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US Treasury Auction Calendar

30Y Bond auction tails 2.1Bp

Treasury futures pare gains -- but remain well bid (USU4 119-31, +1-07) after the $22B 30Y auction reopen (912810AU4) tailed 2.1bp: 4.405% high yield vs. 4.384% WI; 2.30x bid-to-cover vs. 2.49x in the prior month.

  • Indirect take-up falls to 60.76% vs. 68.50% prior; direct bidder take-up climbs to 23.36% vs. 17.80% prior; primary dealer take-up 15.88% vs. 13.70%.
  • The next 30Y auction (re-open) is tentatively scheduled for August 8.
DateTimeAmtSecurityCusip, Yield
11-Jul1130ET$90B4W Bill(912797KX4), 5.270%
11-Jul1130ET$85B8W Bill(912797LG0), 5.260%
11-Jul1300ET$22B30Y Bond R/O(912810UA4), 4.405% vs. 4.384%
15-Jul1130ETTBA13W Bill(912797KU0)
15-Jul1130ETTBA26W Bill(912797LY1)
16-Jul1130ETTBA42D Bill CMB(912797KD8)
17-Jul1300ET$13B20Y Bond R/O(912810UB2)
18-Jul1300ET$19B10Y TIPS(91282CLE9)
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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