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US Treasury Auction Calendar

Treasury futures extend lows after $20B 30Y auction reopen (912810TT5) tailed by 3.5bp: 4.837% high yield vs. 4.802% WI; 2.35x bid-to-cover vs. 2.46x in the prior month.

  • Indirect take-up 65.13% vs. 64.49% prior; direct bidder take-up 16.71% vs. 19.74% prior; primary dealer take-up 18.17% vs. 15.78%.
  • The next 30Y auction (re-open) is tentatively scheduled for November 9.
DateTimeAmtSecurityCusip, Yield
12-Oct1130ET$95B4W Bill(912797HK6), 5.325%
12-Oct1130ET$85B8W Bill(912796CX5), 5.345%
12-Oct1300ET$20B30Y Bond Reopen(912810TT5), 4.837% vs. 4.802% WI
16-Oct1130ET$75B13W Bill(912797GD3)
16-Oct1130ET$68B26W Bill(912796CX5)
17-Oct1130ET$75B42D Bill CMB(912796ZD4)
18-Oct1300ET$13B20Y Bond Reopen(912810TU2)
19-Oct1300ET$22B5Y TIPS(91282CJH5)
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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