US Treasury Auction Calendar
Feb-08 19:24By: Bill Sokolis
US
Tsy futures rally after strong $35B 10Y note auction (91282CGM7) stops through w/ 3.613% high yield vs. 3.642% WI; 2.66x bid-to-cover vs. 2.53x prior.
- Indirect take-up surges to 79.45% vs. 67.02% prior; direct bidder take-up 15.19% from 17.92% prior; new low primary dealer take-up 5.36% vs. 15.06%.
- Next (new) 10Y auction is tentatively scheduled for March 8.
| DATE | TIME | AMT | SECURITY | CUSIP, Yield |
| 8-Feb | 1130ET | $36B | 17W Bill | (912797FN2) 4.70% |
| 8-Feb | 1300ET | $35B | 10Y Note | (91282CGM7), 3.613% vs. 3.642% WI |
| 9-Feb | 1130ET | $75B | 4W Bill | (912796Z69) |
| 9-Feb | 1130ET | $60B | 8W Bill | (912796CT4) |
| 9-Feb | 1300ET | $21B | 30Y Bond | (912810TN8) |
| 13-Feb | 1130ET | TBA | 13W Bill | (912796W47) |
| 13-Feb | 1130ET | TBA | 26W Bill | (912796CT4) |
| 15-Feb | 1300ET | TBA | 20Y Bond | (912810TQ1) |
| 16-Feb | 1300ET | TBA | 30Y TIPS | (912810TP3) |
| 21-Feb | 1300ET | TBA | 2Y Note | 16-Feb |
| 22-Feb | 1130ET | TBA | 2Y Note FRN R/O | 16-Feb |
| 22-Feb | 1300ET | TBA | 5Y Note | 16-Feb |
| 23-Feb | 1300ET | TBA | 7Y Note | 16-Feb |
| 7-Mar | 1300ET | TBA | 3Y Note | 2-Mar |
| 8-Mar | 1300ET | TBA | 10Y Note R/O | 2-Mar |
| 9-Mar | 1300ET | TBA | 30Y Bond R/O | 2-Mar |
| 21-Mar | 1300ET | TBA | 20Y Bond R/O | 16-Mar |
| 23-Mar | 1300ET | TBA | 10Y TIPS R/O | 16-Mar |
| 27-Mar | 1300ET | TBA | 2Y Note | 23-Mar |
| 28-Mar | 1300ET | TBA | 5Y Note | 23-Mar |
| 29-Mar | 1130ET | TBA | 2Y Note FRN R/O | 23-Mar |
| 29-Mar | 1300ET | TBA | 7Y Note | 23-Mar |
| 11-Apr | 1300ET | TBA | 3Y Note | 6-Apr |
| 12-Apr | 1300ET | TBA | 10Y Note R/O | 6-Apr |
| 13-Apr | 1300ET | TBA | 30Y Bond R/O | 6-Apr |
| 19-Apr | 1300ET | TBA | 20Y Bond R/O | 13-Apr |
| 20-Apr | 1300ET | TBA | 5Y TIPS | 13-Apr |
| 25-Apr | 1300ET | TBA | 2Y Note | 20-Apr |
| 26-Apr | 1130ET | TBA | 2Y Note FRN | 20-Apr |
| 26-Apr | 1300ET | TBA | 5Y Note | 20-Apr |
| 27-Apr | 1300ET | TBA | 7Y Note | 20-Apr |
