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US Treasury Auction Calendar

  • Tsys futures rebound from recent lows, TYH4 109-21.5 last, after decent $42B 7Y note auction (91282CKC4) stops slightly: 4.327% high yield vs. 4.330% WI; 2.58x bid-to-cover vs. 2.57x last month.
  • Indirect take-up climbs to 69.57% vs. 69.06% prior; Direct take-up 14.38% vs. 17.00% prior, Dealers take 15.06% vs. 13.94%.
  • Next 7Y auction schedule for March 27.
DateTimeAmtSecurityCusip, Yield
27-Feb1130ET$80B42D Bill CMB(912797HF7), 5.290%
27-Feb1300ET$42B7Y Note(91282CKC4), 4.327% vs. 4.330% WI
28-Feb1130ET$60B17W Bill(912797KH9)
29-Feb1130ET$95B4W Bill(912797JL2)
29-Feb1130ET$90B8W Bill(912797JQ1)
4-Mar1130ETTBA13W Bill(912797HT7)
4-Mar1130ETTBA26W Bill(912797GL5)
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
7-May1300ETTBA3Y Note1-May
8-May1300ETTBA10Y Note1-May
9-May1300ETTBA30Y Bond1-May
22-May1300ETTBA20Y Bond16-May
23-May1300ETTBA10Y TIPS R/O16-May
28-May1130ETTBA2Y Note23-May
28-May1300ETTBA5Y Note23-May
29-May1130EYTBA2Y FRN R/O23-May
29-May1300ETTBA7Y Note23-May
10-Jun1300ETTBA3Y Note6-Jun
11-Jun1300ETTBA10Y Note R/O6-Jun
13-Jun1300ETTBA30Y Bond R/O6-Jun
18-Jun1300ETTBA5Y TIPS R/O13-Jun
20-Jun1300ETTBA20Y Bond R/O13-Jun
25-Jun1300ETTBA2Y Note20-Jun
26-Jun1130ETTBA2Y FRN R/O20-Jun
26-Jun1300ETTBA5Y Note20-Jun
27-Jun1300ETTBA7Y Note20-Jun
9-Jul1300ETTBA3Y Note3-Jul
10-Jul1300ETTBA10Y Note R/O3-Jul
11-Jul1300ETTBA30Y Bond R/O3-Jul
17-Jul1300ETTBA20Y Bond R/O11-Jul
18-Jul1300ETTBA10Y TIPS11-Jul
23-Jul1300ETTBA2Y Note18-Jul
24-Jul1130ETTBA2Y Note FRN18-Jul
24-Jul1300ETTBA5Y Note18-Jul
25-Jul1300ETTBA7Y Note18-Jul
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  • Tsys futures rebound from recent lows, TYH4 109-21.5 last, after decent $42B 7Y note auction (91282CKC4) stops slightly: 4.327% high yield vs. 4.330% WI; 2.58x bid-to-cover vs. 2.57x last month.
  • Indirect take-up climbs to 69.57% vs. 69.06% prior; Direct take-up 14.38% vs. 17.00% prior, Dealers take 15.06% vs. 13.94%.
  • Next 7Y auction schedule for March 27.
DateTimeAmtSecurityCusip, Yield
27-Feb1130ET$80B42D Bill CMB(912797HF7), 5.290%
27-Feb1300ET$42B7Y Note(91282CKC4), 4.327% vs. 4.330% WI
28-Feb1130ET$60B17W Bill(912797KH9)
29-Feb1130ET$95B4W Bill(912797JL2)
29-Feb1130ET$90B8W Bill(912797JQ1)
4-Mar1130ETTBA13W Bill(912797HT7)
4-Mar1130ETTBA26W Bill(912797GL5)
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
7-May1300ETTBA3Y Note1-May
8-May1300ETTBA10Y Note1-May
9-May1300ETTBA30Y Bond1-May
22-May1300ETTBA20Y Bond16-May
23-May1300ETTBA10Y TIPS R/O16-May
28-May1130ETTBA2Y Note23-May
28-May1300ETTBA5Y Note23-May
29-May1130EYTBA2Y FRN R/O23-May
29-May1300ETTBA7Y Note23-May
10-Jun1300ETTBA3Y Note6-Jun
11-Jun1300ETTBA10Y Note R/O6-Jun
13-Jun1300ETTBA30Y Bond R/O6-Jun
18-Jun1300ETTBA5Y TIPS R/O13-Jun
20-Jun1300ETTBA20Y Bond R/O13-Jun
25-Jun1300ETTBA2Y Note20-Jun
26-Jun1130ETTBA2Y FRN R/O20-Jun
26-Jun1300ETTBA5Y Note20-Jun
27-Jun1300ETTBA7Y Note20-Jun
9-Jul1300ETTBA3Y Note3-Jul
10-Jul1300ETTBA10Y Note R/O3-Jul
11-Jul1300ETTBA30Y Bond R/O3-Jul
17-Jul1300ETTBA20Y Bond R/O11-Jul
18-Jul1300ETTBA10Y TIPS11-Jul
23-Jul1300ETTBA2Y Note18-Jul
24-Jul1130ETTBA2Y Note FRN18-Jul
24-Jul1300ETTBA5Y Note18-Jul
25-Jul1300ETTBA7Y Note18-Jul