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US Treasury Auction Calendar

  • Tsy futures extend session highs but quickly recede to pre-auction levels after the $69B 2Y note auction (91282CLB5) stos through with 4.434% high yield vs. 4.455% WI; 2.81x bid-to-cover vs. 2.75x prior.
  • Indirect take-up at 76.57% vs. 65.5% prior, directs took 14.42% vs. 20.93% last month, primary dealer take-up 9.01% vs. 13.48% prior.
  • The next 2Y auction is tentatively scheduled for August 27.
DateTimeAmtSecurityCusip, Yield
23-Jul1130ET$70B42D Bill CMB(912797GL5), 5.27%
23-Jul1300ET$69B2Y Note(91282CLB5), 4.434% vs. 4.455% WI
24-Jul1130ET$30B2Y Note FRN(91282CLA7)
24-Jul1130ET$60B17W Bill(912797MD6)
24-Jul1300ET$70B5Y Note(91282CLC3)
25-Jul1130ET$90B4W Bill(912797KZ9)
25-Jul1130ET$85B8W Bill(912797LJ4)
25-Jul1300ET$44B7Y Note(91282CLD1)
29-Jul1130ETTBA13W Bill(912797HE0)
29-Jul1130ETTBA26W Bill(912797LZ8)
30-Jul1130ETTBA42D Bill CMB(912797KK2)
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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  • Tsy futures extend session highs but quickly recede to pre-auction levels after the $69B 2Y note auction (91282CLB5) stos through with 4.434% high yield vs. 4.455% WI; 2.81x bid-to-cover vs. 2.75x prior.
  • Indirect take-up at 76.57% vs. 65.5% prior, directs took 14.42% vs. 20.93% last month, primary dealer take-up 9.01% vs. 13.48% prior.
  • The next 2Y auction is tentatively scheduled for August 27.
DateTimeAmtSecurityCusip, Yield
23-Jul1130ET$70B42D Bill CMB(912797GL5), 5.27%
23-Jul1300ET$69B2Y Note(91282CLB5), 4.434% vs. 4.455% WI
24-Jul1130ET$30B2Y Note FRN(91282CLA7)
24-Jul1130ET$60B17W Bill(912797MD6)
24-Jul1300ET$70B5Y Note(91282CLC3)
25-Jul1130ET$90B4W Bill(912797KZ9)
25-Jul1130ET$85B8W Bill(912797LJ4)
25-Jul1300ET$44B7Y Note(91282CLD1)
29-Jul1130ETTBA13W Bill(912797HE0)
29-Jul1130ETTBA26W Bill(912797LZ8)
30-Jul1130ETTBA42D Bill CMB(912797KK2)
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