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US Treasury Auction Calendar

Little reaction from Tsy futures after the $45B 2Y note auction (91282CHV6) trades through: 5.024% high yield vs. 5.030% WI; 2.94x bid-to-cover vs. 2.86x prior.

  • Indirect take-up climbed to 65.01% vs. 65.45% prior month, direct take-up 20.01% vs. 20.77% prior, primary dealer take-up 14.89% vs. 13.79%,
  • The next 2Y auction is tentatively scheduled for September 27.
  • The next leg of today's Treasury supply is $46B 5Y notes is at 1300ET

Little reaction to the day's second note auction comes out on the screws: $46B 5Y note auction (91282CHX2): 4.400% high yield vs. 4.400% WI; 2.54x bid-to-cover vs. 2.60x in the prior month

  • Indirect take-up at 67.92% vs. 64.38% prior; Direct take-up 18.25% vs. 22.13% prior; Primary dealer take-up 13.83% vs. 13.49%.
  • The next 5Y auction is tentatively scheduled for Sep 27.
DateTimeAmtSecurityCusip, Yield
28-Aug1130ET$70B26W Bill(912797GP6), 5.350%
28-Aug1130ET$45B2Y Note(91282CHV6), 5.024% vs. 5.030%
28-Aug1300ET$69B13W Bill(912796ZD4), 5.340%
28-Aug1300ET$46B5Y Note(91282CHX2), 4.400% vs. 4.400% WI
29-Aug1130ET$60B42D Bill CMB(912797FA0)
29-Aug1300ET$36B7Y Note(91282CHW4)
30-Aug1130ETTBA17W Bill(912797HX8)
31-Aug1130ETTBA4W Bill(912797GV3)
31-Aug1130ETTBA8W Bill(912797HD2)
5-Sep1130ETTBA13W Bill(912797FT9)
5-Sep1130ETTBA26W Bill(912797GQ4)
5-Sep1300ETTBA52W Bill(912797GL5)
11-Sep1300ETTBA3Y Note7-Sep
12-Sep1300ETTBA10Y Note Reopen7-Sep
13-Sep1300ETTBA30Y Bond Reopen7-Sep
19-Sep1300ETTBA10Y TIPS Reopen14-Sep
21-Sep1300ETTBA20Y Bond Reopen14-Sep
26-Sep1300ETTBA2Y Note21-Sep
27-Sep1130ETTBA2Y Note FRN Reopen21-Sep
27-Sep1300ETTBA5Y Note21-Sep
28-Sep1300ETTBA7Y Note21-Sep
10-Oct1300ETTBA3Y Note5-Oct
11-Oct1300ETTBA10Y Note Reopen5-Oct
12-Oct1300ETTBA30Y Bond Reopen5-Oct
18-Oct1300ETTBA20Y Bond Reopen12-Oct
19-Oct1300ETTBA5Y TIPS12-Oct
24-Oct1300ETTBA2Y Note19-Oct
25-Oct1130ETTBA2Y Note FRN19-Oct
25-Oct1300ETTBA5Y Note19-Oct
26-Oct1300ETTBA7Y Note19-Oct
7-Nov1300ETTBA3Y Note1-Nov
8-Nov1300ETTBA10Y Note1-Nov
9-Nov1300ETTBA30Y Bond1-Nov
20-Nov1300ETTBA20Y Bond16-Nov
21-Nov1130ETTBA2Y NOT FRN R/O16-Nov
21-Nov1300ETTBA10Y TIPS R/O16-Nov
27-Nov1130ETTBA2Y Note22-Nov
27-Nov1300ETTBA5Y Note22-Nov
28-Nov1300ETTBA7Y Note22-Nov
11-Dec1130ETTBA3Y Note7-Dec
11-Dec1300ETTBA10Y Note R/O7-Dec
12-Dec1300ETTBA30Y Bond R/O7-Dec
20-Dec1300ETTBA20Y Bond R/O14-Dec
21-Dec1300ETTBA5Y TIPS R/O14-Dec
26-Dec1300ETTBA2Y Note21-Dec
27-Dec1130ETTBA2Y FRN R/O21-Dec
27-Dec1300ETTBA5Y Note21-Dec
28-Dec1300ETTBA7Y Note21-Dec
9-Jan1300ETTBA3Y Note4-Jan
10-Jan1300ETTBA10Y Note4-Jan
11-Jan1300ETTBA30Y Bond4-Jan
17-Jan1300ETTBA20Y Bond R/O11-Jan
18-Jan1300ETTBA10Y TIPS11-Jan
23-Jan1300ETTBA2Y Note18-Jan
24-Jan1130ETTBA0Y Note FRN18-Jan
24-Jan1300ETTBA5Y Note18-Jan
25-Jan1300ETTBA7Y Note18-Jan

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