Free Trial

US Treasury Auction Calendar

$19B 10Y TIPS auction Tails

  • Treasury futures dip slightly (TYU4 111-07, -7) but remain in range after the $19B 10Y TIPS auction (912820CLE9) tailed 1.7bp with high yield of 1.883% vs. 1.866% WI, bid-to-cover 2.38x vs. 2.33x prior.
  • Indirect take-up at 68.67% vs. 69.82% prior; direct bidder take-up 23.38% vs. 16.14% prior; primary dealer take-up at 7.95% vs. 14.04% prior. The next 10Y TIPS auction re-open is tentatively scheduled for September 19 .
DateTimeAmtSecurityCusip, Yield
18-Jul1130ET$90B4W Bill(912797KY2), 5.270%
18-Jul1130ET$85B8W Bill(912797LH8), 5.260%
18-Jul1300ET$19B10Y TIPS(91282CLE9), 1.883% vs. 1.866% WI
22-Jul1130ET$76B13W Bill(912797KV8)
22-Jul1130ET$70B26W Bill(912797JR9)
23-Jul1130ET$70B42D Bill CMB(912797GL5)
23-Jul1300ET$69B2Y Note(91282CLB5)
24-Jul1130ET$30B2Y 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

To read the full story

Close

Why MNI

MNI is the leading provider

of intelligence and analysis on the Global Fixed Income, Foreign Exchange and Energy markets. We use an innovative combination of real-time analysis, deep fundamental research and journalism to provide unique and actionable insights for traders and investors. Our "All signal, no noise" approach drives an intelligence service that is succinct and timely, which is highly regarded by our time constrained client base.

Our Head Office is in London with offices in Chicago, Washington and Beijing, as well as an on the ground presence in other major financial centres across the world.