note FRN R/O | 16-Feb |
22-Feb | 1300ET | TBA | 5Y Note | 16-Feb |
23-Feb | 1300ET | TBA | 7Y Note | 16-Feb |
7-Mar | 1300ET | TBA | 3Y Note | 2-Mar |
8-Mar | 1300ET | TBA | 10Y Note R/O | 2-Mar |
9-Mar | 1300ET | TBA | 30Y Bond R/O | 2-Mar |
21-Mar | 1300ET | TBA | 20Y Bond R/O | 16-Mar |
23-Mar | 1300ET | TBA | 10Y TIPS R/O | 16-Mar |
27-Mar | 1300ET | TBA | 2Y Note | 23-Mar |
28-Mar | 1300ET | TBA | 5Y Note | 23-Mar |
29-Mar | 1130ET | TBA | 2Y Note FRN R/O | 23-Mar |
29-Mar | 1300ET | TBA | 7Y Note | 23-Mar |
11-Apr | 1300ET | TBA | 3Y Note | 6-Apr |
12-Apr | 1300ET | TBA | 10Y Note R/O | 6-Apr |
13-Apr | 1300ET | TBA | 30Y Bond R/O | 6-Apr |
19-Apr | 1300ET | TBA | 20Y Bond R/O | 13-Apr |
20-Apr | 1300ET | TBA | 5Y TIPS | 13-Apr |
25-Apr | 1300ET | TBA | 2Y Note | 20-Apr |
26-Apr | 1130ET | TBA | 2Y Note FRN | 20-Apr |
26-Apr | 1300ET | TBA | 5Y Note | 20-Apr |
27-Apr | 1300ET | TBA | 7Y Note | 20-Apr |
437 words