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US Treasury Auction Calendar

Modest stop-through for 2Y Auction

  • Tsy futures pare losses slightly after the $69B 2Y note auction (91282CLH2) stops .6bp through with 3.874% high yield vs. 3.880% WI; 2.68x bid-to-cover vs. 2.81x prior.
  • Indirect take-up falls to 68.96% vs. 76.57% prior, directs took 19.11% vs. 14.42% last month, primary dealer take-up 11.93% vs. 9.01% prior.
  • The next 2Y auction is tentatively scheduled for September 24.
27-Aug1130ETTBA42D Bill CMB(912797KT3), 5.150%
27-Aug1300ET$69B2Y Note(91282CLH2), 3.874% vs. 3.880% WI
28-Aug1130ETTBA2Y Note FRN R/O(91282CLA7)
28-Aug1300ET$70B5Y Note(91282CLK5)
29-Aug1300ET$44B7Y Note(91282CLJ8)
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
4-Nov1300ETTBA3Y Note30-Oct
5-Nov1300ETTBA10Y Note30-Oct
6-Nov1300ETTBA30Y Bond30-Oct
20-Nov1300ETTBA20Y Bond14-Nov
21-Nov1300ETTBA10Y TIPS14-Nov
25-Nov1300ETTBA2Y Note21-Nov
26-Nov1130ETTBA2Y FRN21-Nov
26-Nov1300ETTBA5Y Note21-Nov
27-Nov1300ETTBA7Y Note21-Nov
10-Dec1300ETTBA3Y Note5-Dec
11-Dec1300ETTBA10Y Note R/O5-Dec
12-Dec1300ETTBA30Y Bond R/O5-Dec
17-Dec1300ETTBA20Y Bond R/O12-Dec
19-Dec1300ETTBA5Y TIPS R/O12-Dec
23-Dec1300ETTBA2Y Note19-Dec
24-Dec1130ETTBA2Y FRN19-Dec
24-Dec1300ETTBA5Y Note19-Dec
26-Dec1300ETTBA7Y Note19-Dec
7-Jan1300ETTBA3Y Note2-Jan
8-Jan1300ETTBA10Y Note R/O2-Jan
9-Jan1300ETTBA30Y Bond R/O2-Jan
22-Jan1300ETTBA20Y Bond R/O16-Jan
23-Jan1300ETTBA10Y TIPS16-Jan
27-Jan1130ETTBA2Y Note23-Jan
27-Jan1300ETTBA5Y Note23-Jan
28-Jan1130ETTBA2Y FRN23-Jan
28-Jan1300ETTBA7Y Note23-Jan

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