AUCTION PREVIEW: Mixed SPGB Views; Post-Syndication Demand Seen
(Bloomberg) -- Spain to sell 0.25% 01/2019, 0.75% 07/2021, 2.90% 10/2046 for EU2.5b-EU3.5b at 10:30am CET.
- Strong demand at recent syndication is seen as a positive for today’s auction, smaller size of the sale also considered supportive; mixed views on RV
- Mizuho (Peter Chatwell)
- 10Y syndication on Tuesday likely to have left some investor demand unsatisfied, given only EU6b of the EU28b book was served
- Not sure this demand will spill over to today’s auction; yield on 3Y issue now firmly negative, continue to see 5Y sector as rich on SPGB curve
- Outperformance of 10Y amid the syndication steepened 10s30s, but only sits in the middle of its recent range; still little value in it
- Santander (Edgar da Silva)
- If Spain sells top-end of target range, will have completed 70% of targeted bond issuance for the year
- In RV, see 07/2021 as ~4bps richer than fair value, while 01/2019 SPGB is ~5bps cheaper than fair value
- 10/2046 trades ~2bps cheap on the curve, offers good opportunity to add duration to an investment portfolio
- BBVA (Jaime Costero)
- 2019 last sold at very rich repo levels, has now recovered towards GC; cross-market the issue has cheapened, though see room for some underperformance versus shorter tenors in near future
- 5Y benchmark has cheapened from rich levels since last sale; remains special in repo market, which makes it difficult to sell short this area; recommend steepeners versus 2.75% 10/2024
- 30Y has cheapened on the curve, correcting part of its flatness in the longer end; bond looks quite expensive in repo market, adds to attractiveness ahead of the auction
- Commerzbank (David Schnautz)
- SPGBs continued to outperform yesterday following Tuesday’s syndication, the size of which was near the low end of target range
- This is the lowest auction target range since mid- March’s EU2-EU3b following the 30Y syndication; Spain should exhaust the narrow range, look for slightly less than EU1b in 3Y, 5Y issues
Alert:
HALISTER1Source: BFW (Bloomberg First Word)
People David Schnautz (Commerzbank AG)
Edgar Da Silva Figueira (Banco Santander SA)
Jaime Costero (Banco Bilbao Vizcaya Argentaria SA)
Peter Chatwell (Mizuho Financial Group Inc)
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