June 08, 2022 17:15 GMT
US Tsy Auction Calendar, Weak 10Y Re-Open Sale
2.030% high yield vs. 3.017% WI
Tsy futures trade lower (still off early session lows) after $33B 10Y note auction (91282CEP2) reopen tails yet again: 2.030% high yield vs. 3.017% WI; 2.41x bid-to-cover off last month's 2.49x
- Indirect take-up recedes to 63.59% vs. last month's 70.30% high; direct bidder take-up climbs to 19.37 from 18.21%, while primary dealer take-up climbs to 17.04% vs. 11.49%.
- Next 10Y auction (re-open) is tentatively scheduled for July 12
Date | Time | Amt | Security | Cusip, Yiels |
8-Jun | 1300ET | $33B | 10Y Note R/O | (91282CEP2), 3.030% vs. 3.017% |
9-Jun | 1130ET | $35B | 4W-Bill | (912796W96) |
9-Jun | 1130ET | $30B | 8W-Bill | (912796XL8) |
9-Jun | 1300ET | $19B | 30Y Bond R/O | (912810TG3) |
13-Jun | 1130ET | TBA | 13W-Bill | (912796U49) |
13-Jun | 1130ET | TBA | 26W-Bill | (912796X79) |
14-Jun | 1130ET | TBA | 52W-Bill | (912796X53) |
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-Jul | 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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