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US Treasury Auction Calendar

  • Treasury futures extend session lows (TYU4 -18.5 to 112-26), but rebounds to 112-29 after the $42B 10Y auction (91282CLF6) tails 3bp: 3.960% high yield vs. 3.930% WI; 2.32x bid-to-cover is lowest since Dec'22 vs. 2.58x prior last month.
  • Indirect take-up 66.17% from 67.61% prior; direct bidder take-up falls to 15.95% from 20.86% prior; primary dealer take-up largest since April at 17.88% vs. 11.53% prior.
  • The next 10Y auction (re-open) is tentatively scheduled for September 11.
DateTimeAmtSecurityCusip, Yield
7-Aug1130ET$60B17W Bill(912797MN4), 4.99%
7-Aug1300ET$42B10Y Note(91282CLF6), 3.960% vs. 3.930% WI
8-Aug1130ET$95B4W Bill(912797LG0)
8-Aug1130ET$90B8W Bill(912797LS4)
8-Aug1300ET$25B30Y Note(912810UC0)
12-Aug1130ETTBA13W Bill(912797LD7)
12-Aug1130ETTBA26W Bill(912797MK0)
13-Aug1130ETTBA42D Bill CMB(912797KM8)
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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  • Treasury futures extend session lows (TYU4 -18.5 to 112-26), but rebounds to 112-29 after the $42B 10Y auction (91282CLF6) tails 3bp: 3.960% high yield vs. 3.930% WI; 2.32x bid-to-cover is lowest since Dec'22 vs. 2.58x prior last month.
  • Indirect take-up 66.17% from 67.61% prior; direct bidder take-up falls to 15.95% from 20.86% prior; primary dealer take-up largest since April at 17.88% vs. 11.53% prior.
  • The next 10Y auction (re-open) is tentatively scheduled for September 11.
DateTimeAmtSecurityCusip, Yield
7-Aug1130ET$60B17W Bill(912797MN4), 4.99%
7-Aug1300ET$42B10Y Note(91282CLF6), 3.960% vs. 3.930% WI
8-Aug1130ET$95B4W Bill(912797LG0)
8-Aug1130ET$90B8W Bill(912797LS4)
8-Aug1300ET$25B30Y Note(912810UC0)
12-Aug1130ETTBA13W Bill(912797LD7)
12-Aug1130ETTBA26W Bill(912797MK0)
13-Aug1130ETTBA42D Bill CMB(912797KM8)
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