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US Treasury Auction Calendar

  • Treasury futures trade weaker but off lows after $44B 3Y note auction (91282CHY0) tails: 4.660% high yield vs. 4.647% WI; 2.75x bid-to-cover vs. 2.9x prior month.
  • Indirect take-up falls to 57.67% vs. 73.97% prior; direct bidder take-up climbs to 22.08% vs. 15.7% prior; primary dealer take-up 20.25% vs. 10.33%. The next 3Y auction is tentatively scheduled for October 10.
DateTimeAmtSecurityCusip, Yield
11-Sep1130ET$69B13W Bill(912797FU6), 5.315%
11-Sep1130ET$62B26W Bill(912797GX9), 5.300%
11-Sep1300ET$44B3Y Note(91282CHY0), 4.660% vs. 4.647% WI
12-Sep1130ET$60B42D Bill CMB(912797FC6)
12-Sep1300ET$35B10Y Note Reopen(91282CHT1)
13-Sep1130ETTBA17W Bill(912797HZ3)
13-Sep1300ET$20B30Y Bond Reopen(912810TT5)
14-Sep1130ET$80B4W Bill(912797HB6)
14-Sep1130ET$70B8W Bill(912797HK6)
18-Sep1130ETTBA13W Bill(912797FV4)
18-Sep1130ETTBA26W Bill(912797LL9)
19-Sep1300ETTBA20Y Bond Reopen(912810TU2)
21-Sep1300ETTBA10Y TIPS Reopen(91282CHP9)
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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