US Treasury Auction Calendar
Aug-08 17:56By: Bill Sokolis
US
Review 30Y Bond Auction: Weak
Treasury futures remain weak (USU4 121-24, -22) after the weak $25B 30Y auction (912810UC0) tailed 2.5bp (largest tail since last November's 5.2bp): 4.314% high yield vs. 4.285% WI; 2.31x bid-to-cover vs. 2.30x in the prior month.
- Indirect take-up 65.32% vs. 60.76% prior; direct bidder take-up 15.5% vs. 23.36% prior; primary dealer take-up highest since November at 19.18% vs. 15.88%.
- The next 30Y auction (re-open) is tentatively scheduled for September 12.
| Date | Time | Amt | Security | Cusip, Yield |
| 8-Aug | 1130ET | $95B | 4W Bill | (912797LG0), 5.285% |
| 8-Aug | 1130ET | $90B | 8W Bill | (912797LS4), 5.190% |
| 8-Aug | 1300ET | $25B | 30Y Note | (912810UC0), 4.314% vs. 4.285% WI |
| 12-Aug | 1130ET | $76B | 13W Bill | (912797LD7) |
| 12-Aug | 1130ET | $70B | 26W Bill | (912797MK0) |
| 13-Aug | 1130ET | $75B | 42D Bill CMB | (912797KM8) |
| 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 |
