July 18, 2024 17:18 GMT
US Treasury Auction Calendar
- 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 .
Date | Time | Amt | Security | Cusip, Yield |
18-Jul | 1130ET | $90B | 4W Bill | (912797KY2), 5.270% |
18-Jul | 1130ET | $85B | 8W Bill | (912797LH8), 5.260% |
18-Jul | 1300ET | $19B | 10Y TIPS | (91282CLE9), 1.883% vs. 1.866% WI |
22-Jul | 1130ET | $76B | 13W Bill | (912797KV8) |
22-Jul | 1130ET | $70B | 26W Bill | (912797JR9) |
23-Jul | 1130ET | $70B | 42D Bill CMB | (912797GL5) |
23-Jul | 1300ET | $69B | 2Y Note | (91282CLB5) |
24-Jul | 1130ET | $30B | 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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