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US Treasury Auction Calendar

Treasury futures extend lows after $24B 30Y auction (912810TV0) tails 5.2bp: 4.769% high yield vs. 4.717% WI; 2.24x bid-to-cover vs. 2.35x in the prior month.

  • Indirect take-up 60.11% vs. 65.13% prior; direct bidder take-up 15.16% vs. 16.71% prior; primary dealer take-up 24.73% vs. 18.17%.
  • The next 30Y auction (re-open) is tentatively scheduled for December 12.
DateTimeAmtSecurityCusip, Yield
9-Nov1130ET$95B4W Bill(912797HU4), 5.290%
9-Nov1130ET$85B8W Bill(912797HY6), 5.285%
9-Nov1300ET$24B30Y Bond(912810TV0), 5.769% vs. 5.717% WI
13-Nov1130ET$75B13W Bill(912797GN1)
13-Nov1130ET$68B26W Bill(912797FH5)
14-Nov1130ET$75B42D CMB Bill(912796ZN2)
15-Nov1130ETTBA17W Bill(912797JJ7)
16-Nov1130ETTBA4W Bill(912797HV2)
16-Nov1130ETTBA8W Bill(912797HZ3)
20-Nov1130ETTBA13W Bill(912796Z28)
20-Nov1130ETTBA26W Bill(912797HR1)
20-Nov1300ETTBA20Y Bond(912810TW8)
21-Nov1130ETTBA2Y Note FRN R/O(91282CJD4)
21-Nov1300ETTBA10Y TIPS R/O(91282CHP9)
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 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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