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US Treasury Auction Calendar

20Y Bond Auction Reopen: On the Screws; Tech issues delay buyback to Thursday

Tsy futures dip slightly then recover (TYU4 111-11.5 last) after $13B 20Y bond auction reopen (912810UB2) comes out on the screws: 4.466% high yield vs. 4.466% WI; 2.68x bid-to-cover vs. prior month's 2.74x.

  • Indirect take-up at 77.20% vs. 77.89% last month; direct bidder take-up 14.32% vs. 16.35% prior; primary dealer take-up at 8.47% vs. 5.77% prior.
  • The next 20Y auction (re-open) is tentatively scheduled for August 22.
DateTimeAmtSecurityCusip, Yield
17-Jul1130ET$60B17W Bill(912797MC8), 5.135%
17-Jul1300ET$13B20Y Bond R/O(912810UB2), 4.466% vs. 4.466% WI
18-Jul1130ET$90B4W Bill(912797KY2)
18-Jul1130ET$85B8W Bill(912797LH8)
18-Jul1300ET$19B10Y TIPS(91282CLE9)
22-Jul1130ETTBA13W Bill(912797KV8)
22-Jul1130ETTBA26W Bill(912797JR9)
23-Jul1130ETTBA42D Bill CMB(912797GL5)
23-Jul1300ET$69B2Y Note(91282CLB5)
24-Jul1130ETTBA2Y Note FRN(91282CLA7)
24-Jul1300ET$70B5Y Note(91282CLC3)
25-Jul1300ET$44B7Y Note(91282CLD1)
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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