Free Trial

US Treasury Auction Calendar

  • 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
391 words

To read the full story

Close

Why MNI

MNI is the leading provider

of intelligence and analysis on the Global Fixed Income, Foreign Exchange and Energy markets. We use an innovative combination of real-time analysis, deep fundamental research and journalism to provide unique and actionable insights for traders and investors. Our "All signal, no noise" approach drives an intelligence service that is succinct and timely, which is highly regarded by our time constrained client base.

Our Head Office is in London with offices in Chicago, Washington and Beijing, as well as an on the ground presence in other major financial centres across the world.
  • 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