US Treasury Auction Calendar
Jul-11 17:18By: Bill Sokolis
US
30Y Bond auction tails 2.1Bp
Treasury futures pare gains -- but remain well bid (USU4 119-31, +1-07) after the $22B 30Y auction reopen (912810AU4) tailed 2.1bp: 4.405% high yield vs. 4.384% WI; 2.30x bid-to-cover vs. 2.49x in the prior month.
- Indirect take-up falls to 60.76% vs. 68.50% prior; direct bidder take-up climbs to 23.36% vs. 17.80% prior; primary dealer take-up 15.88% vs. 13.70%.
- The next 30Y auction (re-open) is tentatively scheduled for August 8.
| Date | Time | Amt | Security | Cusip, Yield |
| 11-Jul | 1130ET | $90B | 4W Bill | (912797KX4), 5.270% |
| 11-Jul | 1130ET | $85B | 8W Bill | (912797LG0), 5.260% |
| 11-Jul | 1300ET | $22B | 30Y Bond R/O | (912810UA4), 4.405% vs. 4.384% |
| 15-Jul | 1130ET | TBA | 13W Bill | (912797KU0) |
| 15-Jul | 1130ET | TBA | 26W Bill | (912797LY1) |
| 16-Jul | 1130ET | TBA | 42D Bill CMB | (912797KD8) |
| 17-Jul | 1300ET | $13B | 20Y Bond R/O | (912810UB2) |
| 18-Jul | 1300ET | $19B | 10Y TIPS | (91282CLE9) |
| 23-Jul | 1300ET | $69B | 2Y Note | 18-Jul |
| 24-Jul | 1130ET | TBA | 2Y Note FRN | 18-Jul |
| 24-Jul | 1300ET | $70B | 5Y Note | 18-Jul |
| 25-Jul | 1300ET | $44B | 7Y Note | 18-Jul |
| 6-Aug | 1300ET | $58B | 3Y Note | 31-Jul |
| 7-Aug | 1300ET | $42B | 10Y Note | 31-Jul |
| 8-Aug | 1300ET | $25B | 30Y Note | 31-Jul |
| 21-Aug | 1300ET | TBA | 30Y Tips R/O | 15-Aug |
| 22-Aug | 1300ET | $16B | 20Y Bond | 15-Aug |
| 27-Aug | 1300ET | $69B | 2Y Note | 22-Aug |
| 28-Aug | 1130ET | TBA | 2Y Note FRN R/O | 22-Aug |
| 28-Aug | 1300ET | $70B | 5Y Note | 22-Aug |
| 29-Aug | 1300ET | $44B | 7Y Note | 22-Aug |
| 10-Sep | 1300ET | $58B | 3Y Note | 5-Sep |
| 11-Sep | 1300ET | $39B | 10Y Note | 5-Sep |
| 12-Sep | 1300ET | $22B | 30Y Bond | 5-Sep |
| 17-Sep | 1300ET | $13B | 20Y Bond R/O | 12-Sep |
| 19-Sep | 1300ET | TBA | 10Y TIPS R/O | 12-Sep |
| 24-Sep | 1300ET | $69B | 2Y Note | 19-Sep |
| 25-Sep | 1130ET | TBA | 2Y Note FRN | 19-Sep |
| 25-Sep | 1300ET | $70B | 5Y Note | 19-Sep |
| 26-Sep | 1300ET | $44B | 7Y Note | 19-Sep |
| 8-Oct | 1300ET | $58B | 3Y Note | 3-Oct |
| 9-Oct | 1300ET | $39B | 10Y Note R/O | 3-Oct |
| 10-Oct | 1300ET | $22B | 30Y Note R/O | 3-Oct |
| 23-Oct | 1300ET | $13B | 20Y Bond R/O | 17-Oct |
| 24-Oct | 1300ET | TBA | 5Y TIPS | 17-Oct |
| 28-Oct | 1130ET | $69B | 2Y Note | 24-Oct |
| 28-Oct | 1300ET | $70B | 5Y Note | 24-Oct |
| 29-Oct | 1130ET | TBA | 2Y FRN Note | 24-Oct |
| 29-Oct | 1300ET | $44B | 7Y Note | 24-Oct |
