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US Treasury Auction Calendar

Tsy futures gain slightly after $43B 5Y note auction (91282CGH8) stops through: 3.530% high yield vs. 3.555% WI; 2.64x bid-to-cover vs. 2.46x the prior month.
  • Indirect take-up at 75.74% vs. 64.51% prior; Direct take-up 15.44% vs. 18.56% prior; Primary dealer take-up 8.82% vs. 16.92%.
  • The next 5Y auction is tentatively scheduled for February 22.
DateTimeAmtSecurityCUSIP, Yield
25-Jan1130ET$36B17W Bill(9127978FG7), 4.62%
25-Jan1300ET$42B5Y Note(91282CGH8), 3.530% vs. 3.555% WI
26-Jan1130ET$75B4W Bill(912796Y78)
26-Jan1130ET$60B8W Bill(912796Z85)
26-Jan1300ET$35B7Y Note(91282CGJ4)
30-Jan1130ETTBA13W Bill(912796W3)
30-Jan1130ETTBA26W Bill912796Y37)
1-Feb1130ETTBA17W Bill1-Jan
2-Feb1130ETTBA4W Bill1-Jan
2-Feb1130ETTBA8W Bill1-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

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