AUCTION PREVIEW: New 10Y OAT Seen as Chance to Add Risk Pre-Vote
(Bloomberg) -- France to sell a new 1% 05/2027 and tap 1.5% 05/2031 for EU7b-8b, equivalent to around EU8.7m/bp in risk terms.
- BNP (Eric Oynoyan)
- Positive factor for 10-year OATs is that redemptions and coupon payments are the second largest of the year this month at EUR42.5b; 10-year OATs have outperformed Bunds the first two weeks of April in eight of the nine years since 2007
- OAT/Bund spread trading range has shifted higher moving from 25/45bp to 40/75bp, which was the range seen before initial speculation over ECB quantitative easing
- This auction could be seen as an opportunity for investors to add OAT exposure before the expected 10y OAT/Bund spread compression to the low-40s after the French elections, or to reduce OLO exposure in favor of OATs
- More conservative investors could use the extreme steepness of the 2s10s OAT curve vs bunds to put on structural 2s10s OAT flatteners ahead of the likely more hawkish ECB in Q2
- Mizuho (Peter Chatwell)
- New 10-year looks cheap on the roll by over 1bp; attractive to buy vs the OAT future or the CTD as tail risk trade
- Longer term investors who can look through the political event risk prefer like switching out of Belgium into France
- ING (Benjamin Schroeder)
- New 10-year bond traded at a roll of 7bp vs benchmark in the gray market, slightly less than the current roll; equates to 72.2bps vs Germany
- OAT/Bund currently trades in the middle of the range seen since late January, similar seen in OAT/OLO after the recent cheapening
- See more value for 10-year OATs in a box versus 30- year OAT/OLO, especially if a 30-year OAT syndication materializes
Alert:
HALISTER1Source: BFW (Bloomberg First Word)
Tickers 2539Z GR (European Central Bank)
People Benjamin Schroeder (ING Groep NV)
Eric Oynoyan (BNP Paribas SA)
Peter Chatwell (Mizuho Financial Group Inc)
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