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US Treasury Auction Calendar

Little reaction from Tsy futures after the $48B 2Y note auction (91282CJB8) trades on the screws: 5.085% high yield vs. 5.085% WI; 2.73x bid-to-cover vs. 2.94x prior.

  • Indirect take-up to 65.02% vs. 65.01% in the prior month, direct take-up 20.99% vs. 20.01% prior, primary dealer take-up 13.99% vs. 14.89%,
  • The next 2Y auction is tentatively scheduled for October 24.
DateTimeAmtSecurityCusip, Yield
26-Sep1130ET$60B42D Bill CMB(912797FJ1), 5.290%
26-Sep1300ET$48B2Y Note(91282CJB8), 5.085% vs. 5.085% WI
27-Sep1130ET$24B2Y Note FRN Reopen(91282CHS3)
27-Sep1130ET$52B17W Bill(912797JB4)
27-Sep1300ET$49B5Y Note(91282CJA0)
28-Sep1130ET$85B4W Bill(912797HD2)
28-Sep1130ET$75B8W Bill(912797HM2)
28-Sep1300ET$37B7Y Note(91282CHZ7)
2-Oct1130ETTBA13W Bill(912797FW2)
2-Oct1130ETTBA26W Bill(912797GZ4)
3-Oct1130ETTBA52W Bill(912797GW1)
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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