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US Treasury Auction Calendar

Treasury 3Y Note auction stopped through.

Treasury futures paring losses (TYH4 112-00 -1.5) after $52B 3Y note auction (91282CJT9) stopped through: 4.105% high yield vs. 4.117% WI; 2.67x bid-to-cover vs. 2.42x prior month.

  • Indirect take-up climbs to 65.31% vs. 52.08% prior; direct bidder take-up 16.84% vs. 21.69% prior; primary dealer take-up 17.85% vs. 26.24%.
  • The next 3Y auction is tentatively scheduled for February 6.
DateTimeAmtSecurityCusip, Yield
8-Jan1130ET$75B13W Bill(912797HF7), 5.235%
8-Jan1130ET$68B26W Bill(912797GB7), 5.030%
9-Jan1130ET$70B42D CMB Bill(912796Z28), 5.280%
9-Jan1300ET$52B 3Y Note(91282CJT9), 4.105% vs. 4.117% WI
10-Jan1130ET$56B17W Bill(912797JW8)
10-Jan1300ET$37B10Y Note R/O(91282CJJ1)
11-Jan1130ET$80B4W Bill(912797JD0)
11-Jan1130ET$80B8W Bill(912797JH1)
11-Jan1300ET$21B30Y Bond R/O(912810TV0)
16-Jan1130ETTBA13W Bill(912796CX5)
16-Jan1130ETTBA26W Bill(912797JS7)
17-Jan1300ETTBA20Y Bond R/O(912810TW8)
18-Jan1300ETTBA10Y TIPS(91282CJY8)
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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