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US Treasury Auction Calendar

  • Treasury futures dip but quickly rebound after the $40B 10Y note auction (91282CJJ1) tailed: 4.519% high yield vs. 4.515% WI; 2.45x bid-to-cover vs. 2.50x prior.
  • Indirect take-up slips to 69.73 vs. 60.34% prior; direct bidder take-up 15.17% from 20.91% prior; primary dealer take-up 15.10% vs. 18.75%.
  • The next 10Y auction (re-open) is tentatively scheduled for December 11.
8-Nov1130ET$56B17W Bill(912797JH1), 5.285%
8-Nov1300ET$40B10Y Note(91282CJJ1), 4.519% vs. 4.515% WI
9-Nov1130ET$95B4W Bill(912797HU4)
9-Nov1130ET$85B8W Bill(912797HY6)
9-Nov1300ET$24B30Y Bond(912810TV0)
13-Nov1130ETTBA13W Bill(912797GN1)
13-Nov1130ETTBA26W Bill(912797FH5)
20-Nov1130ETTBA13W Bill16-Nov
20-Nov1130ETTBA26W Bill16-Nov
20-Nov1300ET$16B20Y Bond16-Nov
21-Nov1130ET$26B2Y Note FRN R/O16-Nov
21-Nov1300ET$15B10Y TIPS R/O16-Nov
27-Nov1130ET$54B2Y Note22-Nov
27-Nov1300ET$55B5Y Note22-Nov
28-Nov1300ET$39B7Y Note22-Nov
11-Dec1130ET$48B3Y Note7-Dec
11-Dec1300ET$37B10Y Note R/O7-Dec
12-Dec1300ET$21B30Y 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 Note R/O4-Jan
11-Jan1300ETTBA30Y Bond R/O4-Jan
17-Jan1300ETTBA20Y Bond R/O11-Jan
18-Jan1300ETTBA10Y TIPS11-Jan
23-Jan1300ETTBA2Y Note18-Jan
24-Jan1130ETTBA2Y Note FRN18-Jan
24-Jan1300ETTBA5Y Note18-Jan
25-Jan1300ETTBA7Y Note18-Jan
6-Feb1300ETTBA3Y Note31-Jan
7-Feb1300ETTBA10Y Note31-Jan
8-Feb1300ETTBA30Y Bond31-Jan
21-Feb1300ETTBA2Y Note FRN R/O15-Feb
21-Feb1300ETTBA20Y Bond15-Feb
22-Feb1300ETTBA30Y TIPS15-Feb
26-Feb1300ETTBA2Y Note22-Feb
26-Feb1300ETTBA5Y Note22-Feb
27-Feb1300ETTBA7Y Note22-Feb
11-Mar1300ETTBA3Y Note7-Mar
12-Mar1300ETTBA10Y Note R/O7-Mar
13-Mar1300ETTBA30Y Bond R/O7-Mar
19-Mar1300ETTBA20Y Bond R/O14-Mar
21-Mar1300ETTBA10Y TIPS R/O14-Mar
25-Mar1300ETTBA2Y Note21-Mar
26-Mar1300ETTBA5Y Note21-Mar
27-Mar1130ETTBA2Y FRN R/O21-Mar
27-Mar1300ETTBA7Y Note21-Mar
9-Apr1300ETTBA3Y Note4-Apr
10-Apr1300ETTBA10Y Note R/O4-Apr
11-Apr1300ETTBA30Y Bond R/O4-Apr
17-Apr1300ETTBA20Y Bond R/O11-Apr
18-Apr1300ETTBA5Y TIPS11-Apr
23-Apr1300ETTBA2Y Note18-Apr
24-Apr1130ETTBA2Y Note FRN18-Apr
24-Apr1300ETTBA5Y Note18-Apr
25-Apr1300ETTBA7Y Note18-Apr

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