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US Treasury Auction Calendar

$13B 20Y Auction re-open, another tail to tell

Tsy futures dipped (TYH3 111-13.5) after $13B 20Y bond auction re-open (912810TW8) tailed: drawing 4.423% high yield vs. 4.415% WI; 2.53x bid-to-cover vs. prior month's 2.55x.

  • Indirect take-up 62.16% vs. 66.4% last month; direct bidder take-up 20.51% vs. 20.71% prior; primary dealer take-up 17.33% vs. 12.89%.
  • The next 20Y auction (new) is tentatively scheduled for February 21.
DateTimeAmtSecurityCusip, Yield
17-Jan1130ET$58B17W Bill(912797JX6), 5.185%
17-Jan1300ETTBA20Y Bond R/O(912810TW8), 4.423% vs. 4.415% WI
18-Jan1130ET$85B4W Bill(912797JE8)
18-Jan1130ET$85B8W Bill(912797JJ7)
18-Jan1300ETTBA10Y TIPS(91282CJY8)
22-Jan1130ETTBA13W Bill(912797HG5)
22-Jan1130ETTBA26W Bill(912797JT5)
23-Jan1130ETTBA52W Bill(912797JR9)
23-Jan1300ETTBA2Y Note(91282CJV4)
24-Jan1130ETTBA2Y Note FRN(91282CJU6)
24-Jan1130ETTBA17W Bill18-Jan
24-Jan1300ETTBA5Y Note(91282CJW2)
25-Jan1300ETTBA7Y Note(91282CJX0)
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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Tsy futures dipped (TYH3 111-13.5) after $13B 20Y bond auction re-open (912810TW8) tailed: drawing 4.423% high yield vs. 4.415% WI; 2.53x bid-to-cover vs. prior month's 2.55x.

  • Indirect take-up 62.16% vs. 66.4% last month; direct bidder take-up 20.51% vs. 20.71% prior; primary dealer take-up 17.33% vs. 12.89%.
  • The next 20Y auction (new) is tentatively scheduled for February 21.
DateTimeAmtSecurityCusip, Yield
17-Jan1130ET$58B17W Bill(912797JX6), 5.185%
17-Jan1300ETTBA20Y Bond R/O(912810TW8), 4.423% vs. 4.415% WI
18-Jan1130ET$85B4W Bill(912797JE8)
18-Jan1130ET$85B8W Bill(912797JJ7)
18-Jan1300ETTBA10Y TIPS(91282CJY8)
22-Jan1130ETTBA13W Bill(912797HG5)
22-Jan1130ETTBA26W Bill(912797JT5)
23-Jan1130ETTBA52W Bill(912797JR9)
23-Jan1300ETTBA2Y Note(91282CJV4)
24-Jan1130ETTBA2Y Note FRN(91282CJU6)
24-Jan1130ETTBA17W Bill18-Jan
24-Jan1300ETTBA5Y Note(91282CJW2)
25-Jan1300ETTBA7Y Note(91282CJX0)
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