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US Treasury Auction Calendar

  • 10Y Auction: Treasury futures extended lows (TYH4 109-31.5) but just as quickly rebound (110-03.5 last) after the $37B 10Y note auction re-open (91282CJJ1) tailed: 4.296% high yield vs. 4.282% WI; 2.53x bid-to-cover vs. 2.45x prior.
    • Indirect take-up 63.83 vs. 69.73% prior; direct bidder take-up 18.87% from 15.17% prior; primary dealer take-up 17.30% vs. 15.10%.
  • 3Y Auction: Treasury futures holding narrow range near session lows after $50B 3Y note auction (91282CJP7) tailed: 4.490% high yield vs. 4.472% WI; 2.42x bid-to-cover vs. 2.67x prior month.
    • Indirect take-up receded to 52.08% vs. 60.60% prior; direct bidder take-up 21.69% vs. 19.13% prior; primary dealer take-up climbs to 26.24% vs. 16.26%.
DATETIMEAMTSECURITYCUSIP, YIELD
11-Dec1130ET$50B3Y Note(91282CJP7), 4.490% vs. 4.472% WI
11-Dec1130ET$68B26W Bill(912797FS1), 5.19%
11-Dec1300ET$37B10Y Note R/O(91282CJJ1), 4.296% vs. 4.282% WI
11-Dec1300ET$75B13W Bill(912797GX9), 5.260%
12-Dec1300ET$70B42D Bill CMB(912796ZY8)
12-Dec1300ET$21B30Y Bond R/O(912810TV0)
13-Dec1130ETTBA17W Bill(912797JN8)
14-Dec1130ETTBA4W Bill(912797HZ3)
14-Dec1130ETTBA8W Bill(912797JD0)
18-Dec1130ETTBA13W Bill(912797LL9)
18-Dec1130ETTBA26W Bill(912796ZW2)
20-Dec1300ETTBA20Y Bond R/O(912810TW8)
21-Dec1300ETTBA5Y TIPS R/O(91282CJH5)
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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