May 24, 2022 17:18 GMT
US Tsy Auction Calendar: Decent 2Y Sale Stopped Through
Decent 2Y sale, Tsy futures holding firmer (curves steeper) after $47B 2Y note auction (91282CER8) stops through: 2.519% high yield vs. 2.526% WI; 2.61x bid-to-cover vs. last moth's 2.74x.
- Indirect take-up: recedes to 62.55% vs. 65.97% in April;
- Primary dealer take-up: 22.09% vs. 21.44% prio;
- Direct take-up: bounces to 15.35% vs. 12.60% prior
- The next 10Y auction is tentatively scheduled for June 27.
DATE | TIME | AMT | SECURITY | CUSIP, Yld |
24-May | 1300ET | $47B | 2Y Note | (91282CER8), 2.519% vs. 2.526% WI |
25-May | 1130ET | $30B | 119D-Bill CMB | (912796XX2) |
25-May | 1130ET | $22B | 2Y Note FRN R/O | (91282CEL1) |
25-May | 1300ET | $48B | 5Y Note | (91282CET4) |
26-May | 1130ET | TBA | 4W-Bill | 24-May |
26-May | 1130ET | TBA | 8W-Bill | 24-May |
26-May | 1300ET | $42B | 7Y Note | (91282CES6) |
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 |
9-Aug | 1300ET | TBA | 3Y Note | 3-Aug |
10-Aug | 1300ET | TBA | 10Y Note | 3-Aug |
11-Aug | 1300ET | TBA | 30Y Bond | 3-Aug |
17-Aug | 1300ET | TBA | 20Y Bond | 11-Aug |
18-Aug | 1300ET | TBA | 30Y TIPS Re-open | 11-Aug |
23-Aug | 1300ET | TBA | 2Y Note | 18-Aug |
24-Aug | 1130ET | TBA | 2Y Note FRN | 18-Aug |
24-Aug | 1300ET | TBA | 5Y Note | 18-Aug |
25-Aug | 1300ET | TBA | 7Y Note | 18-Aug |
12-Sep | 1130ET | TBA | 3Y Note | 8-Sep |
12-Sep | 1300ET | TBA | 10Y Note re-open | 8-Sep |
13-Sep | 1300ET | TBA | 30Y Bond re-open | 8-Sep |
20-Sep | 1300ET | TBA | 20Y Bond re-open | 15-Sep |
22-Sep | 1300ET | TBA | 10Y TIPS re-open | 15-Sep |
26-Sep | 1300ET | TBA | 2Y Note | 22-Sep |
27-Sep | 1300ET | TBA | 5Y Note | 22-Sep |
28-Sep | 1300ET | TBA | 2Y FRN | 22-Sep |
28-Sep | 1300ET | TBA | 7Y Note | 22-Sep |
11-Oct | 1300ET | TBA | 3Y Note | 6-Oct |
12-Oct | 1300ET | TBA | 10Y Note | 6-Oct |
13-Oct | 1300ET | TBA | 30Y Bond | 6-Oct |
19-Oct | 1300ET | TBA | 20Y Bond re-open | 13-Oct |
20-Oct | 1300ET | TBA | 5Y TIPS | 13-Oct |
25-Oct | 1300ET | TBA | 2Y Note | 20-Oct |
26-Oct | 1130ET | TBA | 2Y FRN | 20-Oct |
26-Oct | 1300ET | TBA | 5Y Note | 20-Oct |
27-Oct | 1300ET | TBA | 7Y Note | 20-Oct |
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