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US Treasury Auction Calendar

Treasury futures extended session lows after weak 10Y auction reopen tailed 1.1bp.

  • Treasury futures extended lows (TYM4 111-03) after the $39B 10Y re-open sale (91282CJZ5) tailed 1.1bp: 4.166% high yield vs. 4.155% WI; 2.51x bid-to-cover vs. 2.56x prior.
  • Indirect take-up recedes to 64.29% vs. 70.97% prior; direct bidder take-up rebounds to 18.65% from 16.05% prior; primary dealer take-up rebounds to 17.06% vs. 12.98%.
  • The next 10Y auction is tentatively scheduled for April 10.
DateTimeAmtSecurityCusip, Yield
12-Mar1130ET$80B42D Bill CMB(912797HG5), 5.285%
12-Mar1300ET$39B10Y Note R/O(91282CJZ5), 4.166% vs. 4.155% WI
13-Mar1130ETTBA17W Bills(912797KP1)
13-Mar1300ET$22B30Y Bond R/O(912810TX6)
14-Mar1130ETTBA4W Bill(912797JN8)
14-Mar1130ETTBA8W Bill(912797JW8)
18-Mar1130ETTBA13W Bill14-Mar
18-Mar1130ETTBA26W Bill14-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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