September 24, 2024 17:38 GMT
US Treasury Auction Calendar
Treasury 2Y Note Auction On the Screws
MNI (CHICAGO)
- Tsy futures holding firmer in the short end after an on-the-screws $69B 2Y note auction (91282CLP4): 3.520% high yield vs. 3.520% WI; 2.59x bid-to-cover vs. 2.68x prior.
- Indirect take-up 67.59% vs. 68.96% prior, directs 19.62% vs. 19.11% last month, primary dealer take-up 12.79% vs. 11.93% prior.
- The next 2Y auction is tentatively scheduled for October 28.
24-Sep | 1130ET | $60B | 42D Bill CMB | (912797LC9), 4.62% |
24-Sep | 1300ET | $69B | 2Y Note | (91282CLP4), 3.520% vs. 3.520% WI |
25-Sep | 1130ET | TBA | 2Y Note FRN | (91282CLA7) |
25-Sep | 1300ET | $70B | 5Y Note | (91282CLN9) |
26-Sep | 1300ET | $44B | 7Y Note | (91282CLM1) |
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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