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-Sep	1130ET	$80B	4W Bill	(912797LT2), 4.965%
12-Sep	1130ET	$80B	8W Bill	(912797MB0), 4.990%
12-Sep	1300ET	$22B	30Y Bond	(912810UC0), 4.015% vs. 4.000% WI

16-Sep	1130ET	$76B	13W Bill	(912797LQ8)
16-Sep	1130ET	$70B	26W Bill	(912797KJ5)
17-Sep	1130ET	$60B	42D Bill CMB	(912797HE0)
17-Sep	1300ET	$13B	20Y Bond R/O	(912810UD8)
18-Sep	1130ET	TBA	17W Bill	TBA
19-Sep	1130ET	TBA	4W Bill	TBA
19-Sep	1130ET	TBA	8W Biill	TBA
19-Sep	1300ET	$17B	10Y TIPS R/O	(91282CLE9)

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

4-Nov	1300ET	TBA	3Y Note	30-Oct
5-Nov	1300ET	TBA	10Y Note	30-Oct
6-Nov	1300ET	TBA	30Y Bond	30-Oct

20-Nov	1300ET	TBA	20Y Bond	14-Nov
21-Nov	1300ET	TBA	10Y TIPS	14-Nov

25-Nov	1300ET	TBA	2Y Note	21-Nov
26-Nov	1130ET	TBA	2Y FRN	21-Nov
26-Nov	1300ET	TBA	5Y Note	21-Nov
27-Nov	1300ET	TBA	7Y Note	21-Nov

10-Dec	1300ET	TBA	3Y Note	5-Dec
11-Dec	1300ET	TBA	10Y Note R/O	5-Dec
12-Dec	1300ET	TBA	30Y Bond R/O	5-Dec

17-Dec	1300ET	TBA	20Y Bond R/O	12-Dec
19-Dec	1300ET	TBA	5Y TIPS R/O	12-Dec

23-Dec	1300ET	TBA	2Y Note	19-Dec
24-Dec	1130ET	TBA	2Y FRN	19-Dec
24-Dec	1300ET	TBA	5Y Note	19-Dec
26-Dec	1300ET	TBA	7Y Note	19-Dec

7-Jan	1300ET	TBA	3Y Note	2-Jan
8-Jan	1300ET	TBA	10Y Note R/O	2-Jan
9-Jan	1300ET	TBA	30Y Bond R/O	2-Jan

22-Jan	1300ET	TBA	20Y Bond R/O	16-Jan
23-Jan	1300ET	TBA	10Y TIPS	16-Jan

27-Jan	1130ET	TBA	2Y Note	23-Jan
27-Jan	1300ET	TBA	5Y Note	23-Jan
28-Jan	1130ET	TBA	2Y FRN	23-Jan
28-Jan	1300ET	TBA	7Y Note	23-Jan

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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-Sep	1130ET	$80B	4W Bill	(912797LT2), 4.965%
12-Sep	1130ET	$80B	8W Bill	(912797MB0), 4.990%
12-Sep	1300ET	$22B	30Y Bond	(912810UC0), 4.015% vs. 4.000% WI

16-Sep	1130ET	$76B	13W Bill	(912797LQ8)
16-Sep	1130ET	$70B	26W Bill	(912797KJ5)
17-Sep	1130ET	$60B	42D Bill CMB	(912797HE0)
17-Sep	1300ET	$13B	20Y Bond R/O	(912810UD8)
18-Sep	1130ET	TBA	17W Bill	TBA
19-Sep	1130ET	TBA	4W Bill	TBA
19-Sep	1130ET	TBA	8W Biill	TBA
19-Sep	1300ET	$17B	10Y TIPS R/O	(91282CLE9)

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

4-Nov	1300ET	TBA	3Y Note	30-Oct
5-Nov	1300ET	TBA	10Y Note	30-Oct
6-Nov	1300ET	TBA	30Y Bond	30-Oct

20-Nov	1300ET	TBA	20Y Bond	14-Nov
21-Nov	1300ET	TBA	10Y TIPS	14-Nov

25-Nov	1300ET	TBA	2Y Note	21-Nov
26-Nov	1130ET	TBA	2Y FRN	21-Nov
26-Nov	1300ET	TBA	5Y Note	21-Nov
27-Nov	1300ET	TBA	7Y Note	21-Nov

10-Dec	1300ET	TBA	3Y Note	5-Dec
11-Dec	1300ET	TBA	10Y Note R/O	5-Dec
12-Dec	1300ET	TBA	30Y Bond R/O	5-Dec

17-Dec	1300ET	TBA	20Y Bond R/O	12-Dec
19-Dec	1300ET	TBA	5Y TIPS R/O	12-Dec

23-Dec	1300ET	TBA	2Y Note	19-Dec
24-Dec	1130ET	TBA	2Y FRN	19-Dec
24-Dec	1300ET	TBA	5Y Note	19-Dec
26-Dec	1300ET	TBA	7Y Note	19-Dec

7-Jan	1300ET	TBA	3Y Note	2-Jan
8-Jan	1300ET	TBA	10Y Note R/O	2-Jan
9-Jan	1300ET	TBA	30Y Bond R/O	2-Jan

22-Jan	1300ET	TBA	20Y Bond R/O	16-Jan
23-Jan	1300ET	TBA	10Y TIPS	16-Jan

27-Jan	1130ET	TBA	2Y Note	23-Jan
27-Jan	1300ET	TBA	5Y Note	23-Jan
28-Jan	1130ET	TBA	2Y FRN	23-Jan
28-Jan	1300ET	TBA	7Y Note	23-Jan

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