AUCTION PREVIEW: Steady Demand Seen at Last Tap of July ’26 Gilt
(Bloomberg) -- U.K. DMO plans to sell GBP2b in 1.5% 2026 gilts at final scheduled sale of series, equivalent to around GBP1.8m/bp in risk terms or 16k gilt futures.
- NatWest Markets (strategists including Simon Peck)
- Expect the auction to go fine, given this is the final tap of this issue, before the DMO launches a new 10-year on March 14
- The outright rally since Feb. 1 does not provide an appealing backdrop, though the issue does appear cheap by around 1bp on both the fitted and asset-swap curve
- Citi (strategists including Saumesh Dutta)
- See cheap valuation, upcoming coupon payments supporting demand at auction
- See value going long 10-year vs 30-year swap spreads; divergence in 10-year gilts vs Treasuries may have further room to run
- Targets 1% for 10-year gilts as rate hikes “distant” with inflation heading higher to 1.8% y/y, wages disappointing at 2.6%
- RBC (Vatsala Datta)
- Sees good demand on the back of micro RV interest, as well as with some support likely from upcoming coupon payments/ index extensions
- Auction bond attractive on “micro relative value” with 25s-26s-27s gilt butterfly toward the cheaper end of the recent range
Alert:
HALISTER1Source: BFW (Bloomberg First Word)
People Simon Peck (Royal Bank of Scotland Group PLC)
Saumesh Dutta (Citigroup Inc)
Vatsala Datta (RBC Europe Ltd)
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