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US Treasury Auction Calendar

Tsys futures extending lows (TYH4 112-28.5 low) after the $40B 7Y note auction (91282CJQ5) tails 1.9bp: 3.859% high yield vs. 3.840% WI; 2.50x bid-to-cover vs. 2.44x last month.

  • Indirect take-up 63.71% vs. 63.90% prior; Direct take-up: 19.37% vs. 15.85% prior; Primary dealer take-up to 16.92% vs. 20.3% prior auction.
  • The next 7Y auction is tentatively scheduled for January 25.
DateTimeAmtSecurityCusip
28-Dec1130ET$80B4W Bill(912797JB4), 5.325%
28-Dec1130ET$80B8W Bill(912797JF5), 5.285%
28-Dec1300ET$40B7Y Note(91282CJQ5), 3.859% vs. 3.840% WI
2-Jan1130ET$75B13W Bill(912797GZ4)
2-Jan1130ET$68B26W Bill(912796Y52)
2-Jan1300ET$70B42D-Bill CMB(912797GN1)
3-Jan1130ETTBA17W Bill
4-Jan1130ETTBA4W Bill
4-Jan1130ETTBA8W Bill
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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