AUCTION PREVIEW: BTPs Lack Concession; Supply Outlook Supportive
(Bloomberg) -- Italy to sell 0.45% 2021, 1.25% 2026 for EU5b-EU6b; as well as 2023 CCTeu for EU1.25b-EU1.75b.
- Analysts highlight lack of concession in the issues and see 10Y repo levels, potential month-end demand and BTP supply outlook as supportive
- BBVA (Jaime Costero)
- 5Y has outperformed peers, now sits as slightly rich vs fitted curve; 3Y-7Y sector has become more popular in terms of activity, which may support at auction
- 10Y has seen some concession vs peers, particularly against the 11/2027; issue trades slightly special in repo, which is also a supportive factor
- Mizuho (Antoine Bouvet)
- 5Y sector remains rich by long-term standards on 2s5s8s fly; the roll has richened since the last tap, which may be supportive as new 5Y may be launched next month
- 10Y roll has been mixed, hints at lukewarm investor support for the recently launched 10Y benchmark
- UniCredit (Elia Lattuga)
- BTPs have cheapened vs core over the past two weeks, 10Y spread now back to ~120bps (7bp above recent lows)
- BTPs have also cheapened vs SPGBs over the past week, but supply cycle favors BTPs after the auction, see room for some tightening
- 10Y yield is ~10bps above the low; 7s10s spread has steepened by a few basis points over past two weeks
- 5Y benchmark has richened vs short end, doesn’t look especially attractive in its area
- Expectations for upcoming ECB meeting have moderated and should limit the risk of negative surprise reaction if central bank remains in wait-and-see mode
- Societe Generale (Marc-Henri Thoumin)
- 5Y offers very little RV vs other BTPs; bond has been stable relative to curve before auction offering no concession
- 10Y issue offers some pickup vs shorter-dated bonds, 2023/2026 spread has steepened ~5bps in z-spread since mid-August; there has been no particular concession vs peers
- Commerzbank (Christoph Rieger)
- Many investors should be keen to wait for better levels in BTP before adding exposure given upcoming political risks
- Supply outlook is generally favorable for the remainder of the year and sizable index extension at month-end should see the auction absorbed smoothly
Alert:
HALISTER1Source: BFW (Bloomberg First Word)
Tickers UCG IM (UniCredit SpA)
People Jaime Costero (Banco Bilbao Vizcaya Argentaria SA)
Antoine Bouvet (Mizuho Financial Group Inc)
Christoph Rieger (Commerzbank AG)
Elia Lattuga (UniCredit SpA)
Marc-Henri Thoumin (Societe Generale SA)
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