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US Treasury Auction Calendar

  • Tsy futures inch off recent lows after the $69B 2Y note auction (91282CKY6) draws 4.706% high yield vs. 4.705% WI; 2.75x bid-to-cover vs. 2.41x prior.
  • Indirect take-up at 65.58.90% vs. 57.90% prior, directs took 20.93% vs. 25.5% last month, primary dealer take-up 13.48% vs. 16.6% prior.
  • The next 2Y auction is tentatively scheduled for July 23.
25-Jun1130ET$60B42D Bill CMB(912797GK7), 5.250%
25-Jun1300ET$69B2Y Note(91282CKY6), 4.706% vs. 4.705% WI
26-Jun1130ET$28B2Y FRN R/O(91282CKM2)
26-Jun1130ET$60B17W Bills(912797LV7)
26-Jun1300ET$70B5Y Note(91282CKX8)
27-Jun1130ET$80B4W Bill(912797KR7)
27-Jun1130ET$75B8W Bill(912797KZ9)
27-Jun1300ET$44B7Y Note(91282CKW0)
1-Jul1130ETTBA13W Bill(912797GW1)
1-Jul1130ETTBA26W Bill(912797LR6)
2-Jul1130ETTBA41D Bill CMB (912797KB2)
9-Jul1300ET$58B3Y Note3-Jul
10-Jul1300ET$39B10Y Note R/O3-Jul
11-Jul1300ET$22B30Y Bond R/O3-Jul
17-Jul1300ET$13B20Y Bond R/O11-Jul
18-Jul1300ET$19B10Y TIPS11-Jul
23-Jul1300ET$69B2Y Note18-Jul
24-Jul1130ETTBA2Y Note FRN18-Jul
24-Jul1300ET$70B5Y Note18-Jul
25-Jul1300ET$44B7Y Note18-Jul
6-Aug1300ET$58B3Y Note31-Jul
7-Aug1300ET$42B10Y Note31-Jul
8-Aug1300ET$25B30Y Note31-Jul
21-Aug1300ETTBA30Y Tips R/O15-Aug
22-Aug1300ET$16B20Y Bond15-Aug
27-Aug1300ET$69B2Y Note22-Aug
28-Aug1130ETTBA2Y Note FRN R/O22-Aug
28-Aug1300ET$70B5Y Note22-Aug
29-Aug1300ET$44B7Y Note22-Aug
10-Sep1300ET$58B3Y Note5-Sep
11-Sep1300ET$39B10Y Note5-Sep
12-Sep1300ET$22B30Y Bond5-Sep
17-Sep1300ET$13B20Y Bond R/O12-Sep
19-Sep1300ETTBA10Y TIPS R/O12-Sep
24-Sep1300ET$69B2Y Note19-Sep
25-Sep1130ETTBA2Y Note FRN19-Sep
25-Sep1300ET$70B5Y Note19-Sep
26-Sep1300ET$44B7Y Note19-Sep
8-Oct1300ET$58B3Y Note3-Oct
9-Oct1300ET$39B10Y Note R/O3-Oct
10-Oct1300ET$22B30Y Note R/O3-Oct
23-Oct1300ET$13B20Y Bond R/O17-Oct
24-Oct1300ETTBA5Y TIPS17-Oct
28-Oct1130ET$69B2Y Note24-Oct
28-Oct1300ET$70B5Y Note24-Oct
29-Oct1130ETTBA2Y FRN Note24-Oct
29-Oct1300ET$44B7Y Note24-Oct
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  • Tsy futures inch off recent lows after the $69B 2Y note auction (91282CKY6) draws 4.706% high yield vs. 4.705% WI; 2.75x bid-to-cover vs. 2.41x prior.
  • Indirect take-up at 65.58.90% vs. 57.90% prior, directs took 20.93% vs. 25.5% last month, primary dealer take-up 13.48% vs. 16.6% prior.
  • The next 2Y auction is tentatively scheduled for July 23.
25-Jun1130ET$60B42D Bill CMB(912797GK7), 5.250%
25-Jun1300ET$69B2Y Note(91282CKY6), 4.706% vs. 4.705% WI
26-Jun1130ET$28B2Y FRN R/O(91282CKM2)
26-Jun1130ET$60B17W Bills(912797LV7)
26-Jun1300ET$70B5Y Note(91282CKX8)
27-Jun1130ET$80B4W Bill(912797KR7)
27-Jun1130ET$75B8W Bill(912797KZ9)
27-Jun1300ET$44B7Y Note(91282CKW0)
1-Jul1130ETTBA13W Bill(912797GW1)
1-Jul1130ETTBA26W Bill(912797LR6)
2-Jul1130ETTBA41D Bill CMB (912797KB2)
9-Jul1300ET$58B3Y Note3-Jul
10-Jul1300ET$39B10Y Note R/O3-Jul
11-Jul1300ET$22B30Y Bond R/O3-Jul
17-Jul1300ET$13B20Y Bond R/O11-Jul
18-Jul1300ET$19B10Y TIPS11-Jul
23-Jul1300ET$69B2Y Note18-Jul
24-Jul1130ETTBA2Y Note FRN18-Jul
24-Jul1300ET$70B5Y Note18-Jul
25-Jul1300ET$44B7Y Note18-Jul
6-Aug1300ET$58B3Y Note31-Jul
7-Aug1300ET$42B10Y Note31-Jul
8-Aug1300ET$25B30Y Note31-Jul
21-Aug1300ETTBA30Y Tips R/O15-Aug
22-Aug1300ET$16B20Y Bond15-Aug
27-Aug1300ET$69B2Y Note22-Aug
28-Aug1130ETTBA2Y Note FRN R/O22-Aug
28-Aug1300ET$70B5Y Note22-Aug
29-Aug1300ET$44B7Y Note22-Aug
10-Sep1300ET$58B3Y Note5-Sep
11-Sep1300ET$39B10Y Note5-Sep
12-Sep1300ET$22B30Y Bond5-Sep
17-Sep1300ET$13B20Y Bond R/O12-Sep
19-Sep1300ETTBA10Y TIPS R/O12-Sep
24-Sep1300ET$69B2Y Note19-Sep
25-Sep1130ETTBA2Y Note FRN19-Sep
25-Sep1300ET$70B5Y Note19-Sep
26-Sep1300ET$44B7Y Note19-Sep
8-Oct1300ET$58B3Y Note3-Oct
9-Oct1300ET$39B10Y Note R/O3-Oct
10-Oct1300ET$22B30Y Note R/O3-Oct
23-Oct1300ET$13B20Y Bond R/O17-Oct
24-Oct1300ETTBA5Y TIPS17-Oct
28-Oct1130ET$69B2Y Note24-Oct
28-Oct1300ET$70B5Y Note24-Oct
29-Oct1130ETTBA2Y FRN Note24-Oct
29-Oct1300ET$44B7Y Note24-Oct