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US Treasury Auction Calendar: Bond Sale Tails

Treasury futures hold onto higher levels - little reaction to a 1.3bp tail, USH5 currently 114-25 (+112) after the $25B 30Y auction (912810UG1) tailed: 4.748% high yield vs. 4.735% WI; 2.33x bid-to-cover vs. 2.52x in the prior month.

  • Peripheral measures has indirect take-up 65.08% vs. 66.63% prior; direct bidder take-up 18.58% vs. 20.71% prior; primary dealer take-up 16.34% vs. 12.66% prior.
  • The next 30Y auction (re-open) is tentatively scheduled for March 13.
18-Feb1130ET$80B13W Bills(912797NM5)
18-Feb1130ET$70B26W Bills(912797PP6)
18-Feb1130ET$80B6W Bills(912797MV6)
18-Feb1300ET$48B52W Bills(912797PM3)
19-Feb1130ETTBA17W Bills 
19-Feb1300ET$16B20Y Bond(912810UJ5)
20-Feb1130ETTBA4W Bills 
20-Feb1130ETTBA8W Bills 
20-Feb1300ET$9B30Y TIPS(912810UH9)
     
24-Feb1300ETTBA2Y Note20-Feb
25-Feb1300ETTBA5Y Note20-Feb
26-Feb1300ETTBA2Y FRN R/O20-Feb
26-Feb1300ETTBA7Y Note20-Feb
     
11-Mar1300ETTBA3Y Note6-Mar
12-Mar1300ETTBA10Y Note R/O6-Mar
13-Mar1300ETTBA30Y Bond R/O6-Mar
     
18-Mar1300ETTBA20Y Bond R/O13-Mar
20-Mar1300ETTBA10Y TIPS R/O13-Mar
     
25-Mar1300ETTBA2Y Note20-Mar
26-Mar1300ETTBA2Y FRN R/O20-Mar
26-Mar1300ETTBA5Y Note20-Mar
27-Mar1300ETTBA7Y Note20-Mar
     
8-Apr1300ETTBA3Y Note3-Apr
9-Apr1300ETTBA10Y Note R/O3-Apr
10-Apr1300ETTBA30Y Bond R/O3-Apr
     
16-Apr1300ETTBA20Y Bond R/O10-Apr
17-Apr1300ETTBA5Y TIPS10-Apr
     
22-Apr1300ETTBA2Y Note17-Apr
23-Apr1300ETTBA2Y FRN17-Apr
23-Apr1300ETTBA5Y Note17-Apr
24-Apr1300ETTBA7Y Note17-Apr
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Treasury futures hold onto higher levels - little reaction to a 1.3bp tail, USH5 currently 114-25 (+112) after the $25B 30Y auction (912810UG1) tailed: 4.748% high yield vs. 4.735% WI; 2.33x bid-to-cover vs. 2.52x in the prior month.

  • Peripheral measures has indirect take-up 65.08% vs. 66.63% prior; direct bidder take-up 18.58% vs. 20.71% prior; primary dealer take-up 16.34% vs. 12.66% prior.
  • The next 30Y auction (re-open) is tentatively scheduled for March 13.
18-Feb1130ET$80B13W Bills(912797NM5)
18-Feb1130ET$70B26W Bills(912797PP6)
18-Feb1130ET$80B6W Bills(912797MV6)
18-Feb1300ET$48B52W Bills(912797PM3)
19-Feb1130ETTBA17W Bills 
19-Feb1300ET$16B20Y Bond(912810UJ5)
20-Feb1130ETTBA4W Bills 
20-Feb1130ETTBA8W Bills 
20-Feb1300ET$9B30Y TIPS(912810UH9)
     
24-Feb1300ETTBA2Y Note20-Feb
25-Feb1300ETTBA5Y Note20-Feb
26-Feb1300ETTBA2Y FRN R/O20-Feb
26-Feb1300ETTBA7Y Note20-Feb
     
11-Mar1300ETTBA3Y Note6-Mar
12-Mar1300ETTBA10Y Note R/O6-Mar
13-Mar1300ETTBA30Y Bond R/O6-Mar
     
18-Mar1300ETTBA20Y Bond R/O13-Mar
20-Mar1300ETTBA10Y TIPS R/O13-Mar
     
25-Mar1300ETTBA2Y Note20-Mar
26-Mar1300ETTBA2Y FRN R/O20-Mar
26-Mar1300ETTBA5Y Note20-Mar
27-Mar1300ETTBA7Y Note20-Mar
     
8-Apr1300ETTBA3Y Note3-Apr
9-Apr1300ETTBA10Y Note R/O3-Apr
10-Apr1300ETTBA30Y Bond R/O3-Apr
     
16-Apr1300ETTBA20Y Bond R/O10-Apr
17-Apr1300ETTBA5Y TIPS10-Apr
     
22-Apr1300ETTBA2Y Note17-Apr
23-Apr1300ETTBA2Y FRN17-Apr
23-Apr1300ETTBA5Y Note17-Apr
24-Apr1300ETTBA7Y Note17-Apr