February 08, 2024 19:01 GMT
US Treasury Auction Calendar
Treasury futures paring losses (USH4 120-06, -19 vs. 119-22 low) after $25B 30Y auction (912810TX6) stops through for the third consecutive time: 4.360% high yield vs. 4.380% WI; 2.40x bid-to-cover vs. 2.37x in the prior month.
- Indirect take-up 70.70% vs. 67.77% prior; direct bidder take-up 14.49% vs. 17.71% prior; primary dealer take-up 14.81% vs. 14.52%.
- The next 30Y auction (re-open) is tentatively scheduled for March 13.
Date | Time | Amt | Security | Cusip, Yield |
8-Feb | 1130ET | $95B | 4W Bill | (912797JH1), 5.280% |
8-Feb | 1130ET | $90B | 8W Bill | (912797JM0), 5.270% |
8-Feb | 1300ET | $25B | 30Y Bond | (912810TX6), 4.360% vs. 4.380% WI |
12-Feb | 1130ET | $79B | 13W Bill | (912797FH5) |
12-Feb | 1130ET | $70B | 26W Bill | (912797GK7) |
13-Feb | 1130ET | $80B | 42D Bill CMB | (912797GY7) |
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 |
7-May | 1300ET | TBA | 3Y Note | 1-May |
8-May | 1300ET | TBA | 10Y Note | 1-May |
9-May | 1300ET | TBA | 30Y Bond | 1-May |
22-May | 1300ET | TBA | 20Y Bond | 16-May |
23-May | 1300ET | TBA | 10Y TIPS R/O | 16-May |
28-May | 1130ET | TBA | 2Y Note | 23-May |
28-May | 1300ET | TBA | 5Y Note | 23-May |
29-May | 1130EY | TBA | 2Y FRN R/O | 23-May |
29-May | 1300ET | TBA | 7Y Note | 23-May |
10-Jun | 1300ET | TBA | 3Y Note | 6-Jun |
11-Jun | 1300ET | TBA | 10Y Note R/O | 6-Jun |
13-Jun | 1300ET | TBA | 30Y Bond R/O | 6-Jun |
18-Jun | 1300ET | TBA | 5Y TIPS R/O | 13-Jun |
20-Jun | 1300ET | TBA | 20Y Bond R/O | 13-Jun |
25-Jun | 1300ET | TBA | 2Y Note | 20-Jun |
26-Jun | 1130ET | TBA | 2Y FRN R/O | 20-Jun |
26-Jun | 1300ET | TBA | 5Y Note | 20-Jun |
27-Jun | 1300ET | TBA | 7Y Note | 20-Jun |
9-Jul | 1300ET | TBA | 3Y Note | 3-Jul |
10-Jul | 1300ET | TBA | 10Y Note R/O | 3-Jul |
11-Jul | 1300ET | TBA | 30Y Bond R/O | 3-Jul |
17-Jul | 1300ET | TBA | 20Y Bond R/O | 11-Jul |
18-Jul | 1300ET | TBA | 10Y TIPS | 11-Jul |
23-Jul | 1300ET | TBA | 2Y Note | 18-Jul |
24-Jul | 1130ET | TBA | 2Y Note FRN | 18-Jul |
24-Jul | 1300ET | TBA | 5Y Note | 18-Jul |
25-Jul | 1300ET | TBA | 7Y Note | 18-Jul |
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