April 20, 2022 17:47 GMT
US Treasury Auction Calendar, Strong 20Y Re-Open
Tsy futures gap higher (30YY falls to 2.8874% low) after strong $16B 20Y note auction reopen (912810TF5) trades through with 3.095% high yield vs. 3.120% WI; 2.80x bid-to-cover vs. last month's 2.72x.
- Indirect take-up climbs to new high of 75.94% vs. 64.39% prior; direct bidder take-up recedes to 15.32% vs. 26.03% prior, primary dealer take-up falls to 8.74% vs. 9.59%.
Date | Time | Amt | Security | CUSIP, Yield |
13-Apr | 1130ET | $30B | 119D-Bill CMB | (912796XM6) 0.965% |
13-Apr | 1300ET | $20B | 30Y Bond R/O | (912810TD0), 2.815% vs. 2.804% WI |
14-Apr | 1130ET | $35B | 4W-Bill | (912796U98) |
14-Apr | 1130ET | $30B | 8W-Bill | (912796V97) |
18-Apr | 1130ET | $57B | 13W-Bill | (917296S42) |
18-Apr | 1130ET | $48B | 26W-Bill | (912796V63) |
19-Apr | 1130ET | $34B | 52W-Bill | (912796V48) |
20-Apr | 1130ET | $30B | 119D-Bill CMB | (912796XN4), 1.070% |
20-Apr | 1300ET | $16B | 20Y Bond R/O | (912810TF5), 3.095% vs. 3.120% WI |
21-Apr | 1130ET | $35B | 4W-Bill | (912796V22) |
21-Apr | 1130ET | $30B | 8W-Bill | (912796W21) |
21-Apr | 1300ET | $20B | 5Y TIPS | (91282CEJ6) |
25-Apr | 1130ET | TBA | 13W-Bill | (912796S59) |
25-Apr | 1130ET | TBA | 26W-Bill | (912796V71) |
26-Apr | 1300ET | TBA | 2Y Note | (91282CEK3) |
27-Apr | 1130ET | TBA | 2Y Note FRN | (91282CEL1) |
27-Apr | 1300ET | TBA | 5Y Note | (91282CEN7) |
28-Apr | 1130ET | TBA | 4W-Bill | 26-Apr |
28-Apr | 1130ET | TBA | 8W-Bill | 26-Apr |
28-Apr | 1300ET | TBA | 7Y Note | (91282CEM9) |
2-May | 1130ET | TBA | 13W-Bill | 28-Apr |
2-May | 1130ET | TBA | 26W-Bill | 28-Apr |
5-May | 1130ET | TBA | 4W-Bill | 3-May |
5-May | 1130ET | TBA | 8W-Bill | 3-May |
9-May | 1130ET | TBA | 13W-Bill | 5-May |
9-May | 1130ET | TBA | 26W-Bill | 5-May |
10-May | 1300ET | TBA | 3Y Note | 4-May |
11-May | 1300ET | TBA | 10Y Note | 4-May |
12-May | 1130ET | TBA | 4W-Bill | 10-May |
12-May | 1130ET | TBA | 8W-Bill | 10-May |
12-May | 1300ET | TBA | 30Y Bond | 4-May |
16-May | 1130ET | TBA | 13W-Bill | 12-May |
16-May | 1130ET | TBA | 26W-Bill | 12-May |
17-May | 1130ET | TBA | 52W-Bill | 12-May |
18-May | 1300ET | TBA | 20Y Bond | 12-May |
19-May | 1130ET | TBA | 4W-Bill | 17-May |
19-May | 1130ET | TBA | 8W-Bill | 17-May |
19-May | 1300ET | TBA | 10Y TIPS R/O | 12-May |
23-May | 1130ET | TBA | 13W-Bill | 19-May |
23-May | 1130ET | TBA | 26W-Bill | 19-May |
24-May | 1300ET | TBA | 2Y Note | 19-May |
25-May | 1130ET | TBA | 2Y Note FRN R/O | 19-May |
25-May | 1300ET | TBA | 5Y Note | 19-May |
26-May | 1130ET | TBA | 4W-Bill | 24-May |
26-May | 1130ET | TBA | 8W-Bill | 24-May |
26-May | 1300ET | TBA | 7Y Note | 19-May |
31-May | 1130ET | TBA | 13W-Bill | 26-May |
31-May | 1130ET | TBA | 26W-Bill | 26-May |
2-Jun | 1130ET | TBA | 4W-Bill | 31-May |
2-Jun | 1130ET | TBA | 8W-Bill | 31-May |
6-Jun | 1130ET | TBA | 13W-Bill | 2-Jun |
6-Jun | 1130ET | TBA | 26W-Bill | 2-Jun |
7-Jun | 1300ET | TBA | 3Y Note | 2-Jun |
8-Jun | 1300ET | TBA | 10Y Note R/O | 2-Jun |
9-Jun | 1130ET | TBA | 4W-Bill | 7-Jun |
9-Jun | 1130ET | TBA | 8W-Bill | 7-Jun |
9-Jun | 1300ET | TBA | 30Y Bond R/O | 2-Jun |
13-Jun | 1130ET | TBA | 13W-Bill | 9-Jun |
13-Jun | 1130ET | TBA | 26W-Bill | 9-Jun |
14-Jun | 1130ET | TBA | 52W-Bill | 9-Jun |
16-Jun | 1130ET | TBA | 4W-Bill | 14-Jun |
16-Jun | 1130ET | TBA | 8W-Bill | 14-Jun |
22-Jun | 1300ET | TBA | 2Y FRN R/O | 16-Jun |
22-Jun | 1300ET | TBA | 20Y Bond R/O | 16-Jun |
23-Jun | 1300ET | TBA | 5Y TIPS R/O | 16-Jun |
27-Jun | 1300ET | TBA | 2Y Note | 23-Jun |
27-Jun | 1300ET | TBA | 5Y Note | 23-Jun |
28-Jun | 1300ET | TBA | 7Y Note | 23-Jun |
11-Ju; | 1300ET | TBA | 3Y Note | 7-Jul |
12-Jul | 1300ET | TBA | 10Y Note R/O | 7-Jul |
13-Jul | 1300ET | TBA | 30Y Bond R/O | 7-Jul |
20-Jul | 1300ET | TBA | 10Y TIPS | 14-Jul |
21-Jul | 1300ET | TBA | 20Y Bond R/O | 14-Jul |
25-Jul | 1300ET | TBA | 2Y Note | 21-Jul |
26-Jul | 1300ET | TBA | 5Y Note | 21-Jul |
27-Jul | 1300ET | TBA | 2Y Note FRN | 21-Jul |
28-Jul | 1300ET | TBA | 7Y Note | 21-Jul |
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