March 09, 2023 18:29 GMT
US Treasury Auction Calendar
30Y Bond Auction Reopen Tails .7Bp
Treasury futures fall after the $18B 30Y auction re-open (912810TL2) tailed: 3.877% high yield vs. 3.870% WI; 2.35x bid-to-cover vs. 2.25x prior month.
- Indirect take-up 70.72% vs. 65.21% prior; direct bidder take-up 19.84% vs. 18.49% prior; primary dealer take-up 9.45% vs.15.84%.
- The next 30Y auction (re-open) is tentatively scheduled for April 13.
Date | Time | Amt | Security | CUSIP, Yield |
9-Mar | 1130ET | $65B | 4W Bill | (912796CT4), 4.640% |
9-Mar | 1130ET | $55B | 8W Bill | (912796FD4), 4.820% |
9-Mar | 1300ET | $18B | 30Y Bond R/O | (912810TN8), 3.877% vs. 3.870% WI |
13-Mar | 1130ET | $57B | 13W Bill | (912796X53) |
13-Mar | 1130ET | $48B | 26W Bill | (912796CQ0) |
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 |
9-May | 1300ET | TBA | 3Y Note | 3-May |
10-May | 1300ET | TBA | 10Y Note | 3-May |
11-May | 1300ET | TBA | 30Y Bond | 3-May |
17-May | 1300ET | TBA | 20Y Bond | 11-May |
18-May | 1300ET | TBA | 10Y TIPS R/O | 11-May |
23-May | 1300ET | TBA | 2Y Note | 18-May |
24-May | 1300ET | TBA | 2Y FRN Note R/O | 18-May |
24-May | 1300ET | TBA | 5Y Note | 18-May |
25-May | 1300ET | TBA | 7Y Note | 18-May |
12-Jun | 1130ET | TBA | 3Y Note | 8-Jun |
12-Jun | 1300ET | TBA | 10Y Note R/O | 8-Jun |
13-Jun | 1300ET | TBA | 30Y Bond R/O | 8-Jun |
21-Jun | 1300ET | TBA | 20Y Bond R/O | 15-Jun |
22-Jun | 1300ET | TBA | 5Y TIPS R/O | 15-Jun |
26-Jun | 1300ET | TBA | 2Y Note | 22-Jun |
27-Jun | 1300ET | TBA | 5Y Note | 22-Jun |
28-Jun | 1130ET | TBA | 2Y FRN R/O | 22-Jun |
28-Jun | 1300ET | TBA | 7Y Note | 22-Jun |
11-Jul | 1300ET | TBA | 3Y Note | 6-Jul |
12-Jul | 1300ET | TBA | 10Y Note R/O | 6-Jul |
13-Jul | 1300ET | TBA | 30Y Bond R/O | 6-Jul |
19-Jul | 1300ET | TBA | 20Y Bond R/O | 13-Jul |
20-Jul | 1300ET | TBA | 10Y TIPS | 13-Jul |
24-Jul | 1300ET | TBA | 2Y Note | 20-Jul |
25-Jul | 1300ET | TBA | 5Y Note | 20-Jul |
26-Jul | 1300ET | TBA | 2Y FRN | 20-Jul |
27-Jul | 1300ET | TBA | 7Y Note | 20-Jul |
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