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US Treasury Auction Calendar

  • Tsy futures bounce (TYH4 +2 at 112-21, FVH4 steady) after the $57B 2Y note auction (91282CJS1) trades through: 4.314% high yield vs. 4.320% WI; 2.68x bid-to-cover vs. 2.54x prior.
  • Indirect take-up climbed back to 61.85% vs. 57.38% prior (5-auction average of 65.2%), directs took 19.51% vs. 23.86% last month (20.05% 5-auction average), primary dealer take-up 18.63%
  • The next 2Y auction is tentatively scheduled for January 23.
DateTimeAmtSecurityCusip, Yield
26-Dec1130ET$75B13W Bill(912797GY7), 5.260%
26-Dec1130ET$68B26W Bill(912796Y45), 5.080%
26-Dec1300ET$44B52W Bill(912796ZV4), 4.595%
26-Dec1300ET$57B2Y Note(91282CJS1), 4.314% vs. 4.320% WI
27-Dec1130ET$70B42D Bill CMB(912797GM3)
27-Dec1130ET$56B17W Bill(912797JQ1)
27-Dec1300ET$26B2Y FRN R/O(91282CJD4)
27-Dec1300ET$58B5Y Note(91282CJR3)
28-Dec1130ET$80B4W Bill(912797JB4)
28-Dec1130ET$80B8W Bill(912797JF5)
28-Dec1300ET$40B7Y Note(91282CJQ5)
2-Jan1130ETTBA13W Bill(912797GZ4)
2-Jan1130ETTBA26W Bill(912796Y52)
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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