Free Trial

US Treasury Auction Calendar

Tsy 10Y note sales continue to underperform, today's the largest tail in 10s this year, Nov is second, April auction third.
  • 10Y Note Auction: Tsy futures gap lower, extend session lows after $32B 10Y note auction re-open (91282CFV8) tails yet again w/ 3.625% high yield vs. 3.590% WI; 2.31x bid-to-cover vs. 2.23x prior.
    • Indirect take-up 59.45% vs. 57.5% prior; direct bidder take-up 18.70 from 18.07%, primary dealer take-up 21.86% vs. 24.43%.
  • 3Y Note Auction: Little react in Treasury futures, holding weaker after $40B 3Y note auction (91282CGA3) 4.093% high yield vs. 4.092% WI; 2.55x bid-to-cover vs. 2.57x last month.
    • Indirect take-up to 61.71% vs. 62.18% prior; direct bidder take-up at 20.44% vs. 17.04% prior; primary dealer take-up 17.85% vs. 20.78%.
DateTimeAmtSecurityCusip, Yield
12-Dec1130ET$45B26W Bill(912796X53), 4.630%
12-Dec1130ET$40B3Y Note(91282CGA3), 4.093% vs. 4.092% WI
12-Dec1300ET$54B13W Bill(912796YL7), 4.270%
12-Dec1300ET$32B10Y Note Reopen(91282CFV8), 3.625% vs. 3.590% WI
13-Dec1300ET$18B30Y Bond Reopen(912810TL2)
14-Dec1130ETTBA17W-Bill (912796CU1)
15-Dec1130ETTBA4W Bill(912796ZK8)
15-Dec1130ETTBA8W Bill(912796ZU6)
19-Dec1130ETTBA13W Bill(912796U31)
19-Dec1130ETTBA26W Bill(912796ZQ5)
21-Dec1300ETTBA20Y Bond Reopen(912810TM0)
22-Dec1300ETTBA5Y TIPS Reopen(91282CFR7)
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
7-Feb1300ETTBA3Y Note1-Feb
8-Feb1300ETTBA10Y Note1-Feb
9-Feb1300ETTBA30Y Bond1-Feb
15-Feb1300ETTBA20Y Bond9-Feb
16-Feb1300ETTBA30Y TIPS9-Feb
21-Feb1300ETTBA2Y Note16-Feb
22-Feb1130ETTBA2Y Note FRN R/O16-Feb
22-Feb1300ETTBA5Y Note16-Feb
23-Feb1300ETTBA7Y Note16-Feb
7-Mar1300ETTBA3Y Note2-Mar
8-Mar1300ETTBA10Y Note R/O2-Mar
9-Mar1300ETTBA30Y Bond R/O2-Mar
21-Mar1300ETTBA20Y Bond R/O16-Mar
23-Mar1300ETTBA10Y TIPS R/O16-Mar
27-Mar1300ETTBA2Y Note23-Mar
28-Mar1300ETTBA5Y Note23-Mar
29-Mar1130ETTBA2Y Note FRN R/O23-Mar
29-Mar1300ETTBA7Y Note23-Mar
11-Apr1300ETTBA3Y Note6-Apr
12-Apr1300ETTBA10Y Note R/O6-Apr
13-Apr1300ETTBA30Y Bond R/O6-Apr
19-Apr1300ETTBA20Y Bond R/O13-Apr
20-Apr1300ETTBA5Y TIPS13-Apr
25-Apr1300ETTBA2Y Note20-Apr
26-Apr1130ETTBA2Y Note FRN20-Apr
26-Apr1300ETTBA5Y Note20-Apr
27-Apr1300ETTBA7Y Note20-Apr

To read the full story

Close

Why MNI

MNI is the leading provider

of intelligence and analysis on the Global Fixed Income, Foreign Exchange and Energy markets. We use an innovative combination of real-time analysis, deep fundamental research and journalism to provide unique and actionable insights for traders and investors. Our "All signal, no noise" approach drives an intelligence service that is succinct and timely, which is highly regarded by our time constrained client base.

Our Head Office is in London with offices in Chicago, Washington and Beijing, as well as an on the ground presence in other major financial centres across the world.