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US TREASURY AUCTION CALENDAR: Weak 10Y Sale

  • Treasury futures holding weaker after the $42B 10Y note auction (91282CMM0) tailed: drawing 4.632% high yield vs. 4.622% WI; 2.48x bid-to-cover vs. 2.53x prior.
  • Peripheral stats indirect take-up climbs to 71.55% vs. 61.39% prior; direct bidder take-up 13.61% from 22.97% prior; primary dealer take-up 14.84% vs. 15.64% prior.
  • The next 10Y auction (re-open) is tentatively scheduled for March 12.
12-Feb1130ET$62B17W Bills(912797PS0), 4.230%
12-Feb1300ET$42B10Y Note(91282CMM0), 4.632% vs. 4.622% WI
13-Feb1130ET$90B4W Bills(912797NR4)
13-Feb1130ET$85B8W Bills(912797NZ6)
13-Feb1300ET$25B30Y Bond(912810UG1)
     
18-Feb1130ETTBA13W Bills(912797NM5)
18-Feb1130ETTBA26W Bills(912797PP6)
18-Feb1130ETTBA52W Bills(912797PM3)
19-Feb1130ETTBA17W Bills 
19-Feb1300ETTBA20Y Bond(912810UJ5)
20-Feb1130ETTBA4W Bills 
20-Feb1130ETTBA8W Bills 
20-Feb1300ETTBA30Y 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 holding weaker after the $42B 10Y note auction (91282CMM0) tailed: drawing 4.632% high yield vs. 4.622% WI; 2.48x bid-to-cover vs. 2.53x prior.
  • Peripheral stats indirect take-up climbs to 71.55% vs. 61.39% prior; direct bidder take-up 13.61% from 22.97% prior; primary dealer take-up 14.84% vs. 15.64% prior.
  • The next 10Y auction (re-open) is tentatively scheduled for March 12.
12-Feb1130ET$62B17W Bills(912797PS0), 4.230%
12-Feb1300ET$42B10Y Note(91282CMM0), 4.632% vs. 4.622% WI
13-Feb1130ET$90B4W Bills(912797NR4)
13-Feb1130ET$85B8W Bills(912797NZ6)
13-Feb1300ET$25B30Y Bond(912810UG1)
     
18-Feb1130ETTBA13W Bills(912797NM5)
18-Feb1130ETTBA26W Bills(912797PP6)
18-Feb1130ETTBA52W Bills(912797PM3)
19-Feb1130ETTBA17W Bills 
19-Feb1300ETTBA20Y Bond(912810UJ5)
20-Feb1130ETTBA4W Bills 
20-Feb1130ETTBA8W Bills 
20-Feb1300ETTBA30Y 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