Free Trial

US Treasury Auction Calendar

Small tail for 30Y bond auction re-open

Treasury futures remain near lows (USZ4 126-04, -21) after the $22B 30Y auction re-open (912810UC0) tails slightly: 4.015% high yield vs. 4.000% WI; 2.38x bid-to-cover vs. 2.31x in the prior month.

  • Indirect take-up 68.68% vs. 65.32% prior; direct bidder take-up 15.66% vs. 15.50% prior; primary dealer take-up 15.66% vs. 19.18% prior (highest since November).
  • The next 30Y auction (re-open) is tentatively scheduled for October 10.
12-Sep1130ET$80B4W Bill(912797LT2), 4.965%
12-Sep1130ET$80B8W Bill(912797MB0), 4.990%
12-Sep1300ET$22B30Y Bond(912810UC0), 4.015% vs. 4.000% WI
16-Sep1130ET$76B13W Bill(912797LQ8)
16-Sep1130ET$70B26W Bill(912797KJ5)
17-Sep1130ET$60B42D Bill CMB(912797HE0)
17-Sep1300ET$13B20Y Bond R/O(912810UD8)
18-Sep1130ETTBA17W BillTBA
19-Sep1130ETTBA4W BillTBA
19-Sep1130ETTBA8W BiillTBA
19-Sep1300ET$17B10Y TIPS R/O(91282CLE9)
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
390 words

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.

Treasury futures remain near lows (USZ4 126-04, -21) after the $22B 30Y auction re-open (912810UC0) tails slightly: 4.015% high yield vs. 4.000% WI; 2.38x bid-to-cover vs. 2.31x in the prior month.

  • Indirect take-up 68.68% vs. 65.32% prior; direct bidder take-up 15.66% vs. 15.50% prior; primary dealer take-up 15.66% vs. 19.18% prior (highest since November).
  • The next 30Y auction (re-open) is tentatively scheduled for October 10.
12-Sep1130ET$80B4W Bill(912797LT2), 4.965%
12-Sep1130ET$80B8W Bill(912797MB0), 4.990%
12-Sep1300ET$22B30Y Bond(912810UC0), 4.015% vs. 4.000% WI
16-Sep1130ET$76B13W Bill(912797LQ8)
16-Sep1130ET$70B26W Bill(912797KJ5)
17-Sep1130ET$60B42D Bill CMB(912797HE0)
17-Sep1300ET$13B20Y Bond R/O(912810UD8)
18-Sep1130ETTBA17W BillTBA
19-Sep1130ETTBA4W BillTBA
19-Sep1130ETTBA8W BiillTBA
19-Sep1300ET$17B10Y TIPS R/O(91282CLE9)
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