March 12, 2024 17:09 GMT
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.
Date | Time | Amt | Security | Cusip, Yield |
12-Mar | 1130ET | $80B | 42D Bill CMB | (912797HG5), 5.285% |
12-Mar | 1300ET | $39B | 10Y Note R/O | (91282CJZ5), 4.166% vs. 4.155% WI |
13-Mar | 1130ET | TBA | 17W Bills | (912797KP1) |
13-Mar | 1300ET | $22B | 30Y Bond R/O | (912810TX6) |
14-Mar | 1130ET | TBA | 4W Bill | (912797JN8) |
14-Mar | 1130ET | TBA | 8W Bill | (912797JW8) |
18-Mar | 1130ET | TBA | 13W Bill | 14-Mar |
18-Mar | 1130ET | TBA | 26W Bill | 14-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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