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RANsquawk – DAILY G7 BOND AUCTION PREVIEW – 22/01/13
AUCTION PREVIEW: NE EUR 1.5-2.5bln 1% 2014, 3.75% 2042
Today, the DSTA will reopen two off-the-run bonds maturing in January 2014 and in January 2042. The target amount for the two bonds in total is EUR 1.5-2.5bln. The most recent 1% Jan'14 bond was last tapped in 2011 and is therefore not directly comparable. The 3.75% Jan'42 bond was last sold last January, uniform price of 121.62 and yield at 2.690%. The DSTA will announce the prices at which PDs may buy the issues at around 0900GMT and bidding results are published shortly after.
AUCTION PREVIEW: SP EUR 2.5bln 3-, 6-Month T-Bills
The most recent 3- and 6-month offerings from the Treasury were conducted late December, when a total of EUR 3.53bln was sold. The 3-month T-bill was covered 2.92 times and at an average yield of 1.195%. The 6-month T-Bill was covered 2.57 and at average yield of 1.609%. Bids are submitted by 0930GMT and results are published shortly after.
AUCTION PREVIEW: EU ECB 7-Day REFI
Last week the ECB offered EUR 131.242bln to 72 bidders. Expectations are for the ECB to allot EUR 130bln in 7-day op, low estimate of EUR 80bln and high estimate of EUR 140bln. Results are published by the ECB at around 1015GMT.
AUCTION PREVIEW: GE EUR 1bln 0.1% I/L 2023
The agency last sold this line in October 2012, when a total of EUR 1.17bln was sold with a b/c of 1.5, real yield at -0.380%. Bids are submitted by 1100GMT and results are published shortly after.
AUCTION PREVIEW: ESM EUR 2bln 6-Month T-Bill
The ESM bill programme will replace the existing EFSF bill programme. EFSF will therefore no longer hold bill auctions and maturing EFSF bills will be financed via long-term funding or through the proceeds of ESM bills. Of note, the ESM bill programme is expected to cover funding needs for the first half of the year with an inaugural bond issuance expected from ESM in the second half.
For comparison purposes, the most recent 6-Month T-Bill by the EFSF which was offered last November was covered 2.5 times and at an average yield of -0.005%. Bids are submitted by 1130GMT and results are published shortly afte
AUCTION PREVIEW: ECB Draining Op
Last week, the ECB drained EUR 208.5bln in 7 day deposits, in line with the aim. Results are published at 1200GMT
AUCTION PREVIEW: US Fed's Outright TIPS Purchase Apr'17 – Feb'42
Today the NY Fed is conducting its Outright TIPS Purchase in the maturity range of Apr'17 – Feb'42. In today's operation, the Fed expects to buy in the range of USD 1.00bln – USD 1.50bln. The last Outright TIPS purchase operation in this maturity range was on the 11th December 2012, with a purchase size of USD 1.396bln and a submitted/accepted ratio of 2.74.
This Operation is tentatively scheduled to begin around 1515 GMT (1015 ET) and close at 1600 GMT (1100 ET). Results are released shortly after 1600 GMT (1100 ET).
View All Market Commentary
Today, the DSTA will reopen two off-the-run bonds maturing in January 2014 and in January 2042. The target amount for the two bonds in total is EUR 1.5-2.5bln. The most recent 1% Jan'14 bond was last tapped in 2011 and is therefore not directly comparable. The 3.75% Jan'42 bond was last sold last January, uniform price of 121.62 and yield at 2.690%. The DSTA will announce the prices at which PDs may buy the issues at around 0900GMT and bidding results are published shortly after.
AUCTION PREVIEW: SP EUR 2.5bln 3-, 6-Month T-Bills
The most recent 3- and 6-month offerings from the Treasury were conducted late December, when a total of EUR 3.53bln was sold. The 3-month T-bill was covered 2.92 times and at an average yield of 1.195%. The 6-month T-Bill was covered 2.57 and at average yield of 1.609%. Bids are submitted by 0930GMT and results are published shortly after.
AUCTION PREVIEW: EU ECB 7-Day REFI
Last week the ECB offered EUR 131.242bln to 72 bidders. Expectations are for the ECB to allot EUR 130bln in 7-day op, low estimate of EUR 80bln and high estimate of EUR 140bln. Results are published by the ECB at around 1015GMT.
AUCTION PREVIEW: GE EUR 1bln 0.1% I/L 2023
The agency last sold this line in October 2012, when a total of EUR 1.17bln was sold with a b/c of 1.5, real yield at -0.380%. Bids are submitted by 1100GMT and results are published shortly after.
AUCTION PREVIEW: ESM EUR 2bln 6-Month T-Bill
The ESM bill programme will replace the existing EFSF bill programme. EFSF will therefore no longer hold bill auctions and maturing EFSF bills will be financed via long-term funding or through the proceeds of ESM bills. Of note, the ESM bill programme is expected to cover funding needs for the first half of the year with an inaugural bond issuance expected from ESM in the second half.
For comparison purposes, the most recent 6-Month T-Bill by the EFSF which was offered last November was covered 2.5 times and at an average yield of -0.005%. Bids are submitted by 1130GMT and results are published shortly afte
AUCTION PREVIEW: ECB Draining Op
Last week, the ECB drained EUR 208.5bln in 7 day deposits, in line with the aim. Results are published at 1200GMT
AUCTION PREVIEW: US Fed's Outright TIPS Purchase Apr'17 – Feb'42
Today the NY Fed is conducting its Outright TIPS Purchase in the maturity range of Apr'17 – Feb'42. In today's operation, the Fed expects to buy in the range of USD 1.00bln – USD 1.50bln. The last Outright TIPS purchase operation in this maturity range was on the 11th December 2012, with a purchase size of USD 1.396bln and a submitted/accepted ratio of 2.74.
This Operation is tentatively scheduled to begin around 1515 GMT (1015 ET) and close at 1600 GMT (1100 ET). Results are released shortly after 1600 GMT (1100 ET).
View All Market Commentary
*Disclaimer: The information in the Market Commentaries was obtained from sources believed to be reliable, but we do not guarantee its accuracy. Neither the information nor any opinion expressed therein constitutes a solicitation of the purchase or sale of any futures or options contracts.
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