September 12, 2023 17:32 GMT
US Treasury Auction Calendar
$35B 10Y Note Auction Reopen on the Screws
- Treasury futures holding narrow range after the $35B 10Y note auction reopen (91282CHT1) comes out in line: 4.289% high yield vs. 4.287% WI; 2.52x bid-to-cover vs. 2.56x prior.
- Indirect take-up slips to 66.31 vs. 72.20% prior; direct bidder take-up 19.92% from 18.3% prior; primary dealer take-up 13.77% vs. 9.5%.
- The next 10Y auction (re-open) is tentatively scheduled for October 11.
Date | Time | Amt | Security | Cusip, Yield |
12-Sep | 1130ET | $60B | 42D Bill CMB | (912797FC6), 5.285% |
12-Sep | 1300ET | $35B | 10Y Note Reopen | (91282CHT1), 4.289% vs. 4.287% WI |
13-Sep | 1130ET | $50B | 17W Bill | (912797HZ3) |
13-Sep | 1300ET | $20B | 30Y Bond Reopen | (912810TT5) |
14-Sep | 1130ET | $80B | 4W Bill | (912797HB6) |
14-Sep | 1130ET | $70B | 8W Bill | (912797HK6) |
18-Sep | 1130ET | TBA | 13W Bill | (912797FV4) |
18-Sep | 1130ET | TBA | 26W Bill | (912797LL9) |
19-Sep | 1300ET | TBA | 20Y Bond Reopen | (912810TU2) |
21-Sep | 1300ET | TBA | 10Y TIPS Reopen | (91282CHP9) |
26-Sep | 1300ET | TBA | 2Y Note | 21-Sep |
27-Sep | 1130ET | TBA | 2Y Note FRN Reopen | 21-Sep |
27-Sep | 1300ET | TBA | 5Y Note | 21-Sep |
28-Sep | 1300ET | TBA | 7Y Note | 21-Sep |
10-Oct | 1300ET | TBA | 3Y Note | 5-Oct |
11-Oct | 1300ET | TBA | 10Y Note Reopen | 5-Oct |
12-Oct | 1300ET | TBA | 30Y Bond Reopen | 5-Oct |
18-Oct | 1300ET | TBA | 20Y Bond Reopen | 12-Oct |
19-Oct | 1300ET | TBA | 5Y TIPS | 12-Oct |
24-Oct | 1300ET | TBA | 2Y Note | 19-Oct |
25-Oct | 1130ET | TBA | 2Y Note FRN | 19-Oct |
25-Oct | 1300ET | TBA | 5Y Note | 19-Oct |
26-Oct | 1300ET | TBA | 7Y Note | 19-Oct |
7-Nov | 1300ET | TBA | 3Y Note | 1-Nov |
8-Nov | 1300ET | TBA | 10Y Note | 1-Nov |
9-Nov | 1300ET | TBA | 30Y Bond | 1-Nov |
20-Nov | 1300ET | TBA | 20Y Bond | 16-Nov |
21-Nov | 1130ET | TBA | 2Y NOT FRN R/O | 16-Nov |
21-Nov | 1300ET | TBA | 10Y TIPS R/O | 16-Nov |
27-Nov | 1130ET | TBA | 2Y Note | 22-Nov |
27-Nov | 1300ET | TBA | 5Y Note | 22-Nov |
28-Nov | 1300ET | TBA | 7Y Note | 22-Nov |
11-Dec | 1130ET | TBA | 3Y Note | 7-Dec |
11-Dec | 1300ET | TBA | 10Y Note R/O | 7-Dec |
12-Dec | 1300ET | TBA | 30Y Bond R/O | 7-Dec |
20-Dec | 1300ET | TBA | 20Y Bond R/O | 14-Dec |
21-Dec | 1300ET | TBA | 5Y TIPS R/O | 14-Dec |
26-Dec | 1300ET | TBA | 2Y Note | 21-Dec |
27-Dec | 1130ET | TBA | 2Y FRN R/O | 21-Dec |
27-Dec | 1300ET | TBA | 5Y Note | 21-Dec |
28-Dec | 1300ET | TBA | 7Y Note | 21-Dec |
9-Jan | 1300ET | TBA | 3Y Note | 4-Jan |
10-Jan | 1300ET | TBA | 10Y Note | 4-Jan |
11-Jan | 1300ET | TBA | 30Y Bond | 4-Jan |
17-Jan | 1300ET | TBA | 20Y Bond R/O | 11-Jan |
18-Jan | 1300ET | TBA | 10Y TIPS | 11-Jan |
23-Jan | 1300ET | TBA | 2Y Note | 18-Jan |
24-Jan | 1130ET | TBA | 0Y Note FRN | 18-Jan |
24-Jan | 1300ET | TBA | 5Y Note | 18-Jan |
25-Jan | 1300ET | TBA | 7Y Note | 18-Jan |
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