July 17, 2024 17:22 GMT
US Treasury Auction Calendar
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.
Date | Time | Amt | Security | Cusip, Yield |
17-Jul | 1130ET | $60B | 17W Bill | (912797MC8), 5.135% |
17-Jul | 1300ET | $13B | 20Y Bond R/O | (912810UB2), 4.466% vs. 4.466% WI |
18-Jul | 1130ET | $90B | 4W Bill | (912797KY2) |
18-Jul | 1130ET | $85B | 8W Bill | (912797LH8) |
18-Jul | 1300ET | $19B | 10Y TIPS | (91282CLE9) |
22-Jul | 1130ET | TBA | 13W Bill | (912797KV8) |
22-Jul | 1130ET | TBA | 26W Bill | (912797JR9) |
23-Jul | 1130ET | TBA | 42D Bill CMB | (912797GL5) |
23-Jul | 1300ET | $69B | 2Y Note | (91282CLB5) |
24-Jul | 1130ET | TBA | 2Y Note FRN | (91282CLA7) |
24-Jul | 1300ET | $70B | 5Y Note | (91282CLC3) |
25-Jul | 1300ET | $44B | 7Y Note | (91282CLD1) |
6-Aug | 1300ET | $58B | 3Y Note | 31-Jul |
7-Aug | 1300ET | $42B | 10Y Note | 31-Jul |
8-Aug | 1300ET | $25B | 30Y Note | 31-Jul |
21-Aug | 1300ET | TBA | 30Y Tips R/O | 15-Aug |
22-Aug | 1300ET | $16B | 20Y Bond | 15-Aug |
27-Aug | 1300ET | $69B | 2Y Note | 22-Aug |
28-Aug | 1130ET | TBA | 2Y Note FRN R/O | 22-Aug |
28-Aug | 1300ET | $70B | 5Y Note | 22-Aug |
29-Aug | 1300ET | $44B | 7Y Note | 22-Aug |
10-Sep | 1300ET | $58B | 3Y Note | 5-Sep |
11-Sep | 1300ET | $39B | 10Y Note | 5-Sep |
12-Sep | 1300ET | $22B | 30Y Bond | 5-Sep |
17-Sep | 1300ET | $13B | 20Y Bond R/O | 12-Sep |
19-Sep | 1300ET | TBA | 10Y TIPS R/O | 12-Sep |
24-Sep | 1300ET | $69B | 2Y Note | 19-Sep |
25-Sep | 1130ET | TBA | 2Y Note FRN | 19-Sep |
25-Sep | 1300ET | $70B | 5Y Note | 19-Sep |
26-Sep | 1300ET | $44B | 7Y Note | 19-Sep |
8-Oct | 1300ET | $58B | 3Y Note | 3-Oct |
9-Oct | 1300ET | $39B | 10Y Note R/O | 3-Oct |
10-Oct | 1300ET | $22B | 30Y Note R/O | 3-Oct |
23-Oct | 1300ET | $13B | 20Y Bond R/O | 17-Oct |
24-Oct | 1300ET | TBA | 5Y TIPS | 17-Oct |
28-Oct | 1130ET | $69B | 2Y Note | 24-Oct |
28-Oct | 1300ET | $70B | 5Y Note | 24-Oct |
29-Oct | 1130ET | TBA | 2Y FRN Note | 24-Oct |
29-Oct | 1300ET | $44B | 7Y Note | 24-Oct |
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