January 24, 2024 18:16 GMT
US Treasury Auction Calendar
Treasury futures sell off after weak 5Y Auction tailed 2bp
Treasury futures gapped lower/tested lows (5Y yield climbs to 4.0671%) after $61B 5Y note auction (91282CJW2) tails: 4.055% high yield vs. 4.035% WI; 2.31x bid-to-cover vs. 2.50x in the prior month.
- Dealer take-up climbed to 20.37% vs 14.04% in December. Indirect take-up: 60.94% vs 70.6% prior, directs 18.69% vs 15.36% prior.
- The next 5Y auction is tentatively scheduled for February 26
Date | Time | Amt | Security | Cusip, Yield |
24-Jan | 1130ET | $28B | 2Y Note FRN | (91282CJU6), 0.245% vs. 0.200% prior |
24-Jan | 1130ET | TBA | 17W Bill | (912797JY4), 5.185% |
24-Jan | 1300ET | $61B | 5Y Note | (91282CJW2), 4.055% vs. 4.035% WI |
25-Jan | 1130ET | $85B | 4W Bill | (912797JF5) |
25-Jan | 1130ET | $85B | 8W Bill | (912797JK4) |
25-Jan | 1300ET | $41B | 7Y Note | (91282CJX0) |
6-Feb | 1300ET | TBA | 3Y Note | 31-Jan |
7-Feb | 1300ET | TBA | 10Y Note | 31-Jan |
8-Feb | 1300ET | TBA | 30Y Bond | 31-Jan |
21-Feb | 1300ET | TBA | 2Y Note FRN R/O | 15-Feb |
21-Feb | 1300ET | TBA | 20Y Bond | 15-Feb |
22-Feb | 1300ET | TBA | 30Y TIPS | 15-Feb |
26-Feb | 1300ET | TBA | 2Y Note | 22-Feb |
26-Feb | 1300ET | TBA | 5Y Note | 22-Feb |
27-Feb | 1300ET | TBA | 7Y Note | 22-Feb |
11-Mar | 1300ET | TBA | 3Y Note | 7-Mar |
12-Mar | 1300ET | TBA | 10Y Note R/O | 7-Mar |
13-Mar | 1300ET | TBA | 30Y Bond R/O | 7-Mar |
19-Mar | 1300ET | TBA | 20Y Bond R/O | 14-Mar |
21-Mar | 1300ET | TBA | 10Y TIPS R/O | 14-Mar |
25-Mar | 1300ET | TBA | 2Y Note | 21-Mar |
26-Mar | 1300ET | TBA | 5Y Note | 21-Mar |
27-Mar | 1130ET | TBA | 2Y FRN R/O | 21-Mar |
27-Mar | 1300ET | TBA | 7Y Note | 21-Mar |
9-Apr | 1300ET | TBA | 3Y Note | 4-Apr |
10-Apr | 1300ET | TBA | 10Y Note R/O | 4-Apr |
11-Apr | 1300ET | TBA | 30Y Bond R/O | 4-Apr |
17-Apr | 1300ET | TBA | 20Y Bond R/O | 11-Apr |
18-Apr | 1300ET | TBA | 5Y TIPS | 11-Apr |
23-Apr | 1300ET | TBA | 2Y Note | 18-Apr |
24-Apr | 1130ET | TBA | 2Y Note FRN | 18-Apr |
24-Apr | 1300ET | TBA | 5Y Note | 18-Apr |
25-Apr | 1300ET | TBA | 7Y Note | 18-Apr |
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